/* * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * */ /* */ /* 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 type_benders.h * @ingroup TYPEDEFINITIONS * @brief type definitions for Benders' decomposition methods * @author Stephen J. Maher */ /*---+----1----+----2----+----3----+----4----+----5----+----6----+----7----+----8----+----9----+----0----+----1----+----2*/ #ifndef __SCIP_TYPE_BENDERS_H__ #define __SCIP_TYPE_BENDERS_H__ #include "scip/def.h" #include "scip/type_retcode.h" #include "scip/type_scip.h" #ifdef __cplusplus extern "C" { #endif enum SCIP_BendersEnfoType { SCIP_BENDERSENFOTYPE_LP = 1, /**< the Benders' subproblems are solved during the enforcement of an LP solution */ SCIP_BENDERSENFOTYPE_RELAX = 2, /**< the Benders' subproblems are solved during the enforcement of a relaxation solution */ SCIP_BENDERSENFOTYPE_PSEUDO = 3, /**< the Benders' subproblems are solved during the enforcement of a pseudo solution */ SCIP_BENDERSENFOTYPE_CHECK = 4 /**< the Benders' subproblems are solved during the checking of a solution for feasibility */ }; typedef enum SCIP_BendersEnfoType SCIP_BENDERSENFOTYPE; /**< indicates the callback in cons_benders and cons_benderslp that triggered the subproblem solve */ enum SCIP_BendersSolveLoop { SCIP_BENDERSSOLVELOOP_CONVEX = 0, /**< the relaxation is solved in this iteration of the loop */ SCIP_BENDERSSOLVELOOP_CIP = 1, /**< the CIP is solved in this iteration of the loop */ SCIP_BENDERSSOLVELOOP_USERCONVEX = 2, /**< the user defined solve function is called */ SCIP_BENDERSSOLVELOOP_USERCIP = 3 /**< the user defined solve function is called */ }; typedef enum SCIP_BendersSolveLoop SCIP_BENDERSSOLVELOOP; /**< identifies the type of problem solved in each solve loop */ enum SCIP_BendersSubStatus { SCIP_BENDERSSUBSTATUS_UNKNOWN = 0, /**< the subsystem status is unknown */ SCIP_BENDERSSUBSTATUS_OPTIMAL = 1, /**< the subsystem is solved to be optimal */ SCIP_BENDERSSUBSTATUS_AUXVIOL = 2, /**< the subproblem is optimal, but the auxiliary variable is violated */ SCIP_BENDERSSUBSTATUS_INFEAS = 3 /**< the subproblem is solved to be infeasible */ }; typedef enum SCIP_BendersSubStatus SCIP_BENDERSSUBSTATUS; enum SCIP_BendersSubType { SCIP_BENDERSSUBTYPE_CONVEXCONT = 0, /**< the subproblem has convex constraints and continuous variables */ SCIP_BENDERSSUBTYPE_CONVEXDIS = 1, /**< the subproblem has convex constraints and discrete variables */ SCIP_BENDERSSUBTYPE_NONCONVEXCONT = 2, /**< the subproblem has non-convex constraints and continuous variables */ SCIP_BENDERSSUBTYPE_NONCONVEXDIS = 3, /**< the subproblem has non-convex constraints and discrete variables */ SCIP_BENDERSSUBTYPE_UNKNOWN = 4, /**< the default type before the type is known */ }; typedef enum SCIP_BendersSubType SCIP_BENDERSSUBTYPE; typedef struct SCIP_Benders SCIP_BENDERS; /**< Benders' decomposition data */ typedef struct SCIP_BendersData SCIP_BENDERSDATA; /**< locally defined Benders' decomposition data */ typedef struct SCIP_SubproblemSolveStat SCIP_SUBPROBLEMSOLVESTAT; /**< the solving statistics of the subproblems */ /** copy method for Benders' decomposition plugins (called when SCIP copies plugins). If there is an active Benders' * decomposition, all copies are not valid. As such, there is no valid parameter that is passed to the callback * function * * input: * - scip : SCIP main data structure * - benders : the Benders' decomposition itself * - threadsafe : must the Benders' decomposition copy be thread safe */ #define SCIP_DECL_BENDERSCOPY(x) SCIP_RETCODE x (SCIP* scip, SCIP_BENDERS* benders, SCIP_Bool threadsafe) /** destructor of Benders' decomposition to free user data (called when SCIP is exiting) * * input: * - scip : SCIP main data structure * - benders : the Benders' decomposition itself */ #define SCIP_DECL_BENDERSFREE(x) SCIP_RETCODE x (SCIP* scip, SCIP_BENDERS* benders) /** initialization method of Benders' decomposition (called after problem was transformed and the Benders' decomposition * is active) * * input: * - scip : SCIP main data structure * - benders : the Benders' decomposition itself */ #define SCIP_DECL_BENDERSINIT(x) SCIP_RETCODE x (SCIP* scip, SCIP_BENDERS* benders) /** deinitialization method of Benders' decomposition (called before transformed problem is freed and the Benders' * decomposition is active) * * input: * - scip : SCIP main data structure * - benders : the Benders' decomposition itself */ #define SCIP_DECL_BENDERSEXIT(x) SCIP_RETCODE x (SCIP* scip, SCIP_BENDERS* benders) /** presolving initialization method of the Benders' decomposition (called when presolving is about to begin) * * This function is called immediately after the auxiliary variables are created in the master problem. The callback * provides the user an opportunity to add variable data to the auxiliary variables. * * input: * - scip : SCIP main data structure * - benders : the Benders' decomposition itself */ #define SCIP_DECL_BENDERSINITPRE(x) SCIP_RETCODE x (SCIP* scip, SCIP_BENDERS* benders) /** presolving deinitialization method of the Benders' decomposition (called after presolving has been finished) * * input: * - scip : SCIP main data structure * - benders : the Benders' decomposition itself */ #define SCIP_DECL_BENDERSEXITPRE(x) SCIP_RETCODE x (SCIP* scip, SCIP_BENDERS* benders) /** solving process initialization method of Benders' decomposition (called when branch and bound process is about to begin) * * This method is called when the presolving was finished and the branch and bound process is about to begin. * The Benders' decomposition may use this call to initialize its branch and bound specific data. * * input: * - scip : SCIP main data structure * - benders : the Benders' decomposition itself */ #define SCIP_DECL_BENDERSINITSOL(x) SCIP_RETCODE x (SCIP* scip, SCIP_BENDERS* benders) /** solving process deinitialization method of Benders' decomposition (called before branch and bound process data is freed) * * This method is called before the branch and bound process is freed. * The Benders' decomposition should use this call to clean up its branch and bound data. * * input: * - scip : SCIP main data structure * - benders : the Benders' decomposition itself */ #define SCIP_DECL_BENDERSEXITSOL(x) SCIP_RETCODE x (SCIP* scip, SCIP_BENDERS* benders) /** the method for creating the Benders' decomposition subproblem. This method is called during the initialisation stage * (after the master problem was transformed). * * @note When the create subproblem callback is invoked, the mapping between the master problem and subproblem * variables must be available. The create subproblem callback is invoked immediately after BENDERSINIT. So, it is * possible to construct the variable mapping within the BENDERSINIT callback. * * This method must register the SCIP instance for the subproblem with the Benders' decomposition core by calling * SCIPaddBendersSubproblem. Typically, the user must create the SCIP instances for the subproblems. These can be * created within a reader or probdata and then registered with the Benders' decomposition core during the call of this * callback. If there are any settings required for solving the subproblems, then they should be set here. However, * some settings will be overridden by the standard solving method included in the Benders' decomposition framework. * If a special solving method is desired, the user can implement the bendersSolvesubXyz callback. In this latter case, * it is possible to provide a NULL pointer to SCIPaddBendersSubproblem. This will ensure that no internal solving * methods available within the Benders' decomposition core are invoked during the solving process. * * If the user defines a subproblem solving method, then in BENDERSCREATESUB, the user must specify whether the * subproblem is convex. This is necessary because the dual solutions from convex problems can be used to generate cuts. * The classical Benders' optimality and feasibility cuts require that the subproblems are convex. If the subproblem is * convex, then the user must call SCIPbendersSetSubproblemIsConvex() * * If the user does NOT implement a subproblem solving method, then the convexity of the problem is determined * internally. * * input: * - scip : SCIP main data structure * - benders : the Benders' decomposition data structure * - probnumber : the subproblem problem number */ #define SCIP_DECL_BENDERSCREATESUB(x) SCIP_RETCODE x (SCIP* scip, SCIP_BENDERS* benders, int probnumber) /** called before the subproblem solving loop for Benders' decomposition. The pre subproblem solve function gives the * user an oppportunity to perform any global set up for the Benders' decomposition. * * input: * - scip : SCIP main data structure * - benders : the Benders' decomposition data structure * - sol : the solution that will be checked in the subproblem. Can be NULL. * - type : the enforcement type that called the Benders' decomposition solve. * - checkint : should the integer subproblems be checked. * - infeasible : flag to return whether the master problem in infeasible with respect to the added cuts * - auxviol : set to TRUE only if the solution is feasible but the aux vars are violated * - skipsolve : flag to return whether the current subproblem solving loop should be skipped * - result : a result to be returned to the Benders' constraint handler if the solve is skipped. If the * solve is not skipped, then the returned result is ignored. * * possible return values for *result (if more than one applies, the first in the list should be used): * - SCIP_DIDNOTRUN : the subproblem was not solved in this iteration. Other decompositions will be checked. * - SCIP_CONSADDED : a constraint has been added to the master problem. No other decompositions will be checked. * - SCIP_SEPARATED : a cut has been added to the master problem. No other decompositions will be checked. * - SCIP_FEASIBLE : feasibility of the solution is reported to SCIP. Other decompositions will be checked. * - SCIP_INFEASIBLE : infeasibility of the solution is reported to SCIP. No other decompositions will be checked. */ #define SCIP_DECL_BENDERSPRESUBSOLVE(x) SCIP_RETCODE x (SCIP* scip, SCIP_BENDERS* benders, SCIP_SOL* sol,\ SCIP_BENDERSENFOTYPE type, SCIP_Bool checkint, SCIP_Bool* infeasible, SCIP_Bool* auxviol, SCIP_Bool* skipsolve,\ SCIP_RESULT* result) /** the solving method for a convex Benders' decomposition subproblem. This call back is provided to solve problems * for which the dual soluitons are used to generate Benders' decomposition cuts. In the classical Benders' * decomposition implementation, this would be an LP. However, it can be any convex problem where the dual solutions * are given by a single vector of reals. * * In the Benders' decomposition subproblem solving process, there are two solving loops. The first is where the convex * subproblems, and the convex relaxations of subproblems, are solved. If no cuts are generated after this solving * loop, then the second loop solves subproblems defined as CIPs. This callback is executed during the FIRST solving * loop only. * * In the classical Benders' decomposition implementation, if the subproblems are all LPs the only the * BENDERSSOLVESUBCONVEX need to be implemented. If the subproblems are MIPs, then it is useful to only implement a * single SCIP instance for the subproblem and then change the variable types of the appropriate variables to * CONTINUOUS for the CONVEX subproblem solve and to INTEGER for the CIP subproblem solve. * * The solving methods are separated so that they can be called in parallel. * * NOTE: The solving methods must be thread safe. * * This method is called from within the execution method. * * input: * - scip : SCIP main data structure * - benders : the Benders' decomposition data structure * - sol : the solution that will be checked in the subproblem. Can be NULL. * - probnumber : the subproblem problem number * - onlyconvexcheck : flag to indicate that only the convex relaxations will be checked in this solving loop. This is * a feature of the Large Neighbourhood Benders' Search * - objective : variable to return the objective function value of the subproblem * - result : the result from solving the subproblem * * possible return values for *result (if more than one applies, the first in the list should be used): * - SCIP_DIDNOTRUN : the subproblem was not solved in this iteration * - SCIP_FEASIBLE : the subproblem is solved and is feasible * - SCIP_INFEASIBLE : the subproblem is solved and is infeasible * - SCIP_UNBOUNDED : the subproblem is solved and is unbounded */ #define SCIP_DECL_BENDERSSOLVESUBCONVEX(x) SCIP_RETCODE x (SCIP* scip, SCIP_BENDERS* benders, SCIP_SOL* sol,\ int probnumber, SCIP_Bool onlyconvexcheck, SCIP_Real* objective, SCIP_RESULT* result) /** the solving method for a Benders' decomposition subproblem as a CIP. This call back is provided to solve problems * for which the dual solutions are not well defined. In this case, the cuts are typically generated from the primal * solution to the CIP. In the classical Benders' decomposition implementation, this would be a MIP. However, it can * be any CIP. * * In the Benders' decomposition subproblem solving process, there are two solving loops. The first is where the convex * subproblems, and the convex relaxations of subproblems, are solved. If no cuts are generated after this solving * loop, then the second loop solves subproblems defined as CIPs. This callback is executed during the SECOND solving * loop only. * * The solving methods are separated so that they can be called in parallel. * * NOTE: The solving methods must be thread safe. * * This method is called from within the execution method. * * input: * - scip : SCIP main data structure * - benders : the Benders' decomposition data structure * - sol : the solution that will be checked in the subproblem. Can be NULL. * - probnumber : the subproblem problem number * - objective : variable to return the objective function value of the subproblem * - result : the result from solving the subproblem * * possible return values for *result (if more than one applies, the first in the list should be used): * - SCIP_DIDNOTRUN : the subproblem was not solved in this iteration * - SCIP_FEASIBLE : the subproblem is solved and is feasible * - SCIP_INFEASIBLE : the subproblem is solved and is infeasible * - SCIP_UNBOUNDED : the subproblem is solved and is unbounded */ #define SCIP_DECL_BENDERSSOLVESUB(x) SCIP_RETCODE x (SCIP* scip, SCIP_BENDERS* benders, SCIP_SOL* sol, int probnumber,\ SCIP_Real* objective, SCIP_RESULT* result) /** the post-solve method for Benders' decomposition. The post-solve method is called after the subproblems have * been solved but before they have been freed. After the solving of the Benders' decomposition subproblems, the * subproblem solving data is freed in the SCIP_DECL_BENDERSFREESUB callback. However, it is not necessary to implement * SCIP_DECL_BENDERSFREESUB. * * If SCIP_DECL_BENDERSFREESUB is not implemented, then the Benders' decomposition framework will perform a default * freeing of the subproblems. If a subproblem is an LP, then they will be in probing mode for the subproblem * solve. So the freeing process involves ending the probing mode. If the subproblem is a MIP, then the subproblem is * solved by calling SCIPsolve. As such, the transformed problem must be freed after each subproblem solve. * * This callback provides the opportunity for the user to clean up any data structures that should not exist beyond the current * iteration. * The user has full access to the master and subproblems in this callback. So it is possible to construct solution for * the master problem in the method. * Additionally, if there are any subproblems that are infeasibility and this can not be resolved, then the it is * possible to merge these subproblems into the master problem. The subproblem indices are given in the mergecands * array. The merging can be perform by a user defined function or by calling SCIPmergeBendersSubproblemIntoMaster. If a * subproblem was merged into the master problem, then the merged flag must be set to TRUE. * * input: * - scip : SCIP main data structure * - benders : the Benders' decomposition data structure * - sol : the solution that was checked by solving the subproblems. Can be NULL. * - type : the enforcement type that called the Benders' decomposition solve. * - mergecands : the subproblems that are candidates for merging into the master problem, the first * npriomergecands are the priority candidates (they should be merged). The remaining * (nmergecands - npriomergecands) are subproblems that could be merged if desired. * - npriomergecands : the number of priority merge candidates. * - nmergecands : the total number of subproblems that are candidates for merging into the master problem * - checkint : should the integer subproblems be checked. * - infeasible : indicates whether at least one subproblem is infeasible * - merged : flag to indicate whether a subproblem was merged into the master problem. */ #define SCIP_DECL_BENDERSPOSTSOLVE(x) SCIP_RETCODE x (SCIP* scip, SCIP_BENDERS* benders, SCIP_SOL* sol,\ SCIP_BENDERSENFOTYPE type, int* mergecands, int npriomergecands, int nmergecands, SCIP_Bool checkint,\ SCIP_Bool infeasible, SCIP_Bool* merged) /** frees the subproblem so that it can be resolved in the next iteration. As stated above, it is not necessary to * implement this callback. If the callback is implemented, the subproblems should be freed by calling * SCIPfreeTransform(). However, if the subproblems are LPs, then it could be more efficient to put the subproblem * into probing mode prior to solving and then exiting the probing mode during the callback. To put the subproblem into * probing mode, the subproblem must be in SCIP_STAGE_SOLVING. This can be achieved by using eventhandlers. * * If SCIP_DECL_BENDERSFREESUB is not implemented, then the Benders' decomposition framework will perform a default * freeing of the subproblems. If a subproblem is an LP, then they will be in probing mode for the subproblem * solve. So the freeing process involves ending the probing mode. If the subproblem is a MIP, then the subproblem is * solved by calling SCIPsolve. As such, the transformed problem must be freed after each subproblem solve. * * NOTE: The freeing methods must be thread safe. * * input: * - scip : SCIP main data structure * - benders : the Benders' decomposition data structure * - probnumber : the subproblem problem number */ #define SCIP_DECL_BENDERSFREESUB(x) SCIP_RETCODE x (SCIP* scip, SCIP_BENDERS* benders, int probnumber) /** the variable mapping from the subproblem to the master problem. It is neccessary to have a mapping between every * master problem variable and its counterpart in the subproblem. This mapping must go both ways: from master to sub * and sub to master. * * This method is called when generating the cuts. The cuts are generated by using the solution to the subproblem to * eliminate a solution to the master problem. * * input: * - scip : SCIP main data structure * - benders : the Benders' decomposition structure * - var : the variable for which the corresponding variable in the master or subproblem is required * - mappedvar : pointer to store the variable that is mapped to var * - probnumber : the number of the subproblem that the desired variable belongs to, -1 for the master problem */ #define SCIP_DECL_BENDERSGETVAR(x) SCIP_RETCODE x (SCIP* scip, SCIP_BENDERS* benders, SCIP_VAR* var,\ SCIP_VAR** mappedvar, int probnumber) #ifdef __cplusplus } #endif #endif