/* * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * */ /* */ /* 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 scip/src/scip/benders.h * @ingroup INTERNALAPI * @brief internal methods for Benders' decomposition * @author Stephen J. Maher */ /*---+----1----+----2----+----3----+----4----+----5----+----6----+----7----+----8----+----9----+----0----+----1----+----2*/ #ifndef __SCIP_BENDERS_H__ #define __SCIP_BENDERS_H__ #include "blockmemshell/memory.h" #include "scip/def.h" #include "scip/type_benders.h" #include "scip/type_benderscut.h" #include "scip/type_dcmp.h" #include "scip/type_message.h" #include "scip/type_misc.h" #include "scip/type_result.h" #include "scip/type_retcode.h" #include "scip/type_scip.h" #include "scip/type_set.h" #include "scip/type_sol.h" #include "scip/type_stat.h" #include "scip/type_var.h" #ifdef __cplusplus extern "C" { #endif /** copies the given Benders' decomposition to a new scip */ SCIP_RETCODE SCIPbendersCopyInclude( SCIP_BENDERS* benders, /**< Benders' decomposition */ SCIP_SET* sourceset, /**< SCIP_SET of SCIP to copy from */ SCIP_SET* targetset, /**< SCIP_SET of SCIP to copy to */ SCIP_HASHMAP* varmap, /**< a hashmap to store the mapping of source variables corresponding * target variables; must not be NULL */ SCIP_Bool copysubproblems, /**< must the subproblems be copied with the Benders' decomposition copy */ SCIP_Bool* valid /**< was the copying process valid? */ ); /** creates a Benders' decomposition */ SCIP_RETCODE SCIPbendersCreate( SCIP_BENDERS** benders, /**< pointer to Benders' decomposition data structure */ SCIP_SET* set, /**< global SCIP settings */ SCIP_MESSAGEHDLR* messagehdlr, /**< message handler */ BMS_BLKMEM* blkmem, /**< block memory for parameter settings */ const char* name, /**< name of Benders' decomposition */ const char* desc, /**< description of Benders' decomposition */ int priority, /**< priority of the Benders' decomposition */ 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' use the highest priority Benders aux vars */ 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 master variable for a given subproblem variable */ SCIP_DECL_BENDERSCREATESUB((*benderscreatesub)),/**< creates a Benders' decomposition subproblem */ SCIP_DECL_BENDERSPRESUBSOLVE((*benderspresubsolve)),/**< called prior to the subproblem solving loop */ 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_BENDERSDATA* bendersdata /**< Benders' decomposition data */ ); /** calls destructor and frees memory of Benders' decomposition */ SCIP_RETCODE SCIPbendersFree( SCIP_BENDERS** benders, /**< pointer to Benders' decomposition data structure */ SCIP_SET* set /**< global SCIP settings */ ); /** initializes Benders' decomposition */ SCIP_RETCODE SCIPbendersInit( SCIP_BENDERS* benders, /**< Benders' decomposition */ SCIP_SET* set /**< global SCIP settings */ ); /** calls exit method of Benders' decomposition */ SCIP_RETCODE SCIPbendersExit( SCIP_BENDERS* benders, /**< Benders' decomposition */ SCIP_SET* set /**< global SCIP settings */ ); /** informs the Benders' decomposition that the presolving process is being started */ SCIP_RETCODE SCIPbendersInitpre( SCIP_BENDERS* benders, /**< Benders' decomposition */ SCIP_SET* set, /**< global SCIP settings */ SCIP_STAT* stat /**< dynamic problem statistics */ ); /** informs the Benders' decomposition that the presolving process has completed */ SCIP_RETCODE SCIPbendersExitpre( SCIP_BENDERS* benders, /**< Benders' decomposition */ SCIP_SET* set, /**< global SCIP settings */ SCIP_STAT* stat /**< dynamic problem statistics */ ); /** informs Benders' decomposition that the branch and bound process is being started */ SCIP_RETCODE SCIPbendersInitsol( SCIP_BENDERS* benders, /**< Benders' decomposition */ SCIP_SET* set /**< global SCIP settings */ ); /** informs Benders' decomposition that the branch and bound process data is being freed */ SCIP_RETCODE SCIPbendersExitsol( SCIP_BENDERS* benders, /**< Benders' decomposition */ SCIP_SET* set /**< global SCIP settings */ ); /** activates Benders' decomposition such that it is called in LP solving loop */ SCIP_RETCODE SCIPbendersActivate( SCIP_BENDERS* benders, /**< the Benders' decomposition structure */ SCIP_SET* set, /**< global SCIP settings */ int nsubproblems /**< the number subproblems used in this decomposition */ ); /** deactivates Benders' decomposition such that it is no longer called in LP solving loop */ SCIP_RETCODE SCIPbendersDeactivate( SCIP_BENDERS* benders, /**< the Benders' decomposition structure */ SCIP_SET* set /**< global SCIP settings */ ); /** enables or disables all clocks of Benders' decomposition depending on the value of the flag */ void SCIPbendersEnableOrDisableClocks( SCIP_BENDERS* benders, /**< the Benders' decomposition for which all clocks should be enabled or disabled */ SCIP_Bool enable /**< should the clocks of the Benders' decomposition be enabled? */ ); /** solves the subproblem using the current master problem solution. * * The checkint flag indicates whether integer feasibility can be assumed. If it is not assumed, i.e. checkint == * FALSE, then only the convex relaxations of the subproblems are solved. If integer feasibility is assumed, i.e. * checkint == TRUE, then the convex relaxations and the full CIP are solved to generate Benders' cuts and check * solution feasibility. */ SCIP_RETCODE SCIPbendersExec( SCIP_BENDERS* benders, /**< Benders' decomposition */ SCIP_SET* set, /**< global SCIP settings */ SCIP_SOL* sol, /**< primal CIP solution */ SCIP_RESULT* result, /**< result of the pricing process */ SCIP_Bool* infeasible, /**< is the master problem infeasible with respect to the Benders' cuts? */ SCIP_Bool* auxviol, /**< set to TRUE only if the solution is feasible but the aux vars are violated */ SCIP_BENDERSENFOTYPE type, /**< the type of solution being enforced */ SCIP_Bool checkint /**< should the integer solution be checked by the subproblems */ ); /** Executes the subproblem solving process. */ SCIP_RETCODE SCIPbendersExecSubproblemSolve( SCIP_BENDERS* benders, /**< Benders' decomposition */ SCIP_SET* set, /**< global SCIP settings */ SCIP_SOL* sol, /**< primal CIP solution */ int probnum, /**< the subproblem number */ SCIP_BENDERSSOLVELOOP solveloop, /**< the solve loop iteration. The first iter is for LP, the second for IP */ SCIP_Bool enhancement, /**< is the solve performed as part of an enhancement? */ SCIP_Bool* solved, /**< flag to indicate whether the subproblem was solved */ SCIP_Bool* infeasible, /**< returns whether the current subproblem is infeasible */ SCIP_BENDERSENFOTYPE type /**< the enforcement type calling this function */ ); /** sets up the subproblem using the solution to the master problem */ SCIP_RETCODE SCIPbendersSetupSubproblem( SCIP_BENDERS* benders, /**< Benders' decomposition */ SCIP_SET* set, /**< global SCIP settings */ SCIP_SOL* sol, /**< primal CIP solution */ int probnumber, /**< the subproblem number */ SCIP_BENDERSENFOTYPE type /**< the enforcement type calling this function */ ); /** Solve a Benders' decomposition subproblems. This will either call the user defined method or the generic solving * methods. If the generic method is called, then the subproblem must be set up before calling this method. */ SCIP_RETCODE SCIPbendersSolveSubproblem( SCIP_BENDERS* benders, /**< Benders' decomposition */ SCIP_SET* set, /**< global SCIP settings */ SCIP_SOL* sol, /**< primal CIP solution, can be NULL */ int probnumber, /**< the subproblem number */ SCIP_Bool* infeasible, /**< returns whether the current subproblem is infeasible */ SCIP_Bool solvecip, /**< directly solve the CIP subproblem */ SCIP_Real* objective /**< the objective function value of the subproblem, can be NULL */ ); /** frees the subproblems */ SCIP_RETCODE SCIPbendersFreeSubproblem( SCIP_BENDERS* benders, /**< Benders' decomposition */ SCIP_SET* set, /**< global SCIP settings */ int probnumber /**< the subproblem number */ ); /** compares the subproblem objective value with the auxiliary variable value for optimality */ SCIP_Bool SCIPbendersSubproblemIsOptimal( SCIP_BENDERS* benders, /**< the benders' decomposition structure */ SCIP_SET* set, /**< global SCIP settings */ SCIP_SOL* sol, /**< primal CIP solution */ int probnumber /**< the subproblem number */ ); /** returns the value of the auxiliary variable value in a master problem solution */ SCIP_Real SCIPbendersGetAuxiliaryVarVal( SCIP_BENDERS* benders, /**< the benders' decomposition structure */ SCIP_SET* set, /**< global SCIP settings */ SCIP_SOL* sol, /**< primal CIP solution */ int probnumber /**< the subproblem number */ ); /** Solves an independent subproblem to identify its lower bound. The lower bound is then used to update the bound on * the auxiliary variable. */ SCIP_RETCODE SCIPbendersComputeSubproblemLowerbound( SCIP_BENDERS* benders, /**< Benders' decomposition */ SCIP_SET* set, /**< global SCIP settings */ int probnumber, /**< the subproblem to be evaluated */ SCIP_Real* lowerbound, /**< the lowerbound for the subproblem */ SCIP_Bool* infeasible /**< was the subproblem found to be infeasible? */ ); /** merges a subproblem into the master problem. This process just adds a copy of the subproblem variables and * constraints to the master problem, but keeps the subproblem stored in the Benders' decomposition data structure. * The reason for keeping the subproblem available is for when it is queried for solutions after the problem is solved. * * Once the subproblem is merged into the master problem, then the subproblem is flagged as disabled. This means that * it will not be solved in the subsequent subproblem solving loops. * * The associated auxiliary variables are kept in the master problem. The objective function of the merged subproblem * is added as an underestimator constraint. */ SCIP_RETCODE SCIPbendersMergeSubproblemIntoMaster( SCIP_BENDERS* benders, /**< Benders' decomposition */ SCIP_SET* set, /**< global SCIP settings */ SCIP_HASHMAP* varmap, /**< a hashmap to store the mapping of subproblem variables corresponding * to the newly created master variables, or NULL */ SCIP_HASHMAP* consmap, /**< a hashmap to store the mapping of subproblem constraints to the corresponding newly created constraints, or NULL */ int probnumber /**< the number of the subproblem that will be merged into the master problem*/ ); /** Applies a Benders' decomposition to the problem based upon the decomposition selected from the storage */ extern SCIP_RETCODE SCIPbendersApplyDecomposition( SCIP_BENDERS* benders, /**< Benders' decomposition */ SCIP_SET* set, /**< global SCIP settings */ SCIP_DECOMP* decomp /**< the decomposition to apply to the problem */ ); /** sets priority of Benders' decomposition */ void SCIPbendersSetPriority( SCIP_BENDERS* benders, /**< Benders' decomposition */ SCIP_SET* set, /**< global SCIP settings */ int priority /**< new priority of the Benders' decomposition */ ); /** sets copy callback of Benders' decomposition */ void SCIPbendersSetCopy( SCIP_BENDERS* benders, /**< Benders' decomposition */ SCIP_DECL_BENDERSCOPY ((*benderscopy)) /**< copy callback of Benders' decomposition */ ); /** sets destructor callback of Benders' decomposition */ void SCIPbendersSetFree( SCIP_BENDERS* benders, /**< Benders' decomposition */ SCIP_DECL_BENDERSFREE ((*bendersfree)) /**< destructor of Benders' decomposition */ ); /** sets initialization callback of Benders' decomposition */ void SCIPbendersSetInit( SCIP_BENDERS* benders, /**< Benders' decomposition */ SCIP_DECL_BENDERSINIT((*bendersinit)) /**< initialize Benders' decomposition */ ); /** sets deinitialization callback of Benders' decomposition */ void SCIPbendersSetExit( SCIP_BENDERS* benders, /**< Benders' decomposition */ SCIP_DECL_BENDERSEXIT((*bendersexit)) /**< deinitialize Benders' decomposition */ ); /** sets presolving initialization callback of Benders' decomposition */ void SCIPbendersSetInitpre( SCIP_BENDERS* benders, /**< Benders' decomposition */ SCIP_DECL_BENDERSINITPRE((*bendersinitpre))/**< initialize presolving for Benders' decomposition */ ); /** sets presolving deinitialization callback of Benders' decomposition */ void SCIPbendersSetExitpre( SCIP_BENDERS* benders, /**< Benders' decomposition */ SCIP_DECL_BENDERSEXITPRE((*bendersexitpre))/**< deinitialize presolving for Benders' decomposition */ ); /** sets solving process initialization callback of Benders' decomposition */ void SCIPbendersSetInitsol( SCIP_BENDERS* benders, /**< Benders' decomposition */ SCIP_DECL_BENDERSINITSOL((*bendersinitsol))/**< solving process initialization callback of Benders' decomposition */ ); /** sets solving process deinitialization callback of Benders' decomposition */ void SCIPbendersSetExitsol( SCIP_BENDERS* benders, /**< Benders' decomposition */ SCIP_DECL_BENDERSEXITSOL((*bendersexitsol))/**< solving process deinitialization callback of Benders' decomposition */ ); /** sets the pre subproblem solve callback of Benders' decomposition */ void SCIPbendersSetPresubsolve( SCIP_BENDERS* benders, /**< Benders' decomposition */ SCIP_DECL_BENDERSPRESUBSOLVE((*benderspresubsolve))/**< called prior to the subproblem solving loop */ ); /** sets convex solve callback of Benders' decomposition */ void SCIPbendersSetSolvesubconvex( SCIP_BENDERS* benders, /**< Benders' decomposition */ SCIP_DECL_BENDERSSOLVESUBCONVEX((*benderssolvesubconvex))/**< solving method for the convex Benders' decomposition subproblem */ ); /** sets solve callback of Benders' decomposition */ void SCIPbendersSetSolvesub( SCIP_BENDERS* benders, /**< Benders' decomposition */ SCIP_DECL_BENDERSSOLVESUB((*benderssolvesub))/**< solving method for a Benders' decomposition subproblem */ ); /** sets post-solve callback of Benders' decomposition */ void SCIPbendersSetPostsolve( SCIP_BENDERS* benders, /**< Benders' decomposition */ SCIP_DECL_BENDERSPOSTSOLVE((*benderspostsolve))/**< solving process deinitialization callback of Benders' decomposition */ ); /** sets post-solve callback of Benders' decomposition */ void SCIPbendersSetSubproblemComp( SCIP_BENDERS* benders, /**< Benders' decomposition */ SCIP_DECL_SORTPTRCOMP((*benderssubcomp)) /**< a comparator for defining the solving order of the subproblems */ ); /** sets free subproblem callback of Benders' decomposition */ void SCIPbendersSetFreesub( SCIP_BENDERS* benders, /**< Benders' decomposition */ SCIP_DECL_BENDERSFREESUB((*bendersfreesub))/**< the freeing callback for the subproblem */ ); /** Returns the corresponding master or subproblem variable for the given variable. * This provides a call back for the variable mapping between the master and subproblems. */ SCIP_RETCODE SCIPbendersGetVar( SCIP_BENDERS* benders, /**< Benders' decomposition */ SCIP_SET* set, /**< global SCIP settings */ SCIP_VAR* var, /**< the variable for which the corresponding variable is desired */ SCIP_VAR** mappedvar, /**< the variable that is mapped to var */ int probnumber /**< the problem number for the desired variable, -1 for the master problem */ ); /** adds a subproblem to the Benders' decomposition data */ SCIP_RETCODE SCIPbendersAddSubproblem( SCIP_BENDERS* benders, /**< Benders' decomposition */ SCIP* subproblem /**< subproblem to be added to the data storage */ ); /** removes the subproblems from the Benders' decomposition data */ void SCIPbendersRemoveSubproblems( SCIP_BENDERS* benders /**< Benders' decomposition */ ); /** Sets whether the subproblem is enabled or disabled. A subproblem is disabled if it has been merged into the master * problem. */ void SCIPbendersSetSubproblemEnabled( SCIP_BENDERS* benders, /**< Benders' decomposition */ int probnumber, /**< the subproblem number */ SCIP_Bool enabled /**< flag to indicate whether the subproblem is enabled */ ); /** changes all of the master problem variables in the given subproblem to continuous */ SCIP_RETCODE SCIPbendersChgMastervarsToCont( SCIP_BENDERS* benders, /**< Benders' decomposition */ SCIP_SET* set, /**< global SCIP settings */ int probnumber /**< the subproblem number */ ); /** sets a flag to indicate whether the master variables are all set to continuous */ SCIP_RETCODE SCIPbendersSetMastervarsCont( SCIP_BENDERS* benders, /**< Benders' decomposition */ int probnumber, /**< the subproblem number */ SCIP_Bool arecont /**< flag to indicate whether the master problem variables are continuous */ ); /** returns whether the master variables are all set to continuous */ SCIP_Bool SCIPbendersGetMastervarsCont( SCIP_BENDERS* benders, /**< Benders' decomposition */ int probnumber /**< the subproblem number */ ); /** adds the data for the generated cuts to the Benders' cut storage */ SCIP_RETCODE SCIPbendersStoreCut( SCIP_BENDERS* benders, /**< Benders' decomposition cut */ SCIP_SET* set, /**< global SCIP settings */ SCIP_VAR** vars, /**< the variables that have non-zero coefficients in 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 with non-zero coefficients in the cut */ ); /** inserts a Benders' cut algorithm plugin into the Benders' cuts plugin list */ SCIP_RETCODE SCIPbendersIncludeBenderscut( SCIP_BENDERS* benders, /**< Benders' decomposition structure */ SCIP_SET* set, /**< global SCIP settings */ SCIP_BENDERSCUT* benderscut /**< Benders' cut */ ); /** sets the Benders' cuts sorted flags in the Benders' decomposition */ void SCIPbendersSetBenderscutsSorted( SCIP_BENDERS* benders, /**< Benders' decomposition structure */ SCIP_Bool sorted /**< the value to set the sorted flag to */ ); /** sorts Benders' decomposition cuts by priorities */ void SCIPbendersSortBenderscuts( SCIP_BENDERS* benders /**< Benders' decomposition */ ); /** sorts Benders' decomposition cuts by name */ void SCIPbendersSortBenderscutsName( SCIP_BENDERS* benders /**< Benders' decomposition */ ); #ifdef __cplusplus } #endif #endif