checks a given SDP solution for feasibility More...

Functions
SCIP_EXPORT SCIP_RETCODE	SCIPsdpSolcheckerCheck (BMS_BUFMEM bufmem, int nvars, 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 nlpcons, SCIP_Real lplhs, SCIP_Real lprhs, int lpnnonz, int lprow, int lpcol, SCIP_Real lpval, SCIP_Real solvector, SCIP_Real feastol, SCIP_Real epsilon, SCIP_Bool infeasible)

SCIP_EXPORT SCIP_RETCODE	SCIPsdpSolcheckerCheckAndGetViolDual (BMS_BUFMEM bufmem, int nvars, 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 nlpcons, SCIP_Real lplhs, SCIP_Real lprhs, int lpnnonz, int lprow, int lpcol, SCIP_Real lpval, SCIP_Real solvector, SCIP_Real feastol, SCIP_Real epsilon, SCIP_Real maxabsviolbnds, SCIP_Real sumabsviolbnds, SCIP_Real maxabsviolcons, SCIP_Real sumabsviolcons, SCIP_Real maxabsviolsdp, SCIP_Real sumabsviolsdp, SCIP_Bool infeasible)

SCIP_EXPORT SCIP_RETCODE	SCIPsdpSolcheckerCheckAndGetViolPrimal (BMS_BUFMEM bufmem, int nvars, SCIP_Real obj, SCIP_Real lb, SCIP_Real ub, int inputtomosekmapper, 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 solvector, SCIP_Real solmatrices, SCIP_Real feastol, SCIP_Real epsilon, SCIP_Real maxabsviolbnds, SCIP_Real sumabsviolbnds, SCIP_Real maxabsviolcons, SCIP_Real sumabsviolcons, SCIP_Real maxabsviolsdp, SCIP_Real sumabsviolsdp, SCIP_Bool infeasible)

Detailed Description

checks a given SDP solution for feasibility

Author: Tristan Gally

Given a solution, an SDP instance and a feasibility tolerance, checks whether the smallest eigenvalue is >= -feastol for a given feasibility tolerance.

Definition in file sdpsolchecker.h.

Function Documentation

SCIP_EXPORT SCIP_RETCODE SCIPsdpSolcheckerCheck	(	BMS_BUFMEM *	bufmem,
		int	nvars,
		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	nlpcons,
		SCIP_Real *	lplhs,
		SCIP_Real *	lprhs,
		int	lpnnonz,
		int *	lprow,
		int *	lpcol,
		SCIP_Real *	lpval,
		SCIP_Real *	solvector,
		SCIP_Real	feastol,
		SCIP_Real	epsilon,
		SCIP_Bool *	infeasible
	)

Given a solution, an SDP instance and a feasibility tolerance, checks whether the smallest eigenvalue is >= -feastol for a given feasibility tolerance.

Parameters

bufmem	buffer memory
nvars	number 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-constrain tmmatrix entries (may be NULL if sdpnnonz = 0)
indchanges	changes needed to be done to the indices, if indchanges[block][ind]=-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
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)
solvector	values of all variables (including fixed ones) in the solution that should be checked
feastol	feasibility tolerance to check feasibility for
epsilon	tolerance used to check for fixed variables
infeasible	pointer to store whether solution is feasible

Definition at line 62 of file sdpsolchecker.c.

References BMS_CALL, and SCIPlapackComputeIthEigenvalue().

Referenced by checkFeastolAndResolve(), and SCIPsdpiSolverLoadAndSolveWithPenalty().

SCIP_EXPORT SCIP_RETCODE SCIPsdpSolcheckerCheckAndGetViolDual	(	BMS_BUFMEM *	bufmem,
		int	nvars,
		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	nlpcons,
		SCIP_Real *	lplhs,
		SCIP_Real *	lprhs,
		int	lpnnonz,
		int *	lprow,
		int *	lpcol,
		SCIP_Real *	lpval,
		SCIP_Real *	solvector,
		SCIP_Real	feastol,
		SCIP_Real	epsilon,
		SCIP_Real *	maxabsviolbnds,
		SCIP_Real *	sumabsviolbnds,
		SCIP_Real *	maxabsviolcons,
		SCIP_Real *	sumabsviolcons,
		SCIP_Real *	maxabsviolsdp,
		SCIP_Real *	sumabsviolsdp,
		SCIP_Bool *	infeasible
	)

Given a solution, an SDP instance and a feasibility tolerance, checks whether the smallest eigenvalue is >= -feastol for a given feasibility tolerance and returns maximal absolute violation and sum of absolute violations for bounds, linear constraints and SDP constraints for the corresponding dual problem.

Note: Should not be called if solution is a certificate of primal infeasiblity!

Parameters

bufmem	buffer memory
nvars	number 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][ind]=-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
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)
solvector	values of all variables (including fixed ones) in the solution that should be checked
feastol	feasibility tolerance to check feasibility for
epsilon	tolerance used to check for fixed variables
maxabsviolbnds	pointer to store maximal absolute violation of variable bounds
sumabsviolbnds	pointer to store sum of absolute violations of variable bounds
maxabsviolcons	pointer to store maximal absolute violation of linear constraints
sumabsviolcons	pointer to store sum of absolute violations of linear constraints
maxabsviolsdp	pointer to store maximal absolute violation of SDP constraints
sumabsviolsdp	pointer to store sum of absolute violations of SDP constraints
infeasible	pointer to store whether solution is feasible

Definition at line 281 of file sdpsolchecker.c.

References BMS_CALL, and SCIPlapackComputeIthEigenvalue().

Referenced by SCIPsdpiSolverLoadAndSolveWithPenalty().

SCIP_EXPORT SCIP_RETCODE SCIPsdpSolcheckerCheckAndGetViolPrimal	(	BMS_BUFMEM *	bufmem,
		int	nvars,
		SCIP_Real *	obj,
		SCIP_Real *	lb,
		SCIP_Real *	ub,
		int *	inputtomosekmapper,
		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 *	solvector,
		SCIP_Real **	solmatrices,
		SCIP_Real	feastol,
		SCIP_Real	epsilon,
		SCIP_Real *	maxabsviolbnds,
		SCIP_Real *	sumabsviolbnds,
		SCIP_Real *	maxabsviolcons,
		SCIP_Real *	sumabsviolcons,
		SCIP_Real *	maxabsviolsdp,
		SCIP_Real *	sumabsviolsdp,
		SCIP_Bool *	infeasible
	)

Given a solution, an SDP instance and a feasibility tolerance, returns maximal absolute violation and sum of absolute violations for bounds, linear constraints and SDP constraints for the corresponding primal problem. The solution should be given for the actual problem given to the SDP solver, i.e., after all fixed variables have been eliminated.

Note: Should not be called if solution is a certificate of dual infeasiblity!

Parameters

bufmem	buffer memory
nvars	number of variables
obj	objective coefficients of variables (in dual problem)
lb	lower bounds of variables
ub	upper bounds of variables
inputtomosekmapper	entry i gives the index of input variable i in MOSEK (starting from 0) or -j (j=1, 2, ..., nvars - nactivevars) if the variable is fixed, the value and objective value of this fixed variable can be found in entry j-1 of fixedval/obj
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][ind]=-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)
solvector	values of all scalar variables in the solution that should be checked
solmatrices	values of all matrix variables in the solution that should be checked
feastol	feasibility tolerance to check feasibility for
epsilon	tolerance used to check for fixed variables
maxabsviolbnds	pointer to store maximal absolute violation of variable bounds
sumabsviolbnds	pointer to store sum of absolute violations of variable bounds
maxabsviolcons	pointer to store maximal absolute violation of linear constraints
sumabsviolcons	pointer to store sum of absolute violations of linear constraints
maxabsviolsdp	pointer to store maximal absolute violation of SDP constraints
sumabsviolsdp	pointer to store sum of absolute violations of SDP constraints
infeasible	pointer to store whether solution is feasible

Definition at line 550 of file sdpsolchecker.c.

References BMS_CALL, INF, and SCIPlapackComputeIthEigenvalue().

Referenced by SCIPsdpiSolverLoadAndSolveWithPenalty().

Functions

Detailed Description

Function Documentation