solveonevarsdp.c File Reference

Solve SDP with one variable. More...

Go to the source code of this file.

Macros
#define	BMS_CALL(x)

Functions
static SCIP_RETCODE	SCIPoneVarFeasible (BMS_BUFMEM *bufmem, int blocksize, SCIP_Real *tmpmatrix, SCIP_Real *fullconstmatrix, SCIP_Real *fullmatrix, SCIP_Real alpha, SCIP_Real *eigenvalue, SCIP_Real *eigenvector)
static void	computeSupergradient (int sdpnnonz, int *sdprow, int *sdpcol, SCIP_Real *sdpval, SCIP_Real *eigenvector, SCIP_Real *supergradient)
SCIP_RETCODE	SCIPsolveOneVarSDP (BMS_BUFMEM *bufmem, SCIP_Real obj, SCIP_Real lb, SCIP_Real ub, int blocksize, int sdpconstnnonz, int *sdpconstrow, int *sdpconstcol, SCIP_Real *sdpconstval, int sdpnnonz, int *sdprow, int *sdpcol, SCIP_Real *sdpval, SCIP_Real infinity, SCIP_Real feastol, SCIP_Real *objval, SCIP_Real *optval)
SCIP_RETCODE	SCIPsolveOneVarSDPDense (BMS_BUFMEM *bufmem, SCIP_Real obj, SCIP_Real lb, SCIP_Real ub, int blocksize, SCIP_Real *fullconstmatrix, int sdpnnonz, int *sdprow, int *sdpcol, SCIP_Real *sdpval, SCIP_Real infinity, SCIP_Real feastol, SCIP_Real *objval, SCIP_Real *optval)

Detailed Description

Solve SDP with one variable.

Author

Marc Pfetsch

Definition in file solveonevarsdp.c.

Macro Definition Documentation

#define BMS_CALL

(

x

)

Value:

do                                                                                      \
                      {                                                                                       \
                          if( NULL == (x) )                                                                   \
                          {                                                                                   \
                             SCIPerrorMessage("No memory in function call\n");                                \
                             return SCIP_NOMEMORY;                                                            \
                          }                                                                                   \
                      }                                                                                       \
                      while( FALSE )

Checks if a BMSallocMemory-call was successfull, otherwise returns SCIP_NOMEMORY

Definition at line 43 of file solveonevarsdp.c.

Referenced by SCIPsolveOneVarSDP(), and SCIPsolveOneVarSDPDense().

Function Documentation

static SCIP_RETCODE SCIPoneVarFeasible ( BMS_BUFMEM *  bufmem, int  blocksize, SCIP_Real *  tmpmatrix, SCIP_Real *  fullconstmatrix, SCIP_Real *  fullmatrix, SCIP_Real  alpha, SCIP_Real *  eigenvalue, SCIP_Real *  eigenvector  )

static

determine whether linear combination with value alpha is feasible

Parameters

bufmem	buffer memory
blocksize	size of the SDP-block
tmpmatrix	temporary matrix
fullconstmatrix	constant matrix
fullmatrix	constant matrix
alpha	variable value to test
eigenvalue	pointer to store eigenvalue
eigenvector	corresponding eigenvector

Definition at line 56 of file solveonevarsdp.c.

References SCIPlapackComputeIthEigenvalue().

Referenced by SCIPsolveOneVarSDP(), and SCIPsolveOneVarSDPDense().

static void computeSupergradient ( int  sdpnnonz, int *  sdprow, int *  sdpcol, SCIP_Real *  sdpval, SCIP_Real *  eigenvector, SCIP_Real *  supergradient  )

static

compute supergradient

Parameters

sdpnnonz	number of nonzero elements in the SDP-constraint-matrix
sdprow	array of row-indices of nonzero matrix entries
sdpcol	array of column-indices of nonzero matrix entries
sdpval	array of nonzero values
eigenvector	array of eigenvector
supergradient	pointer to store the value of the supergradient

Definition at line 92 of file solveonevarsdp.c.

Referenced by SCIPsolveOneVarSDP(), and SCIPsolveOneVarSDPDense().

SCIP_RETCODE SCIPsolveOneVarSDP	(	BMS_BUFMEM *	bufmem,
		SCIP_Real	obj,
		SCIP_Real	lb,
		SCIP_Real	ub,
		int	blocksize,
		int	sdpconstnnonz,
		int *	sdpconstrow,
		int *	sdpconstcol,
		SCIP_Real *	sdpconstval,
		int	sdpnnonz,
		int *	sdprow,
		int *	sdpcol,
		SCIP_Real *	sdpval,
		SCIP_Real	infinity,
		SCIP_Real	feastol,
		SCIP_Real *	objval,
		SCIP_Real *	optval
	)

solves SDP with one variable and one SDP block

Parameters

bufmem	buffer memory
obj	objective coefficient of variable
lb	lower bound of variable
ub	upper bound of variable
blocksize	size of the SDP-block
sdpconstnnonz	number of nonzero elements in the constant matrix of the SDP-block
sdpconstrow	array of row-indices of constant matrix
sdpconstcol	array of column-indices of constant matrix
sdpconstval	array of nonzero values of entries of constant matrix
sdpnnonz	number of nonzero elements in the SDP-constraint-matrix
sdprow	array of row-indices of nonzero matrix entries
sdpcol	array of column-indices of nonzero matrix entries
sdpval	array of nonzero values
infinity	infinity value
feastol	feasibility tolerance
objval	pointer to store optimal objective value
optval	pointer to store optimal value of variable

Definition at line 120 of file solveonevarsdp.c.

References BMS_CALL, computeSupergradient(), and SCIPoneVarFeasible().

Referenced by SCIPsdpiSolve().

SCIP_RETCODE SCIPsolveOneVarSDPDense	(	BMS_BUFMEM *	bufmem,
		SCIP_Real	obj,
		SCIP_Real	lb,
		SCIP_Real	ub,
		int	blocksize,
		SCIP_Real *	fullconstmatrix,
		int	sdpnnonz,
		int *	sdprow,
		int *	sdpcol,
		SCIP_Real *	sdpval,
		SCIP_Real	infinity,
		SCIP_Real	feastol,
		SCIP_Real *	objval,
		SCIP_Real *	optval
	)

solves SDP with one variable and one SDP block - variant for dense constant matrix

Parameters

bufmem	buffer memory
obj	objective coefficient of variable
lb	lower bound of variable
ub	upper bound of variable
blocksize	size of the SDP-block
fullconstmatrix	dense full constant matrix
sdpnnonz	number of nonzero elements in the SDP-constraint-matrix
sdprow	array of row-indices of nonzero matrix entries
sdpcol	array of column-indices of nonzero matrix entries
sdpval	array of nonzero values
infinity	infinity value
feastol	feasibility tolerance
objval	pointer to store optimal objective value
optval	pointer to store optimal value of variable

Definition at line 305 of file solveonevarsdp.c.

References BMS_CALL, computeSupergradient(), and SCIPoneVarFeasible().

Referenced by tightenBounds(), and tightenMatrices().