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

Functions
Miscellaneous Methods
SCIP_EXPORT const char *	SCIPsdpiGetSolverName (void)

SCIP_EXPORT const char *	SCIPsdpiGetSolverDesc (void)

SCIP_EXPORT void *	SCIPsdpiGetSolverPointer (SCIP_SDPI *sdpi)

SCIP_EXPORT int	SCIPsdpiGetDefaultSdpiSolverNpenaltyIncreases (void)

SCIP_EXPORT SCIP_Bool	SCIPsdpiDoesWarmstartNeedPrimal (void)

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

SCIP_EXPORT SCIP_RETCODE	SCIPsdpiFree (SCIP_SDPI **sdpi)

SCIP_EXPORT SCIP_RETCODE	SCIPsdpiClone (SCIP_SDPI oldsdpi, SCIP_SDPI newsdpi)

Modification Methods
SCIP_EXPORT 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_EXPORT 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_EXPORT SCIP_RETCODE	SCIPsdpiDelLPRows (SCIP_SDPI *sdpi, int firstrow, int lastrow)

SCIP_EXPORT SCIP_RETCODE	SCIPsdpiDelLPRowset (SCIP_SDPI sdpi, int dstat)

SCIP_EXPORT SCIP_RETCODE	SCIPsdpiClear (SCIP_SDPI *sdpi)

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

SCIP_EXPORT 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_MESSAGEHDLR *	SCIPsdpiGetMessagehdlr (SCIP_SDPI *sdpi)

SCIP_EXPORT SCIP_RETCODE	SCIPsdpiGetNLPRows (SCIP_SDPI sdpi, int nlprows)

SCIP_EXPORT SCIP_RETCODE	SCIPsdpiGetNSDPBlocks (SCIP_SDPI sdpi, int nsdpblocks)

SCIP_EXPORT SCIP_RETCODE	SCIPsdpiGetNVars (SCIP_SDPI sdpi, int nvars)

SCIP_EXPORT SCIP_RETCODE	SCIPsdpiGetSDPNNonz (SCIP_SDPI sdpi, int nnonz)

SCIP_EXPORT SCIP_RETCODE	SCIPsdpiGetConstNNonz (SCIP_SDPI sdpi, int nnonz)

SCIP_EXPORT SCIP_RETCODE	SCIPsdpiGetLPNNonz (SCIP_SDPI sdpi, int nnonz)

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

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

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

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

Solving Methods
SCIP_EXPORT 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_EXPORT SCIP_Bool	SCIPsdpiWasSolved (SCIP_SDPI *sdpi)

SCIP_EXPORT SCIP_Bool	SCIPsdpiSolvedOrig (SCIP_SDPI *sdpi)

SCIP_EXPORT SCIP_Bool	SCIPsdpiFeasibilityKnown (SCIP_SDPI *sdpi)

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

SCIP_EXPORT SCIP_Bool	SCIPsdpiIsPrimalUnbounded (SCIP_SDPI *sdpi)

SCIP_EXPORT SCIP_Bool	SCIPsdpiIsPrimalInfeasible (SCIP_SDPI *sdpi)

SCIP_EXPORT SCIP_Bool	SCIPsdpiIsPrimalFeasible (SCIP_SDPI *sdpi)

SCIP_EXPORT SCIP_Bool	SCIPsdpiIsDualUnbounded (SCIP_SDPI *sdpi)

SCIP_EXPORT SCIP_Bool	SCIPsdpiIsDualInfeasible (SCIP_SDPI *sdpi)

SCIP_EXPORT SCIP_Bool	SCIPsdpiIsDualFeasible (SCIP_SDPI *sdpi)

SCIP_EXPORT SCIP_Bool	SCIPsdpiIsConverged (SCIP_SDPI *sdpi)

SCIP_EXPORT SCIP_Bool	SCIPsdpiIsObjlimExc (SCIP_SDPI *sdpi)

SCIP_EXPORT SCIP_Bool	SCIPsdpiIsIterlimExc (SCIP_SDPI *sdpi)

SCIP_EXPORT SCIP_Bool	SCIPsdpiIsTimelimExc (SCIP_SDPI *sdpi)

SCIP_EXPORT int	SCIPsdpiGetInternalStatus (SCIP_SDPI *sdpi)

SCIP_EXPORT SCIP_Bool	SCIPsdpiIsOptimal (SCIP_SDPI *sdpi)

SCIP_EXPORT SCIP_Bool	SCIPsdpiIsAcceptable (SCIP_SDPI *sdpi)

SCIP_EXPORT SCIP_RETCODE	SCIPsdpiGetObjval (SCIP_SDPI sdpi, SCIP_Real objval)

SCIP_EXPORT SCIP_RETCODE	SCIPsdpiGetLowerObjbound (SCIP_SDPI sdpi, SCIP_Real objlb)

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

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

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

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

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

SCIP_EXPORT SCIP_Real	SCIPsdpiGetMaxPrimalEntry (SCIP_SDPI *sdpi)

SCIP_EXPORT SCIP_RETCODE	SCIPsdpiGetTime (SCIP_SDPI sdpi, SCIP_Real opttime)

SCIP_EXPORT SCIP_RETCODE	SCIPsdpiGetIterations (SCIP_SDPI sdpi, int iterations)

SCIP_EXPORT SCIP_RETCODE	SCIPsdpiGetSdpCalls (SCIP_SDPI sdpi, int calls)

SCIP_EXPORT SCIP_RETCODE	SCIPsdpiSettingsUsed (SCIP_SDPI sdpi, SCIP_SDPSOLVERSETTING usedsetting)

SCIP_EXPORT SCIP_RETCODE	SCIPsdpiSlaterSettings (SCIP_SDPI sdpi, SCIP_SDPSLATERSETTING slatersetting)

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

SCIP_EXPORT SCIP_RETCODE	SCIPsdpiGetStatistics (SCIP_SDPI sdpi, int ninfeasible, int nallfixed, int nonevarsdp)

Numerical Methods
SCIP_EXPORT SCIP_Real	SCIPsdpiInfinity (SCIP_SDPI *sdpi)

SCIP_EXPORT SCIP_Bool	SCIPsdpiIsInfinity (SCIP_SDPI *sdpi, SCIP_Real val)

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

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

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

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

SCIP_EXPORT SCIP_RETCODE	SCIPsdpiComputeLambdastar (SCIP_SDPI *sdpi, SCIP_Real maxguess)

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

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

SCIP_EXPORT void	SCIPsdpiClockSetType (SCIP_SDPI *sdpi, int clocktype)

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

SCIP_EXPORT 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

This file specifies a generic SDP-solver interface used by SCIP to create, modify, and solve semidefinite programs of the (dual) form

\begin{align*} \min\quad & b^T y \\ \mbox{s.t.} & \sum_{j \in J} A_j^{(k)} y_j - A_0^{(k)} \succeq 0 & \forall \ k \in K, \\ & \sum_{j \in J} d_{ij}\, y_j \geq c_i & \forall \ i \in I, \\ & \ell_j \leq y_j \leq u_j & \forall \ j \in J, \end{align*}

for symmetric matrices \( A_i^{(k)} \in S_{n_k} \) and a matrix \( D \in \mathbb{R}^{I \times J} \) and query information about the solution. The code refers to this problem as the dual.

We consider a problem (primal or dual) to be unbounded if there exists a ray and it is feasible.

All indexing (rows, columns, blocks and variables) starts at 0.

Although it includes a few SCIP header files, e.g., because it uses SCIP's return codes, it can be used independently of any SCIP instance.

Definition in file sdpi.h.

Function Documentation

SCIP_EXPORT const char* SCIPsdpiGetSolverName ( void )

gets name and potentially version of SDP-solver

Definition at line 1441 of file sdpi.c.

References SCIPsdpiSolverGetSolverName().

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

SCIP_EXPORT const char* SCIPsdpiGetSolverDesc ( void )

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

Definition at line 1449 of file sdpi.c.

References SCIPsdpiSolverGetSolverDesc().

Referenced by SCIPincludeRelaxSdp().

SCIP_EXPORT 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 1462 of file sdpi.c.

References SCIPsdpiSolverGetSolverPointer().

SCIP_EXPORT int SCIPsdpiGetDefaultSdpiSolverNpenaltyIncreases ( void )

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

Definition at line 1470 of file sdpi.c.

References SCIPsdpiSolverGetDefaultSdpiSolverNpenaltyIncreases().

Referenced by SCIPincludeRelaxSdp().

SCIP_EXPORT SCIP_Bool SCIPsdpiDoesWarmstartNeedPrimal ( void )

Should primal solution values be saved for warmstarting purposes?

Definition at line 1478 of file sdpi.c.

References SCIPsdpiSolverDoesWarmstartNeedPrimal().

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

SCIP_EXPORT 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 1496 of file sdpi.c.

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

Referenced by SCIPincludeRelaxSdp().

SCIP_EXPORT SCIP_RETCODE SCIPsdpiFree ( SCIP_SDPI ** sdpi )

deletes an sdpi object

Parameters

sdpi	pointer to an SDP-interface structure

Definition at line 1594 of file sdpi.c.

References SCIPsdpiSolverFree(), and SDPIclockFree().

Referenced by SCIP_DECL_RELAXFREE().

SCIP_EXPORT 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 1677 of file sdpi.c.

References BMS_CALL, SCIP_ONEVAR_UNSOLVED, SCIPsdpiSolverCreate(), and SDPIclockCreate().

SCIP_EXPORT 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 lower triangular part of them must be specified.; It is assumed that the matrices are in lower triangular form.; 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 sdpnnonz = 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 1836 of file sdpi.c.

References ensureBoundDataMemory(), ensureLPDataMemory(), ensureSDPDataMemory(), and SCIPsdpiInfinity().

Referenced by putSdpDataInInterface().

SCIP_EXPORT 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 2038 of file sdpi.c.

References ensureLPDataMemory().

Referenced by putLpDataInInterface().

SCIP_EXPORT 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 2120 of file sdpi.c.

Referenced by putLpDataInInterface(), and SCIPsdpiDelLPRowset().

SCIP_EXPORT 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 2215 of file sdpi.c.

References SCIPsdpiDelLPRows().

SCIP_EXPORT SCIP_RETCODE SCIPsdpiClear ( SCIP_SDPI * sdpi )

clears the whole SDP

Parameters

sdpi	SDP-interface structure

Definition at line 2258 of file sdpi.c.

References SCIPsdpiSolverResetCounter().

Referenced by SCIP_DECL_RELAXEXITSOL().

SCIP_EXPORT 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 2293 of file sdpi.c.

Referenced by putLpDataInInterface().

SCIP_EXPORT 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 2323 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 2358 of file sdpi.c.

SCIP_MESSAGEHDLR* SCIPsdpiGetMessagehdlr ( SCIP_SDPI * sdpi )

returns the currently installed sdpi message handler, or NULL if messages are currently suppressed

Parameters

sdpi	SDP-interface structure

Definition at line 2403 of file sdpi.c.

SCIP_EXPORT 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 2411 of file sdpi.c.

Referenced by putLpDataInInterface().

SCIP_EXPORT 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 2425 of file sdpi.c.

Referenced by SCIP_DECL_RELAXEXEC().

SCIP_EXPORT 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 2439 of file sdpi.c.

SCIP_EXPORT 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 2453 of file sdpi.c.

SCIP_EXPORT 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 2467 of file sdpi.c.

SCIP_EXPORT 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 2481 of file sdpi.c.

SCIP_EXPORT 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 2495 of file sdpi.c.

SCIP_EXPORT 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 2517 of file sdpi.c.

SCIP_EXPORT 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 2546 of file sdpi.c.

SCIP_EXPORT 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 2568 of file sdpi.c.

SCIP_EXPORT 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 2607 of file sdpi.c.

References BMS_CALL, checkFixedFeasibilitySdp(), checkSlaterCondition(), compConstMatAfterFixings(), findEmptyRowColsSDP(), isFixed(), MIN_GAPTOL, prepareLPData(), SCIP_CALL_PARAM, SCIP_ONEVAR_INFEASIBLE, SCIP_ONEVAR_OPTIMAL, SCIP_ONEVAR_UNSOLVED, SCIP_SDPPAR_GAPTOL, SCIP_SDPSLATER_NOINFO, SCIP_SDPSOLVERSETTING_UNSOLVED, SCIPsdpiGetSol(), SCIPsdpiInfinity(), SCIPsdpiIsInfinity(), SCIPsdpiSolverGetIterations(), SCIPsdpiSolverGetObjval(), SCIPsdpiSolverGetSdpCalls(), SCIPsdpiSolverGetTime(), SCIPsdpiSolverIncreaseCounter(), SCIPsdpiSolverInfinity(), SCIPsdpiSolverIsAcceptable(), SCIPsdpiSolverIsDualInfeasible(), SCIPsdpiSolverIsOptimal(), SCIPsdpiSolverIsTimelimExc(), SCIPsdpiSolverLoadAndSolve(), SCIPsdpiSolverLoadAndSolveWithPenalty(), SCIPsdpiSolverSetRealpar(), SCIPsdpiSolverWasSolved(), SCIPsolveOneVarSDP(), SDPIclockStart(), and SDPIclockStop().

Referenced by calcRelax(), and SCIPrelaxSdpComputeAnalyticCenters().

SCIP_EXPORT 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 3137 of file sdpi.c.

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

SCIP_EXPORT 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 3147 of file sdpi.c.

References SCIPsdpiWasSolved().

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

SCIP_EXPORT 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 3160 of file sdpi.c.

References CHECK_IF_SOLVED_BOOL, SCIP_ONEVAR_UNSOLVED, and SCIPsdpiSolverFeasibilityKnown().

Referenced by calcRelax().

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

gets information about proven primal and dual feasibility of the current SDP-solution

Parameters

sdpi	SDP-interface structure
primalfeasible	pointer to store the proven primal feasibility status
dualfeasible	pointer to store the proven dual feasibility status

Definition at line 3174 of file sdpi.c.

References CHECK_IF_SOLVED, SCIP_ONEVAR_INFEASIBLE, SCIP_ONEVAR_OPTIMAL, and SCIPsdpiSolverGetSolFeasibility().

SCIP_EXPORT SCIP_Bool SCIPsdpiIsPrimalUnbounded ( SCIP_SDPI * sdpi )

returns TRUE iff SDP is proven to be primal unbounded

Parameters

sdpi	SDP-interface structure

Definition at line 3220 of file sdpi.c.

References CHECK_IF_SOLVED_BOOL, SCIP_ONEVAR_INFEASIBLE, SCIP_ONEVAR_OPTIMAL, and SCIPsdpiSolverIsPrimalUnbounded().

SCIP_EXPORT SCIP_Bool SCIPsdpiIsPrimalInfeasible ( SCIP_SDPI * sdpi )

returns TRUE iff SDP is proven to be primal infeasible

Parameters

sdpi	SDP-interface structure

Definition at line 3250 of file sdpi.c.

References CHECK_IF_SOLVED_BOOL, SCIP_ONEVAR_UNSOLVED, and SCIPsdpiSolverIsPrimalInfeasible().

SCIP_EXPORT SCIP_Bool SCIPsdpiIsPrimalFeasible ( SCIP_SDPI * sdpi )

returns TRUE iff SDP is proven to be primal feasible

Parameters

sdpi	SDP-interface structure

Definition at line 3275 of file sdpi.c.

References CHECK_IF_SOLVED_BOOL, SCIP_ONEVAR_UNSOLVED, and SCIPsdpiSolverIsPrimalFeasible().

Referenced by calcRelax(), and SCIPrelaxSdpComputeAnalyticCenters().

SCIP_EXPORT SCIP_Bool SCIPsdpiIsDualUnbounded ( SCIP_SDPI * sdpi )

returns TRUE iff SDP is proven to be dual unbounded

Parameters

sdpi	SDP-interface structure

Definition at line 3303 of file sdpi.c.

References CHECK_IF_SOLVED_BOOL, SCIP_ONEVAR_UNSOLVED, and SCIPsdpiSolverIsDualUnbounded().

Referenced by calcRelax(), SCIP_DECL_RELAXEXEC(), and SCIPrelaxSdpIsUnbounded().

SCIP_EXPORT SCIP_Bool SCIPsdpiIsDualInfeasible ( SCIP_SDPI * sdpi )

returns TRUE iff SDP is proven to be dual infeasible

Parameters

sdpi	SDP-interface structure

Definition at line 3327 of file sdpi.c.

References CHECK_IF_SOLVED_BOOL, SCIP_ONEVAR_INFEASIBLE, SCIP_ONEVAR_OPTIMAL, and SCIPsdpiSolverIsDualInfeasible().

Referenced by calcRelax().

SCIP_EXPORT SCIP_Bool SCIPsdpiIsDualFeasible ( SCIP_SDPI * sdpi )

returns TRUE iff SDP is proven to be dual feasible

Parameters

sdpi	SDP-interface structure

Definition at line 3353 of file sdpi.c.

References CHECK_IF_SOLVED_BOOL, SCIP_ONEVAR_INFEASIBLE, SCIP_ONEVAR_OPTIMAL, and SCIPsdpiSolverIsDualFeasible().

Referenced by calcRelax(), and SCIPrelaxSdpComputeAnalyticCenters().

SCIP_EXPORT SCIP_Bool SCIPsdpiIsConverged ( SCIP_SDPI * sdpi )

returns TRUE iff the solver converged

Parameters

sdpi	SDP-interface structure

Definition at line 3379 of file sdpi.c.

References CHECK_IF_SOLVED_BOOL, SCIP_ONEVAR_UNSOLVED, and SCIPsdpiSolverIsConverged().

SCIP_EXPORT SCIP_Bool SCIPsdpiIsObjlimExc ( SCIP_SDPI * sdpi )

returns TRUE iff the objective limit was reached

Parameters

sdpi	SDP-interface structure

Definition at line 3403 of file sdpi.c.

References CHECK_IF_SOLVED_BOOL, SCIP_ONEVAR_UNSOLVED, and SCIPsdpiSolverIsObjlimExc().

Referenced by calcRelax().

SCIP_EXPORT SCIP_Bool SCIPsdpiIsIterlimExc ( SCIP_SDPI * sdpi )

returns TRUE iff the iteration limit was reached

Parameters

sdpi	SDP-interface structure

Definition at line 3427 of file sdpi.c.

References CHECK_IF_SOLVED_BOOL, SCIP_ONEVAR_UNSOLVED, and SCIPsdpiSolverIsIterlimExc().

SCIP_EXPORT SCIP_Bool SCIPsdpiIsTimelimExc ( SCIP_SDPI * sdpi )

returns TRUE iff the time limit was reached

Parameters

sdpi	SDP-interface structure

Definition at line 3451 of file sdpi.c.

References SCIP_ONEVAR_UNSOLVED, and SCIPsdpiSolverIsTimelimExc().

Referenced by calcRelax().

SCIP_EXPORT 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 3489 of file sdpi.c.

References SCIP_ONEVAR_UNSOLVED, and SCIPsdpiSolverGetInternalStatus().

SCIP_EXPORT 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 3520 of file sdpi.c.

References CHECK_IF_SOLVED_BOOL, SCIP_ONEVAR_INFEASIBLE, SCIP_ONEVAR_OPTIMAL, and SCIPsdpiSolverIsOptimal().

Referenced by calcRelax().

SCIP_EXPORT 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 3548 of file sdpi.c.

References SCIP_ONEVAR_UNSOLVED, and SCIPsdpiSolverIsAcceptable().

Referenced by calcRelax().

SCIP_EXPORT 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 3576 of file sdpi.c.

References CHECK_IF_SOLVED, SCIP_ONEVAR_UNSOLVED, SCIPsdpiInfinity(), and SCIPsdpiSolverGetObjval().

Referenced by SCIPsdpiGetSol().

SCIP_EXPORT 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 3614 of file sdpi.c.

References SCIP_ONEVAR_UNSOLVED, SCIPsdpiInfinity(), and SCIPsdpiSolverGetObjval().

Referenced by calcRelax().

SCIP_EXPORT 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 3666 of file sdpi.c.

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

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

SCIP_EXPORT 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 3747 of file sdpi.c.

References SCIP_ONEVAR_UNSOLVED, and SCIPsdpiSolverGetPreoptimalPrimalNonzeros().

Referenced by calcRelax().

SCIP_EXPORT 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 3788 of file sdpi.c.

References SCIP_ONEVAR_UNSOLVED, and SCIPsdpiSolverGetPreoptimalSol().

Referenced by calcRelax().

SCIP_EXPORT 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, -1 if infeasible or all variables are fixed)

Definition at line 3895 of file sdpi.c.

References CHECK_IF_SOLVED, isFixed(), SCIP_ONEVAR_INFEASIBLE, SCIP_ONEVAR_OPTIMAL, SCIPsdpiSolverGetPrimalBoundVars(), SCIPsdpiSolverIsDualInfeasible(), and SCIPsdpiSolverIsPrimalInfeasible().

Referenced by SCIPrelaxSdpGetPrimalBoundVars().

SCIP_EXPORT 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 3975 of file sdpi.c.

References SCIP_ONEVAR_UNSOLVED, and SCIPsdpiSolverGetPrimalNonzeros().

Referenced by calcRelax(), and SCIPrelaxSdpComputeAnalyticCenters().

SCIP_EXPORT 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 4009 of file sdpi.c.

References SCIP_ONEVAR_UNSOLVED, and SCIPsdpiSolverGetPrimalMatrix().

Referenced by calcRelax(), and SCIPrelaxSdpComputeAnalyticCenters().

SCIP_EXPORT 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 4042 of file sdpi.c.

References SCIPsdpiSolverGetMaxPrimalEntry().

Referenced by calcRelax().

SCIP_EXPORT SCIP_RETCODE SCIPsdpiGetTime	(	SCIP_SDPI *	sdpi,
		SCIP_Real *	opttime
	)

gets the time for the last SDP optimization call of solver

Parameters

sdpi	SDP-interface structure
opttime	pointer to store the time for optimization of the solver

Definition at line 4052 of file sdpi.c.

Referenced by updateSDPStatistics().

SCIP_EXPORT 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 4066 of file sdpi.c.

Referenced by updateSDPStatistics().

SCIP_EXPORT 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 4080 of file sdpi.c.

Referenced by updateSDPStatistics().

SCIP_EXPORT 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 4094 of file sdpi.c.

References SCIP_ONEVAR_UNSOLVED, SCIP_SDPSOLVERSETTING_PENALTY, SCIP_SDPSOLVERSETTING_UNSOLVED, and SCIPsdpiSolverSettingsUsed().

Referenced by calcRelax(), and updateSDPStatistics().

SCIP_EXPORT 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

returns which settings the SDP-solver used in the last solve call and whether primal and dual Slater condition were fulfilled

Parameters

sdpi	SDP-interface structure
slatersetting	the combination of Slater conditions and successfull settings

Definition at line 4135 of file sdpi.c.

Referenced by updateSDPStatistics().

SCIP_EXPORT 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 4445 of file sdpi.c.

References SCIP_ONEVAR_UNSOLVED, and SCIP_SDPSLATER_NOINFO.

Referenced by updateSDPStatistics().

SCIP_EXPORT SCIP_RETCODE SCIPsdpiGetStatistics	(	SCIP_SDPI *	sdpi,
		int *	ninfeasible,
		int *	nallfixed,
		int *	nonevarsdp
	)

returns some statistcs

Parameters

sdpi	SDP-interface structure
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

Definition at line 4481 of file sdpi.c.

Referenced by SCIPrelaxSdpGetStatistics().

SCIP_EXPORT SCIP_Real SCIPsdpiInfinity ( SCIP_SDPI * sdpi )

returns value treated as infinity in the SDP-solver

Parameters

sdpi	SDP-interface structure

Definition at line 4513 of file sdpi.c.

References SCIPsdpiSolverInfinity().

Referenced by calcRelax(), prepareLPData(), SCIP_DECL_RELAXINITSOL(), SCIPsdpiGetLowerObjbound(), SCIPsdpiGetObjval(), SCIPsdpiGetSol(), SCIPsdpiIsInfinity(), SCIPsdpiLoadSDP(), and SCIPsdpiSolve().

SCIP_EXPORT 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 4523 of file sdpi.c.

References SCIPsdpiInfinity().

Referenced by prepareLPData(), and SCIPsdpiSolve().

SCIP_EXPORT 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 4534 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_EXPORT 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 4584 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_EXPORT 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 4636 of file sdpi.c.

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

SCIP_EXPORT 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 4669 of file sdpi.c.

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

Referenced by SCIP_DECL_RELAXINITSOL().

SCIP_EXPORT 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 4704 of file sdpi.c.

References SCIPsdpiSolverComputeLambdastar().

Referenced by SCIP_DECL_RELAXINITSOL().

SCIP_EXPORT 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 4713 of file sdpi.c.

References SCIPsdpiSolverComputePenaltyparam().

Referenced by SCIP_DECL_RELAXINITSOL().

SCIP_EXPORT 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 4727 of file sdpi.c.

References SCIPsdpiSolverComputeMaxPenaltyparam().

Referenced by SCIP_DECL_RELAXINITSOL().

SCIP_EXPORT void SCIPsdpiClockSetType	(	SCIP_SDPI *	sdpi,
		int	clocktype
	)

sets the type of the clock

Parameters

sdpi	SDP-interface structure
clocktype	type of clock (1 = CPU, 2 = Wall)

Definition at line 4749 of file sdpi.c.

References SDPIclockSetType().

Referenced by calcRelax(), and SCIPrelaxSdpComputeAnalyticCenters().

SCIP_EXPORT 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 4774 of file sdpi.c.

SCIP_EXPORT 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 4788 of file sdpi.c.

Functions

Detailed Description

Function Documentation