/* * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * */ /* */ /* 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 cons_benders.h * @ingroup CONSHDLRS * @brief constraint handler for Benders' decomposition * @author Stephen J. Maher */ /*---+----1----+----2----+----3----+----4----+----5----+----6----+----7----+----8----+----9----+----0----+----1----+----2*/ #ifndef __SCIP_CONS_BENDERS_H__ #define __SCIP_CONS_BENDERS_H__ #include "scip/def.h" #include "scip/type_benders.h" #include "scip/type_cons.h" #include "scip/type_result.h" #include "scip/type_retcode.h" #include "scip/type_scip.h" #include "scip/type_sol.h" #ifdef __cplusplus extern "C" { #endif /** creates the handler for Benders' decomposition and includes it in SCIP * * @ingroup ConshdlrIncludes * */ SCIP_EXPORT SCIP_RETCODE SCIPincludeConshdlrBenders( SCIP* scip /**< SCIP data structure */ ); /**@addtogroup CONSHDLRS * * @{ * * @name Benders Constraints * * Two constraint handlers are implemented for the generation of Benders' decomposition cuts. When included in a * problem, the Benders' decomposition constraint handlers generate cuts during the enforcement of LP and relaxation * solutions. Additionally, Benders' decomposition cuts can be generated when checking the feasibility of solutions with * respect to the subproblem constraints. * * This constraint handler has an enforcement priority that is less than the integer constraint handler. This means that * only integer feasible solutions from the LP solver are enforced by this constraint handler. This is the traditional * behaviour of the branch-and-check approach to Benders' decomposition. Additionally, the check priority is set low, * such that this expensive constraint handler is only called as a final check on primal feasible solutions. * * This constraint handler in the standard constraint handler that should be added when using Benders' decomposition. * Additionally, there is a flag in SCIPincludeConshdlrBenders that permits the addition of the LP constraint handler, * cons_benderslp. The use of both cons_benders and cons_benderslp allows the user to perform a multiphase Benders' * decomposition algorithm. * * @{ */ /** enforces Benders' constraints for given solution * * This method is called from cons_benderslp and cons_benders. If the method is called from cons_benderslp, then the * solutions are not guaranteed to be integer feasible. This is because the default priority is set greater than the * integer constraint handler. If this method is called from cons_benders, then, because the default enforcement * priority is set less than that of the integer constraint handler, then it can be assumed that the solutions are * integer feasible. * * 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_EXPORT SCIP_RETCODE SCIPconsBendersEnforceSolution( SCIP* scip, /**< the SCIP instance */ SCIP_SOL* sol, /**< the primal solution to enforce, or NULL for the current LP/pseudo sol */ SCIP_CONSHDLR* conshdlr, /**< the constraint handler */ SCIP_RESULT* result, /**< the result of the enforcement */ SCIP_BENDERSENFOTYPE type, /**< the type of solution being enforced */ SCIP_Bool checkint /**< should integrality be considered when checking the subproblems */ ); /** @} */ /** @} */ #ifdef __cplusplus } #endif #endif