/* * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * */ /* */ /* This file is part of the program and library */ /* SCIP --- Solving Constraint Integer Programs */ /* */ /* Copyright (C) 2002-2020 Konrad-Zuse-Zentrum */ /* fuer Informationstechnik Berlin */ /* */ /* SCIP is distributed under the terms of the ZIB Academic License. */ /* */ /* You should have received a copy of the ZIB Academic License */ /* along with SCIP; see the file COPYING. If not visit scipopt.org. */ /* */ /* * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * */ /**@file struct_benders.h * @ingroup INTERNALAPI * @brief data structures required for Benders' decomposition * @author Stephen J. Maher */ /*---+----1----+----2----+----3----+----4----+----5----+----6----+----7----+----8----+----9----+----0----+----1----+----2*/ #ifndef __SCIP_STRUCT_BENDERS_H__ #define __SCIP_STRUCT_BENDERS_H__ #include "scip/def.h" #include "scip/type_clock.h" #include "scip/type_benders.h" #include "scip/type_benderscut.h" #ifdef __cplusplus extern "C" { #endif struct SCIP_BenderscutCut { SCIP_VAR** vars; /**< the variables forming the cut */ SCIP_Real* vals; /**< the coefficients of the variables in the cut */ SCIP_Real lhs; /**< the left hand side of the cut */ SCIP_Real rhs; /**< the right hand side of the cut */ int nvars; /**< the number of variables in the cut */ }; typedef struct SCIP_BenderscutCut SCIP_BENDERSCUTCUT; /** Benders' decomposition data */ struct SCIP_Benders { char* name; /**< name of Benders' decomposition */ char* desc; /**< description of Benders' decomposition */ SCIP_DECL_BENDERSCOPY ((*benderscopy)); /**< copy method of Benders' decomposition or NULL if you don't want to copy your plugin into sub-SCIPs */ SCIP_DECL_BENDERSFREE ((*bendersfree)); /**< destructor of Benders' decomposition */ SCIP_DECL_BENDERSINIT ((*bendersinit)); /**< initialize Benders' decomposition */ SCIP_DECL_BENDERSEXIT ((*bendersexit)); /**< deinitialize Benders' decomposition */ SCIP_DECL_BENDERSINITPRE((*bendersinitpre));/**< presolving initialization method for Benders' decomposition */ SCIP_DECL_BENDERSEXITPRE((*bendersexitpre));/**< presolving deinitialization method for Benders' decomposition */ SCIP_DECL_BENDERSINITSOL((*bendersinitsol));/**< solving process initialization method of Benders' decomposition */ SCIP_DECL_BENDERSEXITSOL((*bendersexitsol));/**< solving process deinitialization method of Benders' decomposition */ SCIP_DECL_BENDERSGETVAR((*bendersgetvar)); /**< returns the corresponding variable from the master or subproblem */ SCIP_DECL_BENDERSPRESUBSOLVE((*benderspresubsolve));/**< called prior to the subproblem solving loop */ SCIP_DECL_BENDERSCREATESUB((*benderscreatesub));/**< creates the Benders' decomposition subproblems */ SCIP_DECL_BENDERSSOLVESUBCONVEX((*benderssolvesubconvex));/**< the solving method for convex Benders' decomposition subproblems */ SCIP_DECL_BENDERSSOLVESUB((*benderssolvesub));/**< the solving method for the Benders' decomposition subproblems */ SCIP_DECL_BENDERSPOSTSOLVE((*benderspostsolve));/**< called after the subproblems are solved. */ SCIP_DECL_BENDERSFREESUB((*bendersfreesub));/**< the freeing method for the Benders' decomposition subproblems */ SCIP_DECL_SORTPTRCOMP((*benderssubcomp)); /**< a comparator for defining the solving order of the subproblems */ SCIP_BENDERSDATA* bendersdata; /**< Benders' decomposition local data */ SCIP_CLOCK* setuptime; /**< time spend for setting up this Benders' decomposition for the next stages */ SCIP_CLOCK* bendersclock; /**< Benders' decomposition execution time */ int priority; /**< priority of the Benders' decomposition */ int ncalls; /**< number of times, this Benders' decomposition was called */ int ncutsfound; /**< number of cuts found by the Benders' decomposition */ int ntransferred; /**< number of cuts transferred from sub SCIP to the master SCIP */ SCIP_Bool active; /**< is the Benders' decomposition active? */ SCIP_Bool initialized; /**< is Benders' decomposition initialized? */ SCIP_Bool cutlp; /**< should Benders' cuts be generated for LP solutions? */ SCIP_Bool cutpseudo; /**< should Benders' cuts be generated for pseudo solutions? */ SCIP_Bool cutrelax; /**< should Benders' cuts be generated for relaxation solutions? */ SCIP_Bool shareauxvars; /**< should this Benders' share the highest priority Benders' auxiliary vars */ /* additional Benders' decomposition parameters */ SCIP_Bool transfercuts; /**< should Benders' cuts generated in LNS heuristics be transferred to the main SCIP instance? */ SCIP_Bool lnscheck; /**< should Benders' decomposition be used in LNS heuristics? */ int lnsmaxdepth; /**< maximum depth at which the LNS check is performed */ int lnsmaxcalls; /**< maximum number of Benders' decomposition call in LNS heuristics */ int lnsmaxcallsroot; /**< maximum number of root node Benders' decomposition call in LNS heuristics */ SCIP_Bool cutsasconss; /**< should the transferred cuts be added as constraints? */ SCIP_Real subprobfrac; /**< fraction of subproblems that are solved in each iteration */ SCIP_Bool updateauxvarbound; /**< should the auxiliary variable lower bound be updated by solving the subproblem? */ SCIP_Bool auxvarsimplint; /**< if subproblem objective is integer, then set the auxiliary variables as implint */ SCIP_Bool cutcheck; /**< should cuts be generated while checking solutions? */ SCIP_Bool threadsafe; /**< has the copy been created requiring thread safety */ SCIP_Real solutiontol; /**< storing the tolerance for optimality in Benders' decomposition */ int numthreads; /**< the number of threads to use when solving the subproblem */ SCIP_Bool execfeasphase; /**< should a feasibility phase be executed during the root node, i.e. adding slack variables to constraints to ensure feasibility */ SCIP_Real slackvarcoef; /**< the objective coefficient of the slack variables in the subproblem */ SCIP_Bool checkconsconvexity; /**< should the constraints of the subproblems be checked for convexity? */ /* information for heuristics */ SCIP* sourcescip; /**< the source scip from when the Benders' was copied */ SCIP_Bool iscopy; /**< is the Benders' decomposition struct a copy */ SCIP_HASHMAP* mastervarsmap; /**< hash map for the master variables from the subscip to the master */ /* the subproblem information */ SCIP** subproblems; /**< the Benders' decomposition subproblems */ SCIP_VAR** auxiliaryvars; /**< the auxiliary variables for the Benders' optimality cuts */ SCIP_PQUEUE* subprobqueue; /**< the priority queue for the subproblems */ SCIP_SUBPROBLEMSOLVESTAT** solvestat; /**< storing the solving statistics of all the subproblems */ SCIP_Real* subprobobjval; /**< the objective value of the subproblem in the current iteration */ SCIP_Real* bestsubprobobjval; /**< the best objective value of the subproblem */ SCIP_Real* subproblowerbound; /**< a lower bound on the subproblem - used for the integer cuts */ int naddedsubprobs; /**< subproblems added to the Benders' decomposition data */ int nsubproblems; /**< number of subproblems */ SCIP_BENDERSSUBTYPE* subprobtype; /**< the convexity type of the subproblem */ SCIP_Bool* subprobisconvex; /**< is the subproblem convex? This implies that the dual sol can be used for cuts */ SCIP_Bool* subprobisnonlinear; /**< does the subproblem contain non-linear constraints */ int nconvexsubprobs; /**< the number of subproblems that are convex */ int nnonlinearsubprobs; /**< the number of subproblems that are non-linear */ SCIP_Bool subprobscreated; /**< have the subproblems been created for this Benders' decomposition. This flag is used when retransforming the problem.*/ SCIP_Bool* mastervarscont; /**< flag to indicate that the master problem variable have been converted to continuous variables. */ SCIP_Bool* subprobsetup; /**< flag to indicate whether the subproblem has been set up. */ SCIP_Bool* indepsubprob; /**< flag to indicate if a subproblem is independent of the master prob */ SCIP_Bool* subprobenabled; /**< flag to indicate whether the subproblem is enabled */ int nactivesubprobs; /**< the number of active subproblems */ SCIP_Bool freesubprobs; /**< do the subproblems need to be freed by the Benders' decomposition core? */ SCIP_Bool masterisnonlinear; /**< flag to indicate whether the master problem contains non-linear constraints */ /* cut strengthening details */ SCIP_SOL* corepoint; /**< the point that is separated for stabilisation */ SCIP_SOL* initcorepoint; /**< the point that was used to initialise the core point */ SCIP_Real convexmult; /**< the multiplier for the convex comb of the LP and sepa point */ SCIP_Real perturbeps; /**< epsilon value to perturb the LP solution */ int noimprovecount; /**< count of the iterations without improvement */ int noimprovelimit; /**< limit used to change behaviour of stabilitation */ SCIP_NODE* prevnode; /**< the previous node where the cut strengthening was performed */ SCIP_Longint prevnlpiter; /**< number of LP iters at the previous call of the cut strengthening */ SCIP_Real prevlowerbound; /**< the lowerbound from the previous LP enforcement iteration */ SCIP_Bool strengthenenabled; /**< is the core point cut strengthening enabled */ char strengthenintpoint; /**< where should the strengthening interior point be sourced from ('l'p relaxation, 'f'irst solution, 'i'ncumbent solution, 'r'elative interior point, vector of 'o'nes, vector of 'z'eros) */ SCIP_Bool strengthenround; /**< flag to indicate whether a cut strengthening round is being performed */ int nstrengthencuts; /**< the number of strengthened cuts found */ int nstrengthencalls; /**< the number of calls to the strengthening round */ int nstrengthenfails; /**< the number of calls to the strengthening round that fail to find cuts */ /* solving process information */ int npseudosols; /**< the number of pseudo solutions checked since the last generated cut */ SCIP_Bool feasibilityphase; /**< is the Benders' decomposition in a feasibility phase, i.e. using slack variables */ /* Bender's cut information */ SCIP_BENDERSCUT** benderscuts; /**< the available Benders' cut algorithms */ int nbenderscuts; /**< the number of Benders' cut algorithms */ int benderscutssize; /**< the size of the Benders' cuts algorithms array */ SCIP_Bool benderscutssorted; /**< are the Benders' cuts algorithms sorted by priority */ SCIP_Bool benderscutsnamessorted;/**< are the Benders' cuts algorithms sorted by name */ /* cut storage information */ SCIP_BENDERSCUTCUT** storedcuts; /**< array to store the data required to form a cut/constraint */ int storedcutssize; /**< the size of the added cuts array */ int nstoredcuts; /**< the number of the added cuts */ }; /** statistics for solving the subproblems. Used for prioritising the solving of the subproblem */ struct SCIP_SubproblemSolveStat { int idx; /**< the index of the subproblem */ int ncalls; /**< the number of times this subproblems has been solved */ SCIP_Real avgiter; /**< the average number of LP/NLP iterations performed */ }; /** parameters that are set to solve the subproblem. This will be changed from what the user inputs, so they are stored * and reset after the solving loop. */ struct SCIP_SubproblemParams { SCIP_Real limits_memory; SCIP_Real limits_time; int cons_linear_propfreq; int lp_disablecutoff; int lp_scaling; int prop_maxrounds; int prop_maxroundsroot; char lp_initalg; char lp_resolvealg; SCIP_Bool conflict_enable; SCIP_Bool lp_alwaysgetduals; SCIP_Bool misc_catchctrlc; SCIP_Bool misc_scaleobj; }; typedef struct SCIP_SubproblemParams SCIP_SUBPROBPARAMS; #ifdef __cplusplus } #endif #endif