/* * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * */ /* */ /* 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 presol_tworowbnd.h * @ingroup DEFPLUGINS_PRESOL * @brief do bound tightening by using two rows * @author Dieter Weninger * @author Patrick Gemander * * Perform bound tightening on two inequalities with some common variables. * Two possible methods are being used. * * 1. LP-bound * Let two constraints be given: * \f{eqnarray*}{ * A_{iR} x_R + A_{iS} x_S \geq b_i\\ * A_{kR} x_R + A_{kT} x_T \geq b_k * \f} * with \f$N\f$ the set of variable indexes, \f$R \subseteq N\f$, \f$S \subseteq N\f$, \f$T \subseteq N\f$, * \f$R \cap S = \emptyset\f$, \f$R \cap T = \emptyset\f$, \f$S \cap T = \emptyset\f$ and row indices \f$i \not= k\f$. * * Let \f$\ell\f$ and \f$u\f$ be bound vectors for x and solve the following two LPs * \f{eqnarray*}{ * L = \min \{ A_{kR} x_R : A_{iR} x_R + A_{iS} x_S \geq b_i, \ell \leq x \leq u \}\\ * U = \max \{ A_{kR} x_R : A_{iR} x_R + A_{iS} x_S \geq b_i, \ell \leq x \leq u \} * \f} * and use \f$L\f$ and \f$U\f$ for getting bounds on \f$x_T\f$. * * If \f$L + \mbox{infimum}(A_{kT}x_T) \geq b_k\f$, then the second constraint above is redundant. * * 2. ConvComb with clique-extension * Given two constraints * \f{eqnarray*}{ * A_{i\cdot} x \geq b_i \\ * A_{k\cdot} x \geq b_k \\ * \ell \leq x \leq u \\ * \f} * this method determines promising values for \f$\lambda \in (0,1)\f$ and * applies feasibility-based bound tightening to the convex combinations * * \f$(\lambda A_{i\cdot} + (1 - \lambda) A_{k\cdot}) x \geq \lambda b_i + (1 - \lambda) b_k\f$. * * Additionally, cliques drawn from the SCIPcliqueTable are used * to further strengthen the above bound tightening. Full details can be found in * - Belotti P. "Bound reduction using pairs of linear inequalities" * - Chen W. et. al "Two-row and two-column mixed-integer presolve using hashing-based pairing methods" */ /*---+----1----+----2----+----3----+----4----+----5----+----6----+----7----+----8----+----9----+----0----+----1----+----2*/ #ifndef __SCIP_PRESOL_TWOROWBND_H__ #define __SCIP_PRESOL_TWOROWBND_H__ #include "scip/def.h" #include "scip/type_retcode.h" #include "scip/type_scip.h" #ifdef __cplusplus extern "C" { #endif /** creates the tworowbnd presolver and includes it in SCIP * * @ingroup PresolverIncludes */ SCIP_EXPORT SCIP_RETCODE SCIPincludePresolTworowbnd( SCIP* scip /**< SCIP data structure */ ); #ifdef __cplusplus } #endif #endif