/* * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * */ /* */ /* 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 prop_genvbounds.h * @ingroup PROPAGATORS * @brief generalized variable bounds propagator * @author Stefan Weltge * @author Ambros Gleixner * * A generalized variable bound is a linear inequality of the form * \f[ * c \, x_i \geq \sum (a_j \, x_j) + d \cdot \mbox{primal\_bound} + \mbox{const}, * \f] * where \f$c\f$ is either 1 or -1 and \f$primal\_bound\f$ is an upper bound on the optimal objective * value, which may improve during the solving process. In SCIP, generalized variable bounds are * used for providing bounds on the LHS's variable \f$x_i\f$. If the above inequality is valid, the * following bounds, depending on \f$x_i\f$'s coefficient, are also valid: * \f[ * c = 1 \qquad\Rightarrow\qquad x_i \geq \mbox{minactivity}(\sum a_j \, x_j) * + d \cdot \mbox{primal\_bound} + \mbox{const} * \f] * \f[ * c = -1 \qquad\Rightarrow\qquad x_i \leq - \mbox{minactivity}(\sum a_j \, x_j) * - d \cdot \mbox{primal\_bound} - \mbox{const}. * \f] * * Note that for feasible problems, \f$d \leq 0\f$ must hold. If \f$d < 0\f$ a decrease of the * primal bound causes an improvement of the provided bound. Similarly, if \f$a_j > 0\f$ (\f$< 0\f$), a * tightened lower (upper) bound of a variable \f$x_j\f$ also yields a better bound for \f$x_i\f$. * * The genvbounds propagator sorts its stored generalized variable bounds topologically in the * following order: A generalized variable bound A (\f$c\, x_i \geq \ldots\f$) preceeds a * generalized variable bound B if the left-hand side variable of A appears in the right-hand side * of B with sign of its coefficient equal to c; i.e., if A is propagated and tightens the * corresponding bound of x_i, then the minactivity on the right-hand side of B increases. We * assume that this order is acyclic for the generalized variable bounds added. Under this * condition, propagating the generalized variable bounds in a topological order ensures that all * propagations are found in one round. * * Both global and local propagation is applied: If the primal bound improves, generalized variable bounds with a * nonzero coefficient d are enforced in order to tighten global bounds using the global variable bounds for computing * the minactivity. Independently, the genvbounds propagator catches events SCIP_EVENTTYPE_LBTIGHTENED and * SCIP_EVENTTYPE_UBTIGHTENED, i.e., locally tightened bounds of variables that occur in the right-hand sides of * generalized variable bounds, in order to perform an efficient local propagation when called. */ /*---+----1----+----2----+----3----+----4----+----5----+----6----+----7----+----8----+----9----+----0----+----1----+----2*/ #ifndef __SCIP_PROP_GENVBOUNDS_H__ #define __SCIP_PROP_GENVBOUNDS_H__ #include "scip/def.h" #include "scip/type_lp.h" #include "scip/type_prop.h" #include "scip/type_retcode.h" #include "scip/type_scip.h" #include "scip/type_var.h" #ifdef __cplusplus extern "C" { #endif /**@addtogroup PROPAGATORS * * @{ */ /** adds a generalized variable bound to the genvbounds propagator; if there is already a genvbound for the bound * "boundtype" of variable "var", it will be replaced */ SCIP_EXPORT SCIP_RETCODE SCIPgenVBoundAdd( SCIP* scip, /**< SCIP data structure */ SCIP_PROP* genvboundprop, /**< genvbound propagator */ SCIP_VAR** vars, /**< array of RHSs variables */ SCIP_VAR* var, /**< LHSs variable */ SCIP_Real* coefs, /**< array of coefficients for the RHSs variables */ int ncoefs, /**< size of coefs array */ SCIP_Real coefprimalbound, /**< nonpositive value of the primal bounds multiplier */ SCIP_Real constant, /**< constant term */ SCIP_BOUNDTYPE boundtype /**< type of bound provided by the genvbound */ ); /** @} */ /** creates the genvbounds propagator and includes it in SCIP * * @ingroup PropagatorIncludes */ SCIP_EXPORT SCIP_RETCODE SCIPincludePropGenvbounds( SCIP* scip /**< SCIP data structure */ ); #ifdef __cplusplus } #endif #endif