interface methods for specific SDP-solvers More...

Typedefs
typedef struct SCIP_SDPiSolver	SCIP_SDPISOLVER

Functions
Miscellaneous Methods
SCIP_EXPORT const char *	SCIPsdpiSolverGetSolverName (void)

SCIP_EXPORT const char *	SCIPsdpiSolverGetSolverDesc (void)

SCIP_EXPORT void *	SCIPsdpiSolverGetSolverPointer (SCIP_SDPISOLVER *sdpisolver)

SCIP_EXPORT int	SCIPsdpiSolverGetDefaultSdpiSolverNpenaltyIncreases (void)

SCIP_EXPORT SCIP_Bool	SCIPsdpiSolverDoesWarmstartNeedPrimal (void)

SDPI Creation and Destruction Methods
SCIP_EXPORT SCIP_RETCODE	SCIPsdpiSolverCreate (SCIP_SDPISOLVER *sdpisolver, SCIP_MESSAGEHDLR messagehdlr, BMS_BLKMEM blkmem, BMS_BUFMEM bufmem)

SCIP_EXPORT SCIP_RETCODE	SCIPsdpiSolverFree (SCIP_SDPISOLVER **sdpisolver)

SCIP_EXPORT SCIP_RETCODE	SCIPsdpiSolverIncreaseCounter (SCIP_SDPISOLVER *sdpisolver)

SCIP_EXPORT SCIP_RETCODE	SCIPsdpiSolverResetCounter (SCIP_SDPISOLVER *sdpisolver)

Solving Methods
SCIP_EXPORT SCIP_RETCODE	SCIPsdpiSolverLoadAndSolve (SCIP_SDPISOLVER sdpisolver, 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 indchanges, int nremovedinds, int blockindchanges, int nremovedblocks, int nlpcons, SCIP_Real lplhs, SCIP_Real lprhs, int lpnnonz, int lprow, int lpcol, SCIP_Real lpval, 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_Real timelimit, SDPI_CLOCK usedsdpitime)

SCIP_EXPORT SCIP_RETCODE	SCIPsdpiSolverLoadAndSolveWithPenalty (SCIP_SDPISOLVER sdpisolver, SCIP_Real penaltyparam, SCIP_Bool withobj, SCIP_Bool rbound, 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 indchanges, int nremovedinds, int blockindchanges, int nremovedblocks, int nlpcons, SCIP_Real lplhs, SCIP_Real lprhs, int lpnnonz, int lprow, int lpcol, SCIP_Real lpval, 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_Real timelimit, SDPI_CLOCK usedsdpitime, SCIP_Bool feasorig, SCIP_Bool penaltybound)

Solution Information Methods
SCIP_EXPORT SCIP_Bool	SCIPsdpiSolverWasSolved (SCIP_SDPISOLVER *sdpisolver)

SCIP_EXPORT SCIP_Bool	SCIPsdpiSolverFeasibilityKnown (SCIP_SDPISOLVER *sdpisolver)

SCIP_EXPORT SCIP_RETCODE	SCIPsdpiSolverGetSolFeasibility (SCIP_SDPISOLVER sdpisolver, SCIP_Bool primalfeasible, SCIP_Bool *dualfeasible)

SCIP_EXPORT SCIP_Bool	SCIPsdpiSolverIsPrimalUnbounded (SCIP_SDPISOLVER *sdpisolver)

SCIP_EXPORT SCIP_Bool	SCIPsdpiSolverIsPrimalInfeasible (SCIP_SDPISOLVER *sdpisolver)

SCIP_EXPORT SCIP_Bool	SCIPsdpiSolverIsPrimalFeasible (SCIP_SDPISOLVER *sdpisolver)

SCIP_EXPORT SCIP_Bool	SCIPsdpiSolverIsDualUnbounded (SCIP_SDPISOLVER *sdpisolver)

SCIP_EXPORT SCIP_Bool	SCIPsdpiSolverIsDualInfeasible (SCIP_SDPISOLVER *sdpisolver)

SCIP_EXPORT SCIP_Bool	SCIPsdpiSolverIsDualFeasible (SCIP_SDPISOLVER *sdpisolver)

SCIP_EXPORT SCIP_Bool	SCIPsdpiSolverIsConverged (SCIP_SDPISOLVER *sdpisolver)

SCIP_EXPORT SCIP_Bool	SCIPsdpiSolverIsObjlimExc (SCIP_SDPISOLVER *sdpisolver)

SCIP_EXPORT SCIP_Bool	SCIPsdpiSolverIsIterlimExc (SCIP_SDPISOLVER *sdpisolver)

SCIP_EXPORT SCIP_Bool	SCIPsdpiSolverIsTimelimExc (SCIP_SDPISOLVER *sdpisolver)

SCIP_EXPORT int	SCIPsdpiSolverGetInternalStatus (SCIP_SDPISOLVER *sdpisolver)

SCIP_EXPORT SCIP_Bool	SCIPsdpiSolverIsOptimal (SCIP_SDPISOLVER *sdpisolver)

SCIP_EXPORT SCIP_Bool	SCIPsdpiSolverIsAcceptable (SCIP_SDPISOLVER *sdpisolver)

SCIP_EXPORT SCIP_RETCODE	SCIPsdpiSolverIgnoreInstability (SCIP_SDPISOLVER sdpisolver, SCIP_Bool success)

SCIP_EXPORT SCIP_RETCODE	SCIPsdpiSolverGetObjval (SCIP_SDPISOLVER sdpisolver, SCIP_Real objval)

SCIP_EXPORT SCIP_RETCODE	SCIPsdpiSolverGetSol (SCIP_SDPISOLVER sdpisolver, SCIP_Real objval, SCIP_Real dualsol, int dualsollength)

SCIP_EXPORT SCIP_RETCODE	SCIPsdpiSolverGetPreoptimalPrimalNonzeros (SCIP_SDPISOLVER sdpisolver, int nblocks, int startXnblocknonz)

SCIP_EXPORT SCIP_RETCODE	SCIPsdpiSolverGetPreoptimalSol (SCIP_SDPISOLVER sdpisolver, SCIP_Bool success, SCIP_Real dualsol, int dualsollength, int nblocks, int startXnblocknonz, int startXrow, int startXcol, SCIP_Real *startXval)

SCIP_EXPORT SCIP_RETCODE	SCIPsdpiSolverGetPrimalBoundVars (SCIP_SDPISOLVER sdpisolver, SCIP_Real lbvars, SCIP_Real ubvars, int arraylength)

SCIP_EXPORT SCIP_RETCODE	SCIPsdpiSolverGetPrimalNonzeros (SCIP_SDPISOLVER sdpisolver, int nblocks, int startXnblocknonz)

SCIP_EXPORT SCIP_RETCODE	SCIPsdpiSolverGetPrimalMatrix (SCIP_SDPISOLVER sdpisolver, int nblocks, int startXnblocknonz, int startXrow, int startXcol, SCIP_Real **startXval)

SCIP_EXPORT SCIP_Real	SCIPsdpiSolverGetMaxPrimalEntry (SCIP_SDPISOLVER *sdpisolver)

SCIP_EXPORT SCIP_RETCODE	SCIPsdpiSolverGetTime (SCIP_SDPISOLVER sdpisolver, SCIP_Real opttime)

SCIP_EXPORT SCIP_RETCODE	SCIPsdpiSolverGetIterations (SCIP_SDPISOLVER sdpisolver, int iterations)

SCIP_EXPORT SCIP_RETCODE	SCIPsdpiSolverGetSdpCalls (SCIP_SDPISOLVER sdpisolver, int calls)

SCIP_EXPORT SCIP_RETCODE	SCIPsdpiSolverSettingsUsed (SCIP_SDPISOLVER sdpisolver, SCIP_SDPSOLVERSETTING usedsetting)

Numerical Methods
SCIP_EXPORT SCIP_Real	SCIPsdpiSolverInfinity (SCIP_SDPISOLVER *sdpisolver)

SCIP_EXPORT SCIP_Bool	SCIPsdpiSolverIsInfinity (SCIP_SDPISOLVER *sdpisolver, SCIP_Real val)

SCIP_EXPORT SCIP_RETCODE	SCIPsdpiSolverGetRealpar (SCIP_SDPISOLVER sdpisolver, SCIP_SDPPARAM type, SCIP_Real dval)

SCIP_EXPORT SCIP_RETCODE	SCIPsdpiSolverSetRealpar (SCIP_SDPISOLVER *sdpisolver, SCIP_SDPPARAM type, SCIP_Real dval)

SCIP_EXPORT SCIP_RETCODE	SCIPsdpiSolverGetIntpar (SCIP_SDPISOLVER sdpisolver, SCIP_SDPPARAM type, int ival)

SCIP_EXPORT SCIP_RETCODE	SCIPsdpiSolverSetIntpar (SCIP_SDPISOLVER *sdpisolver, SCIP_SDPPARAM type, int ival)

SCIP_EXPORT SCIP_RETCODE	SCIPsdpiSolverComputeLambdastar (SCIP_SDPISOLVER *sdpisolver, SCIP_Real maxguess)

SCIP_EXPORT SCIP_RETCODE	SCIPsdpiSolverComputePenaltyparam (SCIP_SDPISOLVER sdpisolver, SCIP_Real maxcoeff, SCIP_Real penaltyparam)

SCIP_EXPORT SCIP_RETCODE	SCIPsdpiSolverComputeMaxPenaltyparam (SCIP_SDPISOLVER sdpisolver, SCIP_Real penaltyparam, SCIP_Real maxpenaltyparam)

File Interface Methods
SCIP_EXPORT SCIP_RETCODE	SCIPsdpiSolverReadSDP (SCIP_SDPISOLVER sdpisolver, const char fname)

SCIP_EXPORT SCIP_RETCODE	SCIPsdpiSolverWriteSDP (SCIP_SDPISOLVER sdpisolver, const char fname)

Detailed Description

interface methods for specific SDP-solvers

Author: Marc Pfetsch; 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{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 \\ & & l \leq y \leq u \end{eqnarray*}

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

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 sdpisolver.h.

Typedef Documentation

typedef struct SCIP_SDPiSolver SCIP_SDPISOLVER

solver dependent SDP interface

Definition at line 71 of file sdpisolver.h.

Function Documentation

SCIP_EXPORT const char* SCIPsdpiSolverGetSolverName ( void )

gets name and version (if available) of SDP-solver

Definition at line 357 of file sdpisolver_dsdp.c.

References SCIPsdpiSolverGetSolverDesc(), and solvername.

Referenced by checkFeastolAndResolve(), checkGapSetPreoptimalSol(), ensureMappingDataMemory(), and SCIPsdpiGetSolverName().

SCIP_EXPORT const char* SCIPsdpiSolverGetSolverDesc ( void )

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

Definition at line 365 of file sdpisolver_dsdp.c.

References SCIPsdpiSolverGetSolverPointer().

Referenced by SCIPsdpiGetSolverDesc(), and SCIPsdpiSolverGetSolverName().

SCIP_EXPORT void* SCIPsdpiSolverGetSolverPointer ( SCIP_SDPISOLVER * sdpisolver )

gets pointer to 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

sdpisolver pointer to an SDP-solver interface

Definition at line 378 of file sdpisolver_dsdp.c.

References SCIPsdpiSolverGetDefaultSdpiSolverNpenaltyIncreases().

Referenced by SCIPsdpiGetSolverPointer(), and SCIPsdpiSolverGetSolverDesc().

SCIP_EXPORT int SCIPsdpiSolverGetDefaultSdpiSolverNpenaltyIncreases ( void )

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

Definition at line 387 of file sdpisolver_dsdp.c.

References SCIPsdpiSolverDoesWarmstartNeedPrimal().

Referenced by SCIPsdpiGetDefaultSdpiSolverNpenaltyIncreases(), and SCIPsdpiSolverGetSolverPointer().

SCIP_EXPORT SCIP_Bool SCIPsdpiSolverDoesWarmstartNeedPrimal ( void )

Should primal solution values be saved for warmstarting purposes?

Definition at line 395 of file sdpisolver_dsdp.c.

References SCIPsdpiSolverCreate().

Referenced by SCIPsdpiDoesWarmstartNeedPrimal(), and SCIPsdpiSolverGetDefaultSdpiSolverNpenaltyIncreases().

SCIP_EXPORT SCIP_RETCODE SCIPsdpiSolverCreate	(	SCIP_SDPISOLVER **	sdpisolver,
		SCIP_MESSAGEHDLR *	messagehdlr,
		BMS_BLKMEM *	blkmem,
		BMS_BUFMEM *	bufmem
	)

creates an SDP solver interface

Parameters

sdpisolver	pointer to an SDP-solver interface
messagehdlr	message handler to use for printing messages, or NULL
blkmem	block memory
bufmem	buffer memory

Definition at line 413 of file sdpisolver_dsdp.c.

References BMS_CALL, LAMBDASTAR_DEFAULT, MOSEK_CALL, SCIP_SDPSOLVERSETTING_UNSOLVED, SCIPsdpiSolverFree(), and SCIPsdpiSolverInfinity().

Referenced by SCIPsdpiClone(), SCIPsdpiCreate(), and SCIPsdpiSolverDoesWarmstartNeedPrimal().

SCIP_EXPORT SCIP_RETCODE SCIPsdpiSolverFree ( SCIP_SDPISOLVER ** sdpisolver )

deletes an SDP solver interface

Parameters

sdpisolver pointer to an SDP-solver interface

Definition at line 473 of file sdpisolver_dsdp.c.

References DSDP_CALL, MOSEK_CALL, and SCIPsdpiSolverIncreaseCounter().

Referenced by SCIPsdpiFree(), and SCIPsdpiSolverCreate().

SCIP_EXPORT SCIP_RETCODE SCIPsdpiSolverIncreaseCounter ( SCIP_SDPISOLVER * sdpisolver )

increases the SDP-Counter

Parameters

sdpisolver SDP-solver interface

Definition at line 506 of file sdpisolver_dsdp.c.

References SCIPsdpiSolverResetCounter().

Referenced by SCIPsdpiSolve(), and SCIPsdpiSolverFree().

SCIP_EXPORT SCIP_RETCODE SCIPsdpiSolverResetCounter ( SCIP_SDPISOLVER * sdpisolver )

reset the SDP-Counter to zero

Parameters

sdpisolver SDP-solver interface

Definition at line 518 of file sdpisolver_dsdp.c.

References SCIPsdpiSolverLoadAndSolve().

Referenced by SCIPsdpiClear(), and SCIPsdpiSolverIncreaseCounter().

SCIP_EXPORT SCIP_RETCODE SCIPsdpiSolverLoadAndSolve	(	SCIP_SDPISOLVER *	sdpisolver,
		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 **	indchanges,
		int *	nremovedinds,
		int *	blockindchanges,
		int	nremovedblocks,
		int	nlpcons,
		SCIP_Real *	lplhs,
		SCIP_Real *	lprhs,
		int	lpnnonz,
		int *	lprow,
		int *	lpcol,
		SCIP_Real *	lpval,
		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_Real	timelimit,
		SDPI_CLOCK *	usedsdpitime
	)

loads and solves an SDP

For the non-constant SDP- and the LP-part, the original arrays before fixings should be given, for the constant SDP-part the arrays AFTER fixings should be given. In addition, an array needs to be given, that for every block and every row/col index within that block either has value -1, meaning that this index should be deleted, or a non-negative integer stating the number of indices before it that are to be deleated, meaning that this index will be decreased by that number, in addition to that the total number of deleted indices for each block should be given. Optionally an array start may be given with a starting point for the solver (if this is NULL then the solver should start from scratch).

Warning: Depending on the solver, the given lp arrays might get sorted in their original position.

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), ... independant of some lhs/rhs being infinity (the starting point will later be adjusted accordingly)

Parameters

sdpisolver	SDP-solver interface
nvars	number of variables
obj	objective coefficients 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 that exist in each block
sdpconstnnonz	number of nonzero elements in the constant matrices of the SDP-blocks AFTER FIXINGS
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] AFTER FIXINGS
sdpconstrow	pointers to row-indices for each block AFTER FIXINGS
sdpconstcol	pointers to column-indices for each block AFTER FIXINGS
sdpconstval	pointers to the values of the nonzeros for each block AFTER FIXINGS
sdpnnonz	number of nonzero elements in the SDP-constraint-matrix
sdpnblockvarnonz	entry [i][j] gives the number of nonzeros for block i and variable j, this is exactly the number of entries of sdp row/col/val [i][j]
sdpvar	sdpvar[i][j] gives the sdp-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
sdpcol	pointer to the column-indices for each block and variable
sdpval	values of SDP-constraint-matrix entries (may be NULL if sdpnnonz = 0)
indchanges	changes needed to be done to the indices, if indchanges[block][nonz]=-1, then the index can be removed, otherwise it gives the number of indices removed before this
nremovedinds	the number of rows/cols to be fixed for each block
blockindchanges	block indizes will be modified by these, see indchanges
nremovedblocks	number of empty blocks that should be removed
nlpcons	number of active (at least two nonzeros) LP-constraints
lplhs	left-hand sides of active LP-rows after fixings (may be NULL if nlpcons = 0)
lprhs	right-hand sides of active LP-rows after fixings (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, might get sorted (may be NULL if lpnnonz = 0)
lpcol	column-index for each entry in lpval-array, might get sorted (may be NULL if lpnnonz = 0)
lpval	values of LP-constraint-matrix entries, might get sorted (may be NULL if lpnnonz = 0)
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 and MOSEK, set this to SCIP_SDPSOLVERSETTING_UNSOLVED to ignore it and start from scratch
timelimit	after this many seconds solving will be aborted (currently only implemented for DSDP and MOSEK)
usedsdpitime	clock to measure how much time has been used for the current solve

Definition at line 555 of file sdpisolver_dsdp.c.

References errorMessageAbort(), and SCIPsdpiSolverLoadAndSolveWithPenalty().

Referenced by checkSlaterCondition(), SCIPsdpiSolve(), and SCIPsdpiSolverResetCounter().

SCIP_EXPORT SCIP_RETCODE SCIPsdpiSolverLoadAndSolveWithPenalty	(	SCIP_SDPISOLVER *	sdpisolver,
		SCIP_Real	penaltyparam,
		SCIP_Bool	withobj,
		SCIP_Bool	rbound,
		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 **	indchanges,
		int *	nremovedinds,
		int *	blockindchanges,
		int	nremovedblocks,
		int	nlpcons,
		SCIP_Real *	lplhs,
		SCIP_Real *	lprhs,
		int	lpnnonz,
		int *	lprow,
		int *	lpcol,
		SCIP_Real *	lpval,
		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_Real	timelimit,
		SDPI_CLOCK *	usedsdpitime,
		SCIP_Bool *	feasorig,
		SCIP_Bool *	penaltybound
	)

loads and solves an SDP using a penalty formulation

The penalty formulation of the SDP is:

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

Alternatively withobj can be set to false to set b to 0 and only check for feasibility (if the optimal objective value is bigger than 0 the problem is infeasible, otherwise it's feasible), and rbound can be set to false to remove the non-negativity condition on r. For the non-constant SDP- and the LP-part the original arrays before fixings should be given, for the constant SDP-part the arrays AFTER fixings should be given. In addition, an array needs to be given, that for every block and every row/col index within that block either has value -1, meaning that this index should be deleted, or a non-negative integer stating the number of indices before it that are to be deleated, meaning that this index will be decreased by that number. Moreover, the total number of deleted indices for each block should be given. An optional starting point for the solver may be given; if it is NULL, the solver will start from scratch.

Warning: Depending on the solver, the given lp arrays might get sorted in their original position.

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), ... independant of some lhs/rhs being infinity (the starting point will later be adjusted accordingly)

Parameters

sdpisolver	SDP-solver interface
penaltyparam	the Gamma above, needs to be >= 0
withobj	if this is false the objective is set to 0
rbound	should r be non-negative ?
nvars	number of variables
obj	objective coefficients 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 that exist in each block
sdpconstnnonz	number of nonzero elements in the constant matrices of the SDP-blocks AFTER FIXINGS
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] AFTER FIXINGS
sdpconstrow	pointers to row-indices for each block AFTER FIXINGS
sdpconstcol	pointers to column-indices for each block AFTER FIXINGS
sdpconstval	pointers to the values of the nonzeros for each block AFTER FIXINGS
sdpnnonz	number of nonzero elements in the SDP-constraint-matrix
sdpnblockvarnonz	entry [i][j] gives the number of nonzeros for block i and variable j, this is exactly the number of entries of sdp row/col/val [i][j]
sdpvar	sdpvar[i][j] gives the sdp-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
sdpcol	pointer to the column-indices for each block and variable
sdpval	values of SDP-constraint-matrix entries (may be NULL if sdpnnonz = 0)
indchanges	changes needed to be done to the indices, if indchanges[block][nonz]=-1, then the index can be removed, otherwise it gives the number of indices removed before this
nremovedinds	the number of rows/cols to be fixed for each block
blockindchanges	block indizes will be modified by these, see indchanges
nremovedblocks	number of empty blocks that should be removed
nlpcons	number of active (at least two nonzeros) LP-constraints
lplhs	left-hand sides of active LP-rows after fixings (may be NULL if nlpcons = 0)
lprhs	right-hand sides of active LP-rows after fixings (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, might get sorted (may be NULL if lpnnonz = 0)
lpcol	column-index for each entry in lpval-array, might get sorted (may be NULL if lpnnonz = 0)
lpval	values of LP-constraint-matrix entries, might get sorted (may be NULL if lpnnonz = 0)
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 and MOSEK, set this to SCIP_SDPSOLVERSETTING_UNSOLVED to ignore it and start from scratch
timelimit	after this many seconds solving will be aborted (currently only implemented for DSDP and MOSEK)
usedsdpitime	clock to measure how much time has been used for the current solve
feasorig	pointer to store if the solution to the penalty-formulation is feasible for the original problem (may be NULL if penaltyparam = 0)
penaltybound	pointer to store if the primal solution reached the bound Tr(X) <= penaltyparam in the primal problem, this is also an indication of the penalty parameter being to small (may be NULL if not needed)

Definition at line 642 of file sdpisolver_dsdp.c.

References BMS_CALL, checkFeastolAndResolve(), checkGapSetPreoptimalSol(), checkTimeLimitDSDP(), compLowerTriangPos(), DSDP_CALL, DSDP_CALLM, ensureMappingDataMemory(), errorMessageAbort(), FEASTOLCHANGE, GAPTOLCHANGE, INFEASFEASTOLCHANGE, INFEASMINFEASTOL, isFixed(), MOSEK_CALL, MOSEK_CALLM, PENALTYBOUNDTOL, printstr(), SCIP_SDPSOLVERSETTING_FAST, SCIP_SDPSOLVERSETTING_MEDIUM, SCIP_SDPSOLVERSETTING_PENALTY, SCIP_SDPSOLVERSETTING_STABLE, SCIP_SDPSOLVERSETTING_UNSOLVED, SCIPsdpiSolverGetSol(), SCIPsdpiSolverInfinity(), SCIPsdpiSolverIsAcceptable(), SCIPsdpiSolverIsDualFeasible(), SCIPsdpiSolverIsInfinity(), SCIPsdpiSolverWasSolved(), SCIPsdpiSolverWriteSDP(), SCIPsdpSolcheckerCheck(), SCIPsdpSolcheckerCheckAndGetViolDual(), SCIPsdpSolcheckerCheckAndGetViolPrimal(), SDPIclockGetTime(), and sortColRow().

Referenced by checkSlaterCondition(), SCIPsdpiSolve(), and SCIPsdpiSolverLoadAndSolve().

SCIP_EXPORT SCIP_Bool SCIPsdpiSolverWasSolved ( SCIP_SDPISOLVER * sdpisolver )

returns whether a solve method was called after the last modification of the SDP

Parameters

sdpisolver pointer to SDP-solver interface

Definition at line 1734 of file sdpisolver_dsdp.c.

References errorMessageAbort(), and SCIPsdpiSolverFeasibilityKnown().

Referenced by SCIPsdpiSolve(), and SCIPsdpiSolverLoadAndSolveWithPenalty().

SCIP_EXPORT SCIP_Bool SCIPsdpiSolverFeasibilityKnown ( SCIP_SDPISOLVER * sdpisolver )

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

sdpisolver pointer to SDP-solver interface

Definition at line 1748 of file sdpisolver_dsdp.c.

References CHECK_IF_SOLVED_BOOL, DSDP_CALL_BOOL, errorMessageAbort(), and SCIPsdpiSolverGetSolFeasibility().

Referenced by SCIPsdpiFeasibilityKnown(), SCIPsdpiSolverIsAcceptable(), and SCIPsdpiSolverWasSolved().

SCIP_EXPORT SCIP_RETCODE SCIPsdpiSolverGetSolFeasibility	(	SCIP_SDPISOLVER *	sdpisolver,
		SCIP_Bool *	primalfeasible,
		SCIP_Bool *	dualfeasible
	)

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

Parameters

sdpisolver	pointer to an SDP-solver interface
primalfeasible	stores primal feasibility status
dualfeasible	stores dual feasibility status

Definition at line 1766 of file sdpisolver_dsdp.c.

References CHECK_IF_SOLVED, DSDP_CALL, errorMessageAbort(), and SCIPsdpiSolverIsPrimalUnbounded().

Referenced by SCIPsdpiGetSolFeasibility(), and SCIPsdpiSolverFeasibilityKnown().

SCIP_EXPORT SCIP_Bool SCIPsdpiSolverIsPrimalUnbounded ( SCIP_SDPISOLVER * sdpisolver )

returns TRUE iff SDP is proven to be primal unbounded, returns FALSE with a debug-message if the solver could not determine feasibility

Parameters

sdpisolver pointer to SDP-solver interface

Definition at line 1812 of file sdpisolver_dsdp.c.

References CHECK_IF_SOLVED_BOOL, DSDP_CALL_BOOL, errorMessageAbort(), and SCIPsdpiSolverIsPrimalInfeasible().

Referenced by checkSlaterCondition(), SCIPsdpiIsPrimalUnbounded(), and SCIPsdpiSolverGetSolFeasibility().

SCIP_EXPORT SCIP_Bool SCIPsdpiSolverIsPrimalInfeasible ( SCIP_SDPISOLVER * sdpisolver )

returns TRUE iff SDP is proven to be primal infeasible, returns FALSE with a debug-message if the solver could not determine feasibility

Parameters

sdpisolver pointer to SDP-solver interface

Definition at line 1839 of file sdpisolver_dsdp.c.

References CHECK_IF_SOLVED_BOOL, DSDP_CALL_BOOL, errorMessageAbort(), and SCIPsdpiSolverIsPrimalFeasible().

Referenced by SCIPsdpiGetPrimalBoundVars(), SCIPsdpiIsPrimalInfeasible(), SCIPsdpiSolverGetObjval(), and SCIPsdpiSolverIsPrimalUnbounded().

SCIP_EXPORT SCIP_Bool SCIPsdpiSolverIsPrimalFeasible ( SCIP_SDPISOLVER * sdpisolver )

returns TRUE iff SDP is proven to be primal feasible, returns FALSE with a debug-message if the solver could not determine feasibility

Parameters

sdpisolver pointer to SDP-solver interface

Definition at line 1865 of file sdpisolver_dsdp.c.

References CHECK_IF_SOLVED_BOOL, DSDP_CALL_BOOL, errorMessageAbort(), and SCIPsdpiSolverIsDualUnbounded().

Referenced by SCIPsdpiIsPrimalFeasible(), SCIPsdpiSolverIsOptimal(), and SCIPsdpiSolverIsPrimalInfeasible().

SCIP_EXPORT SCIP_Bool SCIPsdpiSolverIsDualUnbounded ( SCIP_SDPISOLVER * sdpisolver )

returns TRUE iff SDP is proven to be dual unbounded, returns FALSE with a debug-message if the solver could not determine feasibility

Parameters

sdpisolver pointer to SDP-solver interface

Definition at line 1889 of file sdpisolver_dsdp.c.

References CHECK_IF_SOLVED_BOOL, DSDP_CALL_BOOL, errorMessageAbort(), and SCIPsdpiSolverIsDualInfeasible().

Referenced by checkSlaterCondition(), SCIPsdpiIsDualUnbounded(), SCIPsdpiSolverGetObjval(), and SCIPsdpiSolverIsPrimalFeasible().

SCIP_EXPORT SCIP_Bool SCIPsdpiSolverIsDualInfeasible ( SCIP_SDPISOLVER * sdpisolver )

returns TRUE iff SDP is proven to be dual infeasible, returns FALSE with a debug-message if the solver could not determine feasibility

Parameters

sdpisolver pointer to SDP-solver interface

Definition at line 1913 of file sdpisolver_dsdp.c.

References CHECK_IF_SOLVED_BOOL, DSDP_CALL_BOOL, errorMessageAbort(), and SCIPsdpiSolverIsDualFeasible().

Referenced by checkSlaterCondition(), SCIPsdpiGetPrimalBoundVars(), SCIPsdpiIsDualInfeasible(), SCIPsdpiSolve(), and SCIPsdpiSolverIsDualUnbounded().

SCIP_EXPORT SCIP_Bool SCIPsdpiSolverIsDualFeasible ( SCIP_SDPISOLVER * sdpisolver )

returns TRUE iff SDP is proven to be dual feasible, returns FALSE with a debug-message if the solver could not determine feasibility

Parameters

sdpisolver pointer to SDP-solver interface

Definition at line 1938 of file sdpisolver_dsdp.c.

References CHECK_IF_SOLVED_BOOL, DSDP_CALL_BOOL, errorMessageAbort(), and SCIPsdpiSolverIsConverged().

Referenced by checkFeastolAndResolve(), SCIPsdpiIsDualFeasible(), SCIPsdpiSolverIsDualInfeasible(), SCIPsdpiSolverIsOptimal(), and SCIPsdpiSolverLoadAndSolveWithPenalty().

SCIP_EXPORT SCIP_Bool SCIPsdpiSolverIsConverged ( SCIP_SDPISOLVER * sdpisolver )

returns TRUE iff the solver converged

Parameters

sdpisolver pointer to SDP-solver interface

Definition at line 1961 of file sdpisolver_dsdp.c.

References CHECK_IF_SOLVED_BOOL, DSDP_CALL_BOOL, errorMessageAbort(), MOSEK_CALL_BOOL, and SCIPsdpiSolverIsObjlimExc().

Referenced by SCIPsdpiIsConverged(), SCIPsdpiSolverIsAcceptable(), SCIPsdpiSolverIsDualFeasible(), and SCIPsdpiSolverIsOptimal().

SCIP_EXPORT SCIP_Bool SCIPsdpiSolverIsObjlimExc ( SCIP_SDPISOLVER * sdpisolver )

returns TRUE iff the objective limit was reached

Parameters

sdpisolver pointer to SDP-solver interface

Definition at line 1984 of file sdpisolver_dsdp.c.

References CHECK_IF_SOLVED_BOOL, errorMessageAbort(), and SCIPsdpiSolverIsIterlimExc().

Referenced by SCIPsdpiIsObjlimExc(), and SCIPsdpiSolverIsConverged().

SCIP_EXPORT SCIP_Bool SCIPsdpiSolverIsIterlimExc ( SCIP_SDPISOLVER * sdpisolver )

returns TRUE iff the iteration limit was reached

Parameters

sdpisolver pointer to SDP-solver interface

Definition at line 1995 of file sdpisolver_dsdp.c.

References CHECK_IF_SOLVED_BOOL, DSDP_CALL_BOOL, errorMessageAbort(), and SCIPsdpiSolverIsTimelimExc().

Referenced by SCIPsdpiIsIterlimExc(), and SCIPsdpiSolverIsObjlimExc().

SCIP_EXPORT SCIP_Bool SCIPsdpiSolverIsTimelimExc ( SCIP_SDPISOLVER * sdpisolver )

returns TRUE iff the time limit was reached

Parameters

sdpisolver pointer to SDP-solver interface

Definition at line 2013 of file sdpisolver_dsdp.c.

References errorMessageAbort(), and SCIPsdpiSolverGetInternalStatus().

Referenced by SCIPsdpiIsTimelimExc(), SCIPsdpiSolve(), and SCIPsdpiSolverIsIterlimExc().

SCIP_EXPORT int SCIPsdpiSolverGetInternalStatus ( SCIP_SDPISOLVER * sdpisolver )

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

sdpisolver pointer to SDP-solver interface

Definition at line 2033 of file sdpisolver_dsdp.c.

References errorMessageAbort(), and SCIPsdpiSolverIsOptimal().

Referenced by SCIPsdpiGetInternalStatus(), and SCIPsdpiSolverIsTimelimExc().

SCIP_EXPORT SCIP_Bool SCIPsdpiSolverIsOptimal ( SCIP_SDPISOLVER * sdpisolver )

returns TRUE iff SDP was solved to optimality, meaning the solver converged and returned primal and dual feasible solutions

Parameters

sdpisolver pointer to SDP-solver interface

Definition at line 2088 of file sdpisolver_dsdp.c.

References CHECK_IF_SOLVED_BOOL, errorMessageAbort(), SCIPsdpiSolverIsAcceptable(), SCIPsdpiSolverIsConverged(), SCIPsdpiSolverIsDualFeasible(), and SCIPsdpiSolverIsPrimalFeasible().

Referenced by checkSlaterCondition(), SCIPsdpiIsOptimal(), SCIPsdpiSolve(), and SCIPsdpiSolverGetInternalStatus().

SCIP_EXPORT SCIP_Bool SCIPsdpiSolverIsAcceptable ( SCIP_SDPISOLVER * sdpisolver )

returns TRUE iff SDP was solved to optimality or some other status was reached that is still acceptable inside a Branch & Bound framework

Parameters

sdpisolver pointer to SDP-solver interface

Definition at line 2100 of file sdpisolver_dsdp.c.

References CHECK_IF_SOLVED_BOOL, DSDP_CALL_BOOL, errorMessageAbort(), SCIPsdpiSolverFeasibilityKnown(), SCIPsdpiSolverIgnoreInstability(), and SCIPsdpiSolverIsConverged().

Referenced by checkFeastolAndResolve(), SCIPsdpiIsAcceptable(), SCIPsdpiSolve(), SCIPsdpiSolverIsOptimal(), SCIPsdpiSolverLoadAndSolveWithPenalty(), and SCIPsdpiSolverSettingsUsed().

SCIP_EXPORT SCIP_RETCODE SCIPsdpiSolverIgnoreInstability	(	SCIP_SDPISOLVER *	sdpisolver,
		SCIP_Bool *	success
	)

tries to reset the internal status of the SDP-solver in order to ignore an instability of the last solving call

Parameters

sdpisolver	pointer to an SDP-solver interface
success	pointer to store, whether the instability could be ignored

Definition at line 2121 of file sdpisolver_dsdp.c.

References errorMessageAbort(), and SCIPsdpiSolverGetObjval().

Referenced by SCIPsdpiSolverIsAcceptable().

SCIP_EXPORT SCIP_RETCODE SCIPsdpiSolverGetObjval	(	SCIP_SDPISOLVER *	sdpisolver,
		SCIP_Real *	objval
	)

gets objective value of solution

Parameters

sdpisolver	pointer to an SDP-solver interface
objval	pointer to store the objective value

Definition at line 2131 of file sdpisolver_dsdp.c.

References BMS_CALL, CHECK_IF_SOLVED, DSDP_CALL, errorMessageAbort(), MOSEK_CALL, SCIPsdpiSolverGetSol(), SCIPsdpiSolverInfinity(), SCIPsdpiSolverIsDualUnbounded(), and SCIPsdpiSolverIsPrimalInfeasible().

Referenced by checkSlaterCondition(), SCIPsdpiGetLowerObjbound(), SCIPsdpiGetObjval(), SCIPsdpiSolve(), SCIPsdpiSolverGetSol(), and SCIPsdpiSolverIgnoreInstability().

SCIP_EXPORT SCIP_RETCODE SCIPsdpiSolverGetSol	(	SCIP_SDPISOLVER *	sdpisolver,
		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 is thrown.

Parameters

sdpisolver	pointer to an SDP-solver interface
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 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

Definition at line 2182 of file sdpisolver_dsdp.c.

References BMS_CALL, CHECK_IF_SOLVED, DSDP_CALL, errorMessageAbort(), MOSEK_CALL, SCIPsdpiSolverGetObjval(), and SCIPsdpiSolverGetPreoptimalPrimalNonzeros().

Referenced by checkFeastolAndResolve(), SCIPsdpiGetSol(), SCIPsdpiSolverGetObjval(), and SCIPsdpiSolverLoadAndSolveWithPenalty().

SCIP_EXPORT SCIP_RETCODE SCIPsdpiSolverGetPreoptimalPrimalNonzeros	(	SCIP_SDPISOLVER *	sdpisolver,
		int	nblocks,
		int *	startXnblocknonz
	)

return number of nonzeros for each block of the primal solution matrix X for the preoptimal solution

Parameters

sdpisolver	pointer to an SDP-solver interface
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 2261 of file sdpisolver_dsdp.c.

References CHECK_IF_SOLVED, errorMessageAbort(), and SCIPsdpiSolverGetPreoptimalSol().

Referenced by SCIPsdpiGetPreoptimalPrimalNonzeros(), and SCIPsdpiSolverGetSol().

SCIP_EXPORT SCIP_RETCODE SCIPsdpiSolverGetPreoptimalSol	(	SCIP_SDPISOLVER *	sdpisolver,
		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), ... independant 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

sdpisolver	pointer to an SDP-solver interface
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 2280 of file sdpisolver_dsdp.c.

References errorMessageAbort(), and SCIPsdpiSolverGetPrimalBoundVars().

Referenced by SCIPsdpiGetPreoptimalSol(), and SCIPsdpiSolverGetPreoptimalPrimalNonzeros().

SCIP_EXPORT SCIP_RETCODE SCIPsdpiSolverGetPrimalBoundVars	(	SCIP_SDPISOLVER *	sdpisolver,
		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

sdpisolver	pointer to an SDP-solver interface
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 wasn't sufficient)

Definition at line 2348 of file sdpisolver_dsdp.c.

References BMS_CALL, CHECK_IF_SOLVED, DSDP_CALL, errorMessageAbort(), MOSEK_CALL, and SCIPsdpiSolverGetPrimalNonzeros().

Referenced by SCIPsdpiGetPrimalBoundVars(), and SCIPsdpiSolverGetPreoptimalSol().

SCIP_EXPORT SCIP_RETCODE SCIPsdpiSolverGetPrimalNonzeros	(	SCIP_SDPISOLVER *	sdpisolver,
		int	nblocks,
		int *	startXnblocknonz
	)

return number of nonzeros for each block of the primal solution matrix X (including lp block)

Parameters

sdpisolver	pointer to an SDP-solver interface
nblocks	length of startXnblocknonz
startXnblocknonz	pointer to store number of nonzeros for row/col/val-arrays in each block

Definition at line 2407 of file sdpisolver_dsdp.c.

References CHECK_IF_SOLVED, errorMessageAbort(), and SCIPsdpiSolverGetPrimalMatrix().

Referenced by SCIPsdpiGetPrimalNonzeros(), and SCIPsdpiSolverGetPrimalBoundVars().

SCIP_EXPORT SCIP_RETCODE SCIPsdpiSolverGetPrimalMatrix	(	SCIP_SDPISOLVER *	sdpisolver,
		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), ... independant 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

sdpisolver	pointer to an SDP-solver interface
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 2423 of file sdpisolver_dsdp.c.

References CHECK_IF_SOLVED, errorMessageAbort(), and SCIPsdpiSolverGetMaxPrimalEntry().

Referenced by SCIPsdpiGetPrimalMatrix(), and SCIPsdpiSolverGetPrimalNonzeros().

SCIP_EXPORT SCIP_Real SCIPsdpiSolverGetMaxPrimalEntry ( SCIP_SDPISOLVER * sdpisolver )

return the maximum absolute value of the optimal primal matrix

Parameters

sdpisolver pointer to an SDP-solver interface

Definition at line 2438 of file sdpisolver_dsdp.c.

References errorMessageAbort(), and SCIPsdpiSolverGetTime().

Referenced by SCIPsdpiGetMaxPrimalEntry(), and SCIPsdpiSolverGetPrimalMatrix().

SCIP_EXPORT SCIP_RETCODE SCIPsdpiSolverGetTime	(	SCIP_SDPISOLVER *	sdpisolver,
		SCIP_Real *	opttime
	)

gets the time for the last SDP optimization call of solver

Parameters

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

Definition at line 2447 of file sdpisolver_dsdp.c.

References SCIPsdpiSolverGetIterations().

Referenced by SCIPsdpiSolve(), and SCIPsdpiSolverGetMaxPrimalEntry().

SCIP_EXPORT SCIP_RETCODE SCIPsdpiSolverGetIterations	(	SCIP_SDPISOLVER *	sdpisolver,
		int *	iterations
	)

gets the number of SDP iterations of the last solve call

Parameters

sdpisolver	pointer to an SDP-solver interface
iterations	pointer to store the number of iterations of the last solve call

Definition at line 2461 of file sdpisolver_dsdp.c.

References errorMessageAbort(), and SCIPsdpiSolverGetSdpCalls().

Referenced by SCIPsdpiSolve(), and SCIPsdpiSolverGetTime().

SCIP_EXPORT SCIP_RETCODE SCIPsdpiSolverGetSdpCalls	(	SCIP_SDPISOLVER *	sdpisolver,
		int *	calls
	)

gets the number of calls to the SDP-solver for the last solve call

Parameters

sdpisolver	SDP-solver interface
calls	pointer to store the number of calls to the SDP-solver for the last solve call

Definition at line 2478 of file sdpisolver_dsdp.c.

References errorMessageAbort(), and SCIPsdpiSolverSettingsUsed().

Referenced by SCIPsdpiSolve(), and SCIPsdpiSolverGetIterations().

SCIP_EXPORT SCIP_RETCODE SCIPsdpiSolverSettingsUsed	(	SCIP_SDPISOLVER *	sdpisolver,
		SCIP_SDPSOLVERSETTING *	usedsetting
	)

gets the settings used by the SDP solver for the last solve call

Parameters

sdpisolver	SDP-solver interface
usedsetting	the setting used by the SDP-solver

Definition at line 2495 of file sdpisolver_dsdp.c.

References CHECK_IF_SOLVED, errorMessageAbort(), SCIP_SDPSOLVERSETTING_FAST, SCIP_SDPSOLVERSETTING_PENALTY, SCIP_SDPSOLVERSETTING_UNSOLVED, SCIPsdpiSolverInfinity(), and SCIPsdpiSolverIsAcceptable().

Referenced by SCIPsdpiSettingsUsed(), SCIPsdpiSlaterSettings(), and SCIPsdpiSolverGetSdpCalls().

SCIP_EXPORT SCIP_Real SCIPsdpiSolverInfinity ( SCIP_SDPISOLVER * sdpisolver )

returns value treated as infinity in the SDP-solver

Parameters

sdpisolver pointer to an SDP-solver interface

Definition at line 2524 of file sdpisolver_dsdp.c.

References SCIPsdpiSolverIsInfinity().

Referenced by checkSlaterCondition(), SCIPsdpiCreate(), SCIPsdpiInfinity(), SCIPsdpiSlaterSettings(), SCIPsdpiSolve(), SCIPsdpiSolverCreate(), SCIPsdpiSolverGetObjval(), SCIPsdpiSolverIsInfinity(), SCIPsdpiSolverLoadAndSolveWithPenalty(), and SCIPsdpiSolverSettingsUsed().

SCIP_EXPORT SCIP_Bool SCIPsdpiSolverIsInfinity	(	SCIP_SDPISOLVER *	sdpisolver,
		SCIP_Real	val
	)

checks if given value is treated as (plus or minus) infinity in the SDP-solver

Parameters

sdpisolver	pointer to an SDP-solver interface
val	value to be checked for infinity

Definition at line 2532 of file sdpisolver_dsdp.c.

References SCIPsdpiSolverGetRealpar(), and SCIPsdpiSolverInfinity().

Referenced by checkSlaterCondition(), SCIPsdpiSolverInfinity(), and SCIPsdpiSolverLoadAndSolveWithPenalty().

SCIP_EXPORT SCIP_RETCODE SCIPsdpiSolverGetRealpar	(	SCIP_SDPISOLVER *	sdpisolver,
		SCIP_SDPPARAM	type,
		SCIP_Real *	dval
	)

gets floating point parameter of SDP-Solver

Parameters

sdpisolver	pointer to an SDP-solver interface
type	parameter number
dval	buffer to store the parameter value

Definition at line 2541 of file sdpisolver_dsdp.c.

References SCIP_SDPPAR_EPSILON, SCIP_SDPPAR_FEASTOL, SCIP_SDPPAR_GAPTOL, SCIP_SDPPAR_LAMBDASTAR, SCIP_SDPPAR_OBJLIMIT, SCIP_SDPPAR_PENALTYPARAM, SCIP_SDPPAR_SDPSOLVERFEASTOL, SCIP_SDPPAR_WARMSTARTPOGAP, and SCIPsdpiSolverSetRealpar().

Referenced by SCIPsdpiGetRealpar(), and SCIPsdpiSolverIsInfinity().

SCIP_EXPORT SCIP_RETCODE SCIPsdpiSolverSetRealpar	(	SCIP_SDPISOLVER *	sdpisolver,
		SCIP_SDPPARAM	type,
		SCIP_Real	dval
	)

sets floating point parameter of SDP-Solver

Parameters

sdpisolver	pointer to an SDP-solver interface
type	parameter number
dval	parameter value

Definition at line 2581 of file sdpisolver_dsdp.c.

References SCIP_SDPPAR_EPSILON, SCIP_SDPPAR_FEASTOL, SCIP_SDPPAR_GAPTOL, SCIP_SDPPAR_LAMBDASTAR, SCIP_SDPPAR_OBJLIMIT, SCIP_SDPPAR_PENALTYPARAM, SCIP_SDPPAR_SDPSOLVERFEASTOL, SCIP_SDPPAR_WARMSTARTPOGAP, and SCIPsdpiSolverGetIntpar().

Referenced by SCIPsdpiSetRealpar(), SCIPsdpiSolve(), and SCIPsdpiSolverGetRealpar().

SCIP_EXPORT SCIP_RETCODE SCIPsdpiSolverGetIntpar	(	SCIP_SDPISOLVER *	sdpisolver,
		SCIP_SDPPARAM	type,
		int *	ival
	)

gets integer parameter of SDP-Solver

Parameters

sdpisolver	pointer to an SDP-solver interface
type	parameter number
ival	parameter value

Definition at line 2630 of file sdpisolver_dsdp.c.

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

Referenced by SCIPsdpiGetIntpar(), and SCIPsdpiSolverSetRealpar().

SCIP_EXPORT SCIP_RETCODE SCIPsdpiSolverSetIntpar	(	SCIP_SDPISOLVER *	sdpisolver,
		SCIP_SDPPARAM	type,
		int	ival
	)

sets integer parameter of SDP-Solver

Parameters

sdpisolver	pointer to an SDP-solver interface
type	parameter number
ival	parameter value

Definition at line 2656 of file sdpisolver_dsdp.c.

References SCIP_SDPPAR_NTHREADS, SCIP_SDPPAR_SCALEOBJ, SCIP_SDPPAR_SDPINFO, SCIP_SDPPAR_USEPRESOLVING, SCIP_SDPPAR_USESCALING, and SCIPsdpiSolverComputeLambdastar().

Referenced by SCIPsdpiSetIntpar(), and SCIPsdpiSolverGetIntpar().

SCIP_EXPORT SCIP_RETCODE SCIPsdpiSolverComputeLambdastar	(	SCIP_SDPISOLVER *	sdpisolver,
		SCIP_Real	maxguess
	)

compute and set lambdastar (only used for SDPA)

Parameters

sdpisolver	pointer to an SDP-solver interface
maxguess	maximum guess for lambda star of all SDP-constraints

Definition at line 2682 of file sdpisolver_dsdp.c.

References LAMBDASTAR_FACTOR, LAMBDASTAR_HIGH, LAMBDASTAR_LOW, LAMBDASTAR_THRESHOLD, MAX_LAMBDASTAR, MIN_LAMBDASTAR, and SCIPsdpiSolverComputePenaltyparam().

Referenced by SCIPsdpiComputeLambdastar(), and SCIPsdpiSolverSetIntpar().

SCIP_EXPORT SCIP_RETCODE SCIPsdpiSolverComputePenaltyparam	(	SCIP_SDPISOLVER *	sdpisolver,
		SCIP_Real	maxcoeff,
		SCIP_Real *	penaltyparam
	)

compute and set the penalty parameter

Parameters

sdpisolver	pointer to an SDP-solver interface
maxcoeff	maximum objective coefficient
penaltyparam	the computed penalty parameter

Definition at line 2693 of file sdpisolver_dsdp.c.

References MAX_PENALTYPARAM, MIN_PENALTYPARAM, PENALTYPARAM_FACTOR, and SCIPsdpiSolverComputeMaxPenaltyparam().

Referenced by SCIPsdpiComputePenaltyparam(), and SCIPsdpiSolverComputeLambdastar().

SCIP_EXPORT SCIP_RETCODE SCIPsdpiSolverComputeMaxPenaltyparam	(	SCIP_SDPISOLVER *	sdpisolver,
		SCIP_Real	penaltyparam,
		SCIP_Real *	maxpenaltyparam
	)

compute and set the maximum penalty parameter

Parameters

sdpisolver	pointer to an SDP-solver interface
penaltyparam	the initial penalty parameter
maxpenaltyparam	the computed maximum penalty parameter

Definition at line 2728 of file sdpisolver_dsdp.c.

References MAX_MAXPENALTYPARAM, MAXPENALTYPARAM_FACTOR, and SCIPsdpiSolverReadSDP().

Referenced by SCIPsdpiComputeMaxPenaltyparam(), and SCIPsdpiSolverComputePenaltyparam().

SCIP_EXPORT SCIP_RETCODE SCIPsdpiSolverReadSDP	(	SCIP_SDPISOLVER *	sdpisolver,
		const char *	fname
	)

reads SDP from a file

Parameters

sdpisolver	pointer to an SDP-solver interface
fname	file name

Definition at line 2774 of file sdpisolver_dsdp.c.

References errorMessageAbort(), and SCIPsdpiSolverWriteSDP().

Referenced by SCIPsdpiSolverComputeMaxPenaltyparam().

SCIP_EXPORT SCIP_RETCODE SCIPsdpiSolverWriteSDP	(	SCIP_SDPISOLVER *	sdpisolver,
		const char *	fname
	)

writes SDP to a file

Parameters

sdpisolver	pointer to an SDP-solver interface
fname	file name

Definition at line 2784 of file sdpisolver_dsdp.c.

References errorMessageAbort(), and MOSEK_CALL.

Referenced by SCIPsdpiSolverLoadAndSolveWithPenalty(), and SCIPsdpiSolverReadSDP().

Typedefs

Functions

Detailed Description

Typedef Documentation

Function Documentation