sdpisolver.h

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/* * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * */
/*                                                                           */
/* This file is part of SCIPSDP - a solving framework for mixed-integer      */
/* semidefinite programs based on SCIP.                                      */
/*                                                                           */
/* Copyright (C) 2011-2013 Discrete Optimization, TU Darmstadt               */
/*                         EDOM, FAU Erlangen-Nürnberg                       */
/*               2014-2021 Discrete Optimization, TU Darmstadt               */
/*                                                                           */
/*                                                                           */
/* This program is free software; you can redistribute it and/or             */
/* modify it under the terms of the GNU Lesser General Public License        */
/* as published by the Free Software Foundation; either version 3            */
/* of the License, or (at your option) any later version.                    */
/*                                                                           */
/* This program is distributed in the hope that it will be useful,           */
/* but WITHOUT ANY WARRANTY; without even the implied warranty of            */
/* MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE.  See the             */
/* GNU Lesser General Public License for more details.                       */
/*                                                                           */
/* You should have received a copy of the GNU Lesser General Public License  */
/* along with this program; if not, write to the Free Software               */
/* Foundation, Inc., 51 Franklin St, Fifth Floor, Boston, MA 02110-1301, USA.*/
/*                                                                           */
/*                                                                           */
/* Based on SCIP - Solving Constraint Integer Programs                       */
/* Copyright (C) 2002-2021 Zuse Institute Berlin                             */
/* SCIP is distributed under the terms of the SCIP Academic Licence,         */
/* see file COPYING in the SCIP distribution.                                */
/*                                                                           */
/* * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * */

/*---+----1----+----2----+----3----+----4----+----5----+----6----+----7----+----8----+----9----+----0----+----1----+----2*/

#ifndef __SCIP_SDPISOLVER_H__
#define __SCIP_SDPISOLVER_H__


#include "scip/def.h"
#include "blockmemshell/memory.h"
#include "scip/type_retcode.h"
#include "sdpi/type_sdpi.h"
#include "sdpi/sdpiclock.h"

#ifdef __cplusplus
extern "C" {
#endif

typedef struct SCIP_SDPiSolver SCIP_SDPISOLVER;                 
/*
 * 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        
   );

/*
 * SDPi State Methods
 */



/*
 * 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               
   );

#ifdef __cplusplus
}
#endif

#endif