/* * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * */ /* */ /* 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 cuts.h * @ingroup PUBLICCOREAPI * @brief methods for the aggregation rows * @author Jakob Witzig * @author Leona Gottwald * */ /*---+----1----+----2----+----3----+----4----+----5----+----6----+----7----+----8----+----9----+----0----+----1----+----2*/ #ifndef __SCIP_CUTS_H__ #define __SCIP_CUTS_H__ #include "scip/def.h" #include "scip/struct_cuts.h" #include "scip/type_cuts.h" #include "scip/type_lp.h" #include "scip/type_misc.h" #include "scip/type_retcode.h" #include "scip/type_scip.h" #include "scip/type_sol.h" #include "scip/type_var.h" #ifdef __cplusplus extern "C" { #endif /**@addtogroup PublicCutMethods * * @{ */ /** perform activity based coefficient tigthening on the given cut; returns TRUE if the cut was detected * to be redundant due to acitvity bounds */ SCIP_EXPORT SCIP_Bool SCIPcutsTightenCoefficients( SCIP* scip, /**< SCIP data structure */ SCIP_Bool cutislocal, /**< is the cut local? */ SCIP_Real* cutcoefs, /**< array of the non-zero coefficients in the cut */ SCIP_Real* cutrhs, /**< the right hand side of the cut */ int* cutinds, /**< array of the problem indices of variables with a non-zero coefficient in the cut */ int* cutnnz, /**< the number of non-zeros in the cut */ int* nchgcoefs /**< number of changed coefficients */ ); /** create an empty the aggregation row */ SCIP_EXPORT SCIP_RETCODE SCIPaggrRowCreate( SCIP* scip, /**< SCIP data structure */ SCIP_AGGRROW** aggrrow /**< pointer to return the aggregation row */ ); /** free a the aggregation row */ SCIP_EXPORT void SCIPaggrRowFree( SCIP* scip, /**< SCIP data structure */ SCIP_AGGRROW** aggrrow /**< pointer to the aggregation row that should be freed */ ); /** output aggregation row to file stream */ SCIP_EXPORT void SCIPaggrRowPrint( SCIP* scip, /**< SCIP data structure */ SCIP_AGGRROW* aggrrow, /**< pointer to return aggregation row */ FILE* file /**< output file (or NULL for standard output) */ ); /** copy the aggregation row */ SCIP_EXPORT SCIP_RETCODE SCIPaggrRowCopy( SCIP* scip, /**< SCIP data structure */ SCIP_AGGRROW** aggrrow, /**< pointer to return the aggregation row */ SCIP_AGGRROW* source /**< source the aggregation row */ ); /** add weighted row to the aggregation row */ SCIP_EXPORT SCIP_RETCODE SCIPaggrRowAddRow( SCIP* scip, /**< SCIP data structure */ SCIP_AGGRROW* aggrrow, /**< the aggregation row */ SCIP_ROW* row, /**< row to add to the aggregation row */ SCIP_Real weight, /**< scale for adding given row to the aggregation row */ int sidetype /**< specify row side type (-1 = lhs, 0 = automatic, 1 = rhs) */ ); /** Removes a given variable @p var from position @p pos the aggregation row and updates the right-hand side according * to sign of the coefficient, i.e., rhs -= coef * bound, where bound = lb if coef >= 0 and bound = ub, otherwise. * * @note: The choice of global or local bounds depend on the validity (global or local) of the aggregation row. * * @note: The list of non-zero indices will be updated by swapping the last non-zero index to @p pos. */ SCIP_EXPORT void SCIPaggrRowCancelVarWithBound( SCIP* scip, /**< SCIP data structure */ SCIP_AGGRROW* aggrrow, /**< the aggregation row */ SCIP_VAR* var, /**< variable that should be removed */ int pos, /**< position of the variable in the aggregation row */ SCIP_Bool* valid /**< pointer to return whether the aggregation row is still valid */ ); /** add the objective function with right-hand side @p rhs and scaled by @p scale to the aggregation row */ SCIP_EXPORT SCIP_RETCODE SCIPaggrRowAddObjectiveFunction( SCIP* scip, /**< SCIP data structure */ SCIP_AGGRROW* aggrrow, /**< the aggregation row */ SCIP_Real rhs, /**< right-hand side of the artificial row */ SCIP_Real scale /**< scalar */ ); /** add weighted constraint to the aggregation row */ SCIP_EXPORT SCIP_RETCODE SCIPaggrRowAddCustomCons( SCIP* scip, /**< SCIP data structure */ SCIP_AGGRROW* aggrrow, /**< the aggregation row */ int* inds, /**< variable problem indices in constraint to add to the aggregation row */ SCIP_Real* vals, /**< values of constraint to add to the aggregation row */ int len, /**< length of constraint to add to the aggregation row */ SCIP_Real rhs, /**< right hand side of constraint to add to the aggregation row */ SCIP_Real weight, /**< (positive) scale for adding given constraint to the aggregation row */ int rank, /**< rank to use for given constraint */ SCIP_Bool local /**< is constraint only valid locally */ ); /** calculates the efficacy norm of the given aggregation row, which depends on the "separating/efficacynorm" parameter * * @return the efficacy norm of the given aggregation row, which depends on the "separating/efficacynorm" parameter */ SCIP_EXPORT SCIP_Real SCIPaggrRowCalcEfficacyNorm( SCIP* scip, /**< SCIP data structure */ SCIP_AGGRROW* aggrrow /**< the aggregation row */ ); /** clear all entries in the aggregation row but do not free the internal memory */ SCIP_EXPORT void SCIPaggrRowClear( SCIP_AGGRROW* aggrrow /**< the aggregation row */ ); /** aggregate rows using the given weights; the current content of the aggregation * row, \p aggrrow, gets overwritten */ SCIP_EXPORT SCIP_RETCODE SCIPaggrRowSumRows( SCIP* scip, /**< SCIP data structure */ SCIP_AGGRROW* aggrrow, /**< the aggregation row */ SCIP_Real* weights, /**< row weights in row summation */ int* rowinds, /**< array to store indices of non-zero entries of the weights array, or NULL */ int nrowinds, /**< number of non-zero entries in weights array, -1 if rowinds is NULL */ SCIP_Bool sidetypebasis, /**< choose sidetypes of row (lhs/rhs) based on basis information? */ SCIP_Bool allowlocal, /**< should local rows be used? */ int negslack, /**< should negative slack variables be used? (0: no, 1: only for integral rows, 2: yes) */ int maxaggrlen, /**< maximal number of non-zeros in the aggregation row */ SCIP_Bool* valid /**< is the aggregation valid */ ); /** removes all (close enough to) zero entries in the aggregation row */ SCIP_EXPORT void SCIPaggrRowRemoveZeros( SCIP* scip, /**< SCIP datastructure */ SCIP_AGGRROW* aggrrow, /**< the aggregation row */ SCIP_Bool useglbbounds, /**< consider global bound although the cut is local? */ SCIP_Bool* valid /**< pointer to return whether the aggregation row is still valid */ ); /** get array with lp positions of aggregated rows */ SCIP_EXPORT int* SCIPaggrRowGetRowInds( SCIP_AGGRROW* aggrrow /**< the aggregation row */ ); /** get array with weights of aggregated rows */ SCIP_EXPORT SCIP_Real* SCIPaggrRowGetRowWeights( SCIP_AGGRROW* aggrrow /**< the aggregation row */ ); /** checks whether a given row has been added to the aggregation row */ SCIP_EXPORT SCIP_Bool SCIPaggrRowHasRowBeenAdded( SCIP_AGGRROW* aggrrow, /**< the aggregation row */ SCIP_ROW* row /**< row for which it is checked whether it has been added to the aggregation */ ); /** gets the min and max absolute value of the weights used to aggregate the rows; * must not be called for empty aggregation rows */ SCIP_EXPORT void SCIPaggrRowGetAbsWeightRange( SCIP_AGGRROW* aggrrow, /**< the aggregation row */ SCIP_Real* minabsrowweight, /**< pointer to store smallest absolute value of weights used for aggregating rows */ SCIP_Real* maxabsrowweight /**< pointer to store largest absolute value of weights used for aggregating rows */ ); /** gets the array of corresponding variable problem indices for each non-zero in the aggregation row */ SCIP_EXPORT int* SCIPaggrRowGetInds( SCIP_AGGRROW* aggrrow ); /** gets the number of non-zeros in the aggregation row */ SCIP_EXPORT int SCIPaggrRowGetNNz( SCIP_AGGRROW* aggrrow /**< the aggregation row */ ); /** gets the non-zero value for the given non-zero index */ static INLINE SCIP_Real SCIPaggrRowGetValue( SCIP_AGGRROW* aggrrow, /**< the aggregation row */ int i /**< non-zero index; must be between 0 and SCIPaggrRowGetNNz(aggrrow) - 1 */ ) { SCIP_Real QUAD(val); QUAD_ARRAY_LOAD(val, aggrrow->vals, aggrrow->inds[i]); return QUAD_TO_DBL(val); } /** gets the non-zero value for the given problem index of a variable */ static INLINE SCIP_Real SCIPaggrRowGetProbvarValue( SCIP_AGGRROW* aggrrow, /**< the aggregation row */ int probindex /**< problem index of variable; must be between 0 and SCIPgetNVars(scip) - 1 */ ) { SCIP_Real QUAD(val); QUAD_ARRAY_LOAD(val, aggrrow->vals, probindex); return QUAD_TO_DBL(val); } /** gets the rank of the aggregation row */ SCIP_EXPORT int SCIPaggrRowGetRank( SCIP_AGGRROW* aggrrow /**< the aggregation row */ ); /** checks if the aggregation row is only valid locally */ SCIP_EXPORT SCIP_Bool SCIPaggrRowIsLocal( SCIP_AGGRROW* aggrrow /**< the aggregation row */ ); /** gets the right hand side of the aggregation row */ SCIP_EXPORT SCIP_Real SCIPaggrRowGetRhs( SCIP_AGGRROW* aggrrow /**< the aggregation row */ ); /** gets the number of row aggregations */ SCIP_EXPORT int SCIPaggrRowGetNRows( SCIP_AGGRROW* aggrrow /**< aggregation row */ ); /** perform a cut selection algorithm for the given array of cuts; the array is partitioned * so that the selected cuts come first and the remaining ones are at the end of the array */ SCIP_EXPORT SCIP_RETCODE SCIPselectCuts( SCIP* scip, /**< SCIP data structure */ SCIP_ROW** cuts, /**< array with cuts to perform selection algorithm */ SCIP_RANDNUMGEN* randnumgen, /**< random number generator for tie-breaking, or NULL */ SCIP_Real goodscorefac, /**< factor of best score among the given cuts to consider a cut good * and filter with less strict settings of the maximum parallelism */ SCIP_Real badscorefac, /**< factor of best score among the given cuts to consider a cut bad * and discard it regardless of its parallelism to other cuts */ SCIP_Real goodmaxparall, /**< maximum parallelism for good cuts */ SCIP_Real maxparall, /**< maximum parallelism for non-good cuts */ SCIP_Real dircutoffdistweight,/**< weight of directed cutoff distance in score calculation */ SCIP_Real efficacyweight, /**< weight of efficacy (shortest cutoff distance) in score calculation */ SCIP_Real objparalweight, /**< weight of objective parallelism in score calculation */ SCIP_Real intsupportweight, /**< weight of integral support in score calculation */ int ncuts, /**< number of cuts in given array */ int nforcedcuts, /**< number of forced cuts at start of given array */ int maxselectedcuts, /**< maximal number of cuts to select */ int* nselectedcuts /**< pointer to return number of selected cuts */ ); /** calculates an MIR cut out of the weighted sum of LP rows given by an aggregation row; the * aggregation row must not contain non-zero weights for modifiable rows, because these rows cannot * participate in an MIR cut. * * @return \ref SCIP_OKAY is returned if everything worked. Otherwise a suitable error code is passed. See \ref * SCIP_Retcode "SCIP_RETCODE" for a complete list of error codes. * * @pre This method can be called if @p scip is in one of the following stages: * - \ref SCIP_STAGE_SOLVING * * See \ref SCIP_Stage "SCIP_STAGE" for a complete list of all possible solving stages. */ SCIP_EXPORT SCIP_RETCODE SCIPcalcMIR( SCIP* scip, /**< SCIP data structure */ SCIP_SOL* sol, /**< the solution that should be separated, or NULL for LP solution */ SCIP_Bool postprocess, /**< apply a post-processing step to the resulting cut? */ SCIP_Real boundswitch, /**< fraction of domain up to which lower bound is used in transformation */ SCIP_Bool usevbds, /**< should variable bounds be used in bound transformation? */ SCIP_Bool allowlocal, /**< should local information allowed to be used, resulting in a local cut? */ SCIP_Bool fixintegralrhs, /**< should complementation tried to be adjusted such that rhs gets fractional? */ int* boundsfortrans, /**< bounds that should be used for transformed variables: vlb_idx/vub_idx, * -1 for global lb/ub, -2 for local lb/ub, or -3 for using closest bound; * NULL for using closest bound for all variables */ SCIP_BOUNDTYPE* boundtypesfortrans, /**< type of bounds that should be used for transformed variables; * NULL for using closest bound for all variables */ SCIP_Real minfrac, /**< minimal fractionality of rhs to produce MIR cut for */ SCIP_Real maxfrac, /**< maximal fractionality of rhs to produce MIR cut for */ SCIP_Real scale, /**< additional scaling factor multiplied to the aggrrow; must be positive */ SCIP_AGGRROW* aggrrow, /**< the aggregation row to compute an MIR cut for */ SCIP_Real* cutcoefs, /**< array to store the non-zero coefficients in the cut */ SCIP_Real* cutrhs, /**< pointer to store the right hand side of the cut */ int* cutinds, /**< array to store the problem indices of variables with a non-zero coefficient in the cut */ int* cutnnz, /**< pointer to store the number of non-zeros in the cut */ SCIP_Real* cutefficacy, /**< pointer to store the efficacy of the cut, or NULL */ int* cutrank, /**< pointer to return rank of generated cut */ SCIP_Bool* cutislocal, /**< pointer to store whether the generated cut is only valid locally */ SCIP_Bool* success /**< pointer to store whether the returned coefficients are a valid MIR cut */ ); /** calculates an MIR cut out of the weighted sum of LP rows given by an aggregation row; the * aggregation row must not contain non-zero weights for modifiable rows, because these rows cannot * participate in an MIR cut. The function uses a cut generation heuristic which tries different scaling * factors and complementations of the variables to improve the cut's efficacy. * For further details we refer to: * * Marchand, H., & Wolsey, L. A. (2001). Aggregation and mixed integer rounding to solve MIPs. * Operations research, 49(3), 363-371. * * @return \ref SCIP_OKAY is returned if everything worked. Otherwise a suitable error code is passed. See \ref * SCIP_Retcode "SCIP_RETCODE" for a complete list of error codes. * * @pre This method can be called if @p scip is in one of the following stages: * - \ref SCIP_STAGE_SOLVING * * See \ref SCIP_Stage "SCIP_STAGE" for a complete list of all possible solving stages. */ SCIP_EXPORT SCIP_RETCODE SCIPcutGenerationHeuristicCMIR( SCIP* scip, /**< SCIP data structure */ SCIP_SOL* sol, /**< the solution that should be separated, or NULL for LP solution */ SCIP_Bool postprocess, /**< apply a post-processing step to the resulting cut? */ SCIP_Real boundswitch, /**< fraction of domain up to which lower bound is used in transformation */ SCIP_Bool usevbds, /**< should variable bounds be used in bound transformation? */ SCIP_Bool allowlocal, /**< should local information allowed to be used, resulting in a local cut? */ int maxtestdelta, /**< maximum number of deltas to test */ int* boundsfortrans, /**< bounds that should be used for transformed variables: vlb_idx/vub_idx, * -1 for global lb/ub, -2 for local lb/ub, or -3 for using closest bound; * NULL for using closest bound for all variables */ SCIP_BOUNDTYPE* boundtypesfortrans, /**< type of bounds that should be used for transformed variables; * NULL for using closest bound for all variables */ SCIP_Real minfrac, /**< minimal fractionality of rhs to produce MIR cut for */ SCIP_Real maxfrac, /**< maximal fractionality of rhs to produce MIR cut for */ SCIP_AGGRROW* aggrrow, /**< the aggregation row to compute MIR cut for */ SCIP_Real* cutcoefs, /**< array to store the non-zero coefficients in the cut */ SCIP_Real* cutrhs, /**< pointer to store the right hand side of the cut */ int* cutinds, /**< array to store the problem indices of variables with a non-zero coefficient in the cut */ int* cutnnz, /**< pointer to store the number of non-zeros in the cut */ SCIP_Real* cutefficacy, /**< pointer to store efficacy of best cut; only cuts that are strictly better than the value of * this efficacy on input to this function are returned */ int* cutrank, /**< pointer to return rank of generated cut */ SCIP_Bool* cutislocal, /**< pointer to store whether the generated cut is only valid locally */ SCIP_Bool* success /**< pointer to store whether a valid and efficacious cut was returned */ ); /** calculates a lifted simple generalized flow cover cut out of the weighted sum of LP rows given by an aggregation row; the * aggregation row must not contain non-zero weights for modifiable rows, because these rows cannot * participate in an MIR cut. * For further details we refer to: * * Gu, Z., Nemhauser, G. L., & Savelsbergh, M. W. (1999). Lifted flow cover inequalities for mixed 0-1 integer programs. * Mathematical Programming, 85(3), 439-467. * * @return \ref SCIP_OKAY is returned if everything worked. Otherwise a suitable error code is passed. See \ref * SCIP_Retcode "SCIP_RETCODE" for a complete list of error codes. * * @pre This method can be called if @p scip is in one of the following stages: * - \ref SCIP_STAGE_SOLVING * * See \ref SCIP_Stage "SCIP_STAGE" for a complete list of all possible solving stages. */ SCIP_EXPORT SCIP_RETCODE SCIPcalcFlowCover( SCIP* scip, /**< SCIP data structure */ SCIP_SOL* sol, /**< the solution that should be separated, or NULL for LP solution */ SCIP_Bool postprocess, /**< apply a post-processing step to the resulting cut? */ SCIP_Real boundswitch, /**< fraction of domain up to which lower bound is used in transformation */ SCIP_Bool allowlocal, /**< should local information allowed to be used, resulting in a local cut? */ SCIP_AGGRROW* aggrrow, /**< the aggregation row to compute flow cover cut for */ SCIP_Real* cutcoefs, /**< array to store the non-zero coefficients in the cut */ SCIP_Real* cutrhs, /**< pointer to store the right hand side of the cut */ int* cutinds, /**< array to store the problem indices of variables with a non-zero coefficient in the cut */ int* cutnnz, /**< pointer to store the number of non-zeros in the cut */ SCIP_Real* cutefficacy, /**< pointer to store the efficacy of the cut, or NULL */ int* cutrank, /**< pointer to return rank of generated cut */ SCIP_Bool* cutislocal, /**< pointer to store whether the generated cut is only valid locally */ SCIP_Bool* success /**< pointer to store whether a valid cut was returned */ ); /** calculates a strong CG cut out of the weighted sum of LP rows given by an aggregation row; the * aggregation row must not contain non-zero weights for modifiable rows, because these rows cannot * participate in a strongcg cut * * @return \ref SCIP_OKAY is returned if everything worked. Otherwise a suitable error code is passed. See \ref * SCIP_Retcode "SCIP_RETCODE" for a complete list of error codes. * * @pre This method can be called if @p scip is in one of the following stages: * - \ref SCIP_STAGE_SOLVING * * See \ref SCIP_Stage "SCIP_STAGE" for a complete list of all possible solving stages. */ SCIP_EXPORT SCIP_RETCODE SCIPcalcStrongCG( SCIP* scip, /**< SCIP data structure */ SCIP_SOL* sol, /**< the solution that should be separated, or NULL for LP solution */ SCIP_Bool postprocess, /**< apply a post-processing step to the resulting cut? */ SCIP_Real boundswitch, /**< fraction of domain up to which lower bound is used in transformation */ SCIP_Bool usevbds, /**< should variable bounds be used in bound transformation? */ SCIP_Bool allowlocal, /**< should local information allowed to be used, resulting in a local cut? */ SCIP_Real minfrac, /**< minimal fractionality of rhs to produce strong CG cut for */ SCIP_Real maxfrac, /**< maximal fractionality of rhs to produce strong CG cut for */ SCIP_Real scale, /**< additional scaling factor multiplied to all rows */ SCIP_AGGRROW* aggrrow, /**< the aggregation row to compute a strong CG cut for */ SCIP_Real* cutcoefs, /**< array to store the non-zero coefficients in the cut */ SCIP_Real* cutrhs, /**< pointer to store the right hand side of the cut */ int* cutinds, /**< array to store the problem indices of variables with a non-zero coefficient in the cut */ int* cutnnz, /**< pointer to store the number of non-zeros in the cut */ SCIP_Real* cutefficacy, /**< pointer to store the efficacy of the cut, or NULL */ int* cutrank, /**< pointer to return rank of generated cut */ SCIP_Bool* cutislocal, /**< pointer to store whether the generated cut is only valid locally */ SCIP_Bool* success /**< pointer to store whether a valid cut was returned */ ); /** @} */ #ifdef __cplusplus } #endif #endif