Detailed Description

CONOPT NLP interface.

Author: Ksenia Bestuzheva

NLP interface for the CONOPT solver.

This file can only be compiled if CONOPT is available. Otherwise, to resolve public functions, use nlpi_conopt_dummy.c.

Definition in file nlpi_conopt.c.

#include "scip/nlpi_conopt.h"
#include "scip/nlpioracle.h"
#include "scip/scip_mem.h"
#include "scip/scip_numerics.h"
#include "scip/scip_nlp.h"
#include "scip/scip_nlpi.h"
#include "scip/scip_randnumgen.h"
#include "scip/pub_misc.h"
#include "scip/pub_message.h"
#include "scip/type_clock.h"
#include "scip/scip_general.h"
#include "scip/scip_message.h"
#include "scip/scip_timing.h"
#include "conopt.h"

Go to the source code of this file.

Data Structures
struct	SCIP_NlpiProblem

Macros
#define	NLPI_NAME "conopt"
#define	NLPI_DESC "CONOPT interface"
#define	NLPI_PRIORITY 2000
#define	DEFAULT_RANDSEED 107
#define	MAXPERTURB 0.01
#define	nlpiGetSolverPointerConopt NULL
#define	nlpiGetProblemPointerConopt NULL
#define	STR_HELPER(x)
#define	STR(x)

Functions
static int COI_CALLCONV	Solution (const double XVAL[], const double XMAR[], const int XBAS[], const int XSTA[], const double YVAL[], const double YMAR[], const int YBAS[], const int YSTA[], int NUMVAR, int NUMCON, void *USRMEM)
static int COI_CALLCONV	ReadMatrix (double LOWER[], double CURR[], double UPPER[], int VSTA[], int TYPE[], double RHS[], int ESTA[], int COLSTA[], int ROWNO[], double VALUE[], int NLFLAG[], int NUMVAR, int NUMCON, int NUMNZ, void *USRMEM)
static int COI_CALLCONV	Message (int SMSG, int DMSG, int NMSG, char MSGV[], void USRMEM)
static int COI_CALLCONV	ErrMsg (int ROWNO, int COLNO, int POSNO, const char MSG, void USRMEM)
static int COI_CALLCONV	Status (int MODSTA, int SOLSTA, int ITER, double OBJVAL, void *USRMEM)
static int COI_CALLCONV	FDEval (const double X[], double G, double JAC[], int ROWNO, const int JACNUM[], int MODE, int IGNERR, int ERRCNT, int NUMVAR, int NUMJAC, int THREAD, void *USRMEM)
static int COI_CALLCONV	Option (int NCALL, double RVAL, int IVAL, int LVAL, char NAME, void *USRMEM)
static int COI_CALLCONV	LagrStr (int HSRW[], int HSCL[], int NODRV, int NUMVAR, int NUMCON, int NHESS, void USRMEM)
static int COI_CALLCONV	LagrVal (const double X[], const double U[], const int HSRW[], const int HSCL[], double HSVL[], int NODRV, int NUMVAR, int NUMCON, int NHESS, void USRMEM)
static void	invalidateSolution (SCIP_NLPIPROBLEM *problem)
static SCIP_RETCODE	initConopt (SCIP scip, SCIP_NLPIDATA data, SCIP_NLPIPROBLEM *problem)
static void	handleConoptParam (SCIP_NLPIPROBLEM *problem, const SCIP_NLPPARAM param)
static	SCIP_DECL_NLPICOPY (nlpiCopyConopt)
static	SCIP_DECL_NLPIFREE (nlpiFreeConopt)
static	SCIP_DECL_NLPICREATEPROBLEM (nlpiCreateProblemConopt)
static	SCIP_DECL_NLPIFREEPROBLEM (nlpiFreeProblemConopt)
static	SCIP_DECL_NLPIADDVARS (nlpiAddVarsConopt)
static	SCIP_DECL_NLPIADDCONSTRAINTS (nlpiAddConstraintsConopt)
static	SCIP_DECL_NLPISETOBJECTIVE (nlpiSetObjectiveConopt)
static	SCIP_DECL_NLPICHGVARBOUNDS (nlpiChgVarBoundsConopt)
static	SCIP_DECL_NLPICHGCONSSIDES (nlpiChgConsSidesConopt)
static	SCIP_DECL_NLPIDELVARSET (nlpiDelVarSetConopt)
static	SCIP_DECL_NLPIDELCONSSET (nlpiDelConstraintSetConopt)
static	SCIP_DECL_NLPICHGLINEARCOEFS (nlpiChgLinearCoefsConopt)
static	SCIP_DECL_NLPICHGEXPR (nlpiChgExprConopt)
static	SCIP_DECL_NLPICHGOBJCONSTANT (nlpiChgObjConstantConopt)
static	SCIP_DECL_NLPISETINITIALGUESS (nlpiSetInitialGuessConopt)
static	SCIP_DECL_NLPISOLVE (nlpiSolveConopt)
static	SCIP_DECL_NLPIGETSOLSTAT (nlpiGetSolstatConopt)
static	SCIP_DECL_NLPIGETTERMSTAT (nlpiGetTermstatConopt)
static	SCIP_DECL_NLPIGETSOLUTION (nlpiGetSolutionConopt)
static	SCIP_DECL_NLPIGETSTATISTICS (nlpiGetStatisticsConopt)
SCIP_RETCODE	SCIPincludeNlpSolverConopt (SCIP *scip)
void	SCIPsetLicenseConopt (SCIP_NLPI nlpi, int integer_1, int integer_2, int integer_3, const char text)
const char *	SCIPgetSolverNameConopt (void)
const char *	SCIPgetSolverDescConopt (void)
SCIP_Bool	SCIPisConoptAvailableConopt (void)

Macro Definition Documentation

◆ NLPI_NAME

#define NLPI_NAME "conopt"

short concise name of solver

Definition at line 55 of file nlpi_conopt.c.

◆ NLPI_DESC

#define NLPI_DESC "CONOPT interface"

description of solver

Definition at line 56 of file nlpi_conopt.c.

◆ NLPI_PRIORITY

#define NLPI_PRIORITY 2000

priority of NLP solver

Definition at line 57 of file nlpi_conopt.c.

◆ DEFAULT_RANDSEED

#define DEFAULT_RANDSEED 107

initial random seed

Definition at line 59 of file nlpi_conopt.c.

◆ MAXPERTURB

#define MAXPERTURB 0.01

maximal perturbation of bounds in starting point heuristic

Definition at line 60 of file nlpi_conopt.c.

Referenced by ensureStartingPoint(), ReadMatrix(), SCIP_DECL_NLPISOLVE(), and setupStart().

◆ nlpiGetSolverPointerConopt

#define nlpiGetSolverPointerConopt NULL

Definition at line 1063 of file nlpi_conopt.c.

Referenced by SCIPincludeNlpSolverConopt().

◆ nlpiGetProblemPointerConopt

#define nlpiGetProblemPointerConopt NULL

Definition at line 1141 of file nlpi_conopt.c.

Referenced by SCIPincludeNlpSolverConopt().

◆ STR_HELPER

#define STR_HELPER ( x )

Value:

#x

Definition at line 1559 of file nlpi_conopt.c.

◆ STR

#define STR ( x )

Value:

STR_HELPER(x)

x

SCIP_VAR ** x

Definition circlepacking.c:63

STR_HELPER

#define STR_HELPER(x)

Definition nlpi_conopt.c:1559

Definition at line 1560 of file nlpi_conopt.c.

Referenced by SCIPgetSolverNameConopt().

Function Documentation

◆ Solution()

int COI_CALLCONV Solution	(	const double	XVAL[],
		const double	XMAR[],
		const int	XBAS[],
		const int	XSTA[],
		const double	YVAL[],
		const double	YMAR[],
		const int	YBAS[],
		const int	YSTA[],
		int	NUMVAR,
		int	NUMCON,
		void *	USRMEM )

static

Implementations of CONOPT callbacks CONOPT callback to pass solution back to SCIP

The dual values are multiplied by -1, since CONOPT's definition of marginal values is 'by how much the objective increases if we increase the constraint side by +eps', which, for minimisation problems (which is always the case here), is the negative of what SCIP expects.

Parameters

XVAL	solution values of the variables (provided by CONOPT)
XMAR	marginal values (provided by CONOPT)
XBAS	basis indicators for the variables (provided by CONOPT)
XSTA	status values for the variables (provided by CONOPT)
YVAL	values of the left hand sides of all rows in the optimal solution (provided by CONOPT)
YMAR	marginal values corresponding to rows (provided by CONOPT)
YBAS	basis indicators for the rows or constraints (provided by CONOPT)
YSTA	status values for the rows or constraints (provided by CONOPT)
NUMVAR	number of variables (provided by CONOPT)
NUMCON	number of constraints (provided by CONOPT)
USRMEM	user memory pointer (i.e. pointer to SCIP_NLPIPROBLEM)

Definition at line 123 of file nlpi_conopt.c.

Referenced by initConopt().

◆ ReadMatrix()

int COI_CALLCONV ReadMatrix	(	double	LOWER[],
		double	CURR[],
		double	UPPER[],
		int	VSTA[],
		int	TYPE[],
		double	RHS[],
		int	ESTA[],
		int	COLSTA[],
		int	ROWNO[],
		double	VALUE[],
		int	NLFLAG[],
		int	NUMVAR,
		int	NUMCON,
		int	NUMNZ,
		void *	USRMEM )

static

CONOPT callback to pass variable bounds, constraint types and sides and Jacobian structure and constant values to CONOPT

Parameters

LOWER	lower bounds on the variables (set to CONOPT's minus infinity before callback is issued
CURR	initial values of the variables (set to zero before callback is issued
UPPER	upper bounds on the variables (set to CONOPT's plus infinity before callback is issued
VSTA	initial status values for the variable (used if coidef_inistat() was called with IniStat = 1 or 2)
TYPE	constraint types (equation, inequality, free)
RHS	right hand sides values of constraints (default is zero)
ESTA	initial status values for constraint slacks (used if coidef_inistat() was called with IniStat = 1 or 2)
COLSTA	starting indices of Jacobian columns in ROWNO
ROWNO	row numbers of Jacobian nonzeros
VALUE	values of the Jacobian elements (defined for all constant Jacobian elements)
NLFLAG	flags marking nonlinear Jacobian elements (following the same sparse representation as ROWNO)
NUMVAR	number of variables as defined in COIDEF_NumVar()
NUMCON	number of constraints as defined in COIDEF_NumCon()
NUMNZ	number of Jacobian elements as defined in COIDEF_NumNz()
USRMEM	user memory pointer (i.e. pointer to SCIP_NLPIPROBLEM)

Definition at line 222 of file nlpi_conopt.c.

References assert(), BMSclearMemoryArray, BMScopyMemoryArray, i, SCIP_NlpiProblem::initguess, MAX, MAXPERTURB, MIN, NULL, SCIP_NlpiProblem::oracle, SCIP_NlpiProblem::randnumgen, RHS, SCIP_NlpiProblem::scip, SCIP_Bool, SCIP_OKAY, SCIP_Real, SCIPallocBufferArray, SCIPallocCleanBufferArray, SCIPdebugMsg, SCIPdebugMsgPrint, SCIPerrorMessage, SCIPfreeBufferArray, SCIPfreeCleanBufferArray, SCIPisEQ(), SCIPisInfinity(), SCIPnlpiOracleGetConstraintLhs(), SCIPnlpiOracleGetConstraintLinearCoef(), SCIPnlpiOracleGetConstraintRhs(), SCIPnlpiOracleGetJacobianColSparsity(), SCIPnlpiOracleGetNVars(), SCIPnlpiOracleGetObjGradientNnz(), SCIPnlpiOracleGetVarLbs(), SCIPnlpiOracleGetVarUbs(), and SCIPrandomGetReal().

Referenced by initConopt().

◆ Message()

int COI_CALLCONV Message	(	int	SMSG,
		int	DMSG,
		int	NMSG,
		char *	MSGV[],
		void *	USRMEM )

static

callback for CONOPT's standard output

Parameters

SMSG	number of lines in the message that should go to the Screen file, between 0 and 30
DMSG	number of lines in the message that should go to the Status file, between 0 and 30
NMSG	number of lines in the message that should go to the Documentation file, between 0 and 30
MSGV	array with the lengths of the individual message lines, the lengths are between 1 and 132
USRMEM	user memory pointer (i.e. pointer to SCIP_NLPIPROBLEM)

Definition at line 510 of file nlpi_conopt.c.

References assert(), i, NULL, SCIP_NlpiProblem::scip, SCIPinfoMessage(), and SCIP_NlpiProblem::verblevel.

Referenced by initConopt().

◆ ErrMsg()

int COI_CALLCONV ErrMsg	(	int	ROWNO,
		int	COLNO,
		int	POSNO,
		const char *	MSG,
		void *	USRMEM )

static

callback for CONOPT's standard error output

Parameters

ROWNO	number of row
COLNO	number of column
POSNO	number of a Jacobian element
MSG	the message
USRMEM	user memory pointer (i.e. pointer to SCIP_NLPIPROBLEM)

Definition at line 542 of file nlpi_conopt.c.

References NULL, SCIP_NlpiProblem::scip, SCIPinfoMessage(), and SCIP_NlpiProblem::verblevel.

Referenced by initConopt().

◆ Status()

int COI_CALLCONV Status	(	int	MODSTA,
		int	SOLSTA,
		int	ITER,
		double	OBJVAL,
		void *	USRMEM )

static

callback for CONOPT to report the solving statuses

Parameters

MODSTA	model status (corresponds to SCIP's solstat)
SOLSTA	solver status (corresponds to SCIP's termstat)
ITER	number of iterations
OBJVAL	objective value
USRMEM	user memory pointer (i.e. pointer to SCIP_NLPIPROBLEM)

Definition at line 569 of file nlpi_conopt.c.

References assert(), FALSE, SCIP_NlpiProblem::ncalls, SCIP_NlpiProblem::niterations, SCIP_NlpiProblem::nlimit, SCIP_NlpiProblem::nlocinfeas, SCIP_NlpiProblem::nother, SCIP_NlpiProblem::nsuccess, NULL, SCIP_NlpiProblem::objval, SCIP_NlpiProblem::scip, SCIP_Bool, SCIP_NLPSOLSTAT_FEASIBLE, SCIP_NLPSOLSTAT_GLOBINFEASIBLE, SCIP_NLPSOLSTAT_GLOBOPT, SCIP_NLPSOLSTAT_LOCINFEASIBLE, SCIP_NLPSOLSTAT_LOCOPT, SCIP_NLPSOLSTAT_UNBOUNDED, SCIP_NLPSOLSTAT_UNKNOWN, SCIP_NLPTERMSTAT_EVALERROR, SCIP_NLPTERMSTAT_INTERRUPT, SCIP_NLPTERMSTAT_ITERLIMIT, SCIP_NLPTERMSTAT_NUMERICERROR, SCIP_NLPTERMSTAT_OKAY, SCIP_NLPTERMSTAT_OTHER, SCIP_NLPTERMSTAT_TIMELIMIT, SCIPdebugMsg, SCIPerrorMessage, SCIP_NlpiProblem::solstat, SCIP_NlpiProblem::termstat, and TRUE.

Referenced by initConopt().

◆ FDEval()

int COI_CALLCONV FDEval	(	const double	X[],
		double *	G,
		double	JAC[],
		int	ROWNO,
		const int	JACNUM[],
		int	MODE,
		int	IGNERR,
		int *	ERRCNT,
		int	NUMVAR,
		int	NUMJAC,
		int	THREAD,
		void *	USRMEM )

static

CONOPT callback for function and Jacobian evaluation

The callback has three modes, indicated by MODE:

1: Only evaluate the sum of the nonlinear and linear terms in row ROWNO and return the value in G. 2: Only evaluate the nonlinear Jacobian elements in row ROWNO and return them in JAC. 3: Perform both option 1 and 2.

Parameters

X	point of evaluation (provided by CONOPT)
G	value of the function
JAC	vector of Jacobian values
ROWNO	number of the row for which nonlinearities are to be evaluated (provided by CONOPT)
JACNUM	list of column numbers for the nonlinear nonzero Jacobian elements in the current row (provided by CONOPT when MODE = 2 or 3)
MODE	indicator for mode of evaluation (provided by CONOPT)
IGNERR	indicator whether CONOPT assumes the point to be safe (0) or potentially unsafe (1)
ERRCNT	scalar function evaluation error indicator (set to 1 if a function value cannot be computed
NUMVAR	number of variables (provided by CONOPT)
NUMJAC	number of nonlinear nonzero Jacobian elements in the current row
THREAD	only relevant in multi-threading environments
USRMEM	user memory pointer (i.e. pointer to SCIP_NLPIPROBLEM)

Definition at line 698 of file nlpi_conopt.c.

References assert(), NULL, SCIP_NlpiProblem::oracle, SCIP_NlpiProblem::scip, SCIP_INVALID, SCIP_OKAY, SCIPnlpiOracleEvalConstraintGradient(), SCIPnlpiOracleEvalConstraintValue(), SCIPnlpiOracleEvalObjectiveGradient(), SCIPnlpiOracleEvalObjectiveValue(), SCIPnlpiOracleGetNConstraints(), and TRUE.

Referenced by initConopt().

◆ Option()

int COI_CALLCONV Option	(	int	NCALL,
		double *	RVAL,
		int *	IVAL,
		int *	LVAL,
		char *	NAME,
		void *	USRMEM )

static

CONOPT callback to pass some of the options (not supported via COIDEF_* functions) to CONOPT

Parameters

NCALL	number of callback call (provided by CONOPT)
RVAL	pointer to set the value of a real option
IVAL	pointer to set the value of an integer option
LVAL	pointer to set the value of a binary option
NAME	pointer to set the name of the option
USRMEM	user memory pointer (i.e. pointer to SCIP_NLPIPROBLEM)

Definition at line 744 of file nlpi_conopt.c.

References assert(), NULL, SCIP_NlpiProblem::opttol, and SCIP_NlpiProblem::verblevel.

Referenced by initConopt().

◆ LagrStr()

int COI_CALLCONV LagrStr	(	int	HSRW[],
		int	HSCL[],
		int *	NODRV,
		int	NUMVAR,
		int	NUMCON,
		int	NHESS,
		void *	USRMEM )

static

CONOPT callback to define structure of the Hessian of the Lagrangian

Parameters

HSRW	row numbers of the lower triangular part of the Hessian
HSCL	column numbers of the lower triangular part of the Hessian; elements must be sorted column-wise, and within each column, row-wise
NODRV	can be set to 1 if the derivatives could not be computed
NUMVAR	number of variables as defined in coidef_numvar() (provided by CONOPT)
NUMCON	number of constraints as defined in coidef_numcon() (provided by CONOPT)
NHESS	number of nonzero elements in the Hessian (provided by CONOPT)
USRMEM	user memory pointer (i.e. pointer to SCIP_NLPIPROBLEM)

Definition at line 782 of file nlpi_conopt.c.

References assert(), i, NULL, SCIP_NlpiProblem::oracle, SCIP_NlpiProblem::scip, SCIP_OKAY, SCIPnlpiOracleGetHessianLagSparsity(), and TRUE.

Referenced by initConopt().

◆ LagrVal()

int COI_CALLCONV LagrVal	(	const double	X[],
		const double	U[],
		const int	HSRW[],
		const int	HSCL[],
		double	HSVL[],
		int *	NODRV,
		int	NUMVAR,
		int	NUMCON,
		int	NHESS,
		void *	USRMEM )

static

CONOPT callback to compute the Hessian of the Lagrangian

the Lagrangian is written as L = sum_{r in rows}U[r] * function(r)

Parameters

X	point in which the Hessian should be computed (provided by CONOPT)
U	vector of weights on the individual constraints (provided by CONOPT)
HSRW	row numbers of the lower triangular part of the Hessian (provided by CONOPT)
HSCL	column numbers of the lower triangular part of the Hessian; elements must be sorted column-wise, and within each column, row-wise (provided by CONOPT)
HSVL	values of Hessian entries
NODRV	can be set to 1 if the derivatives could not be computed
NUMVAR	number of variables as defined in coidef_numvar() (provided by CONOPT)
NUMCON	number of constraints as defined in coidef_numcon() (provided by CONOPT)
NHESS	number of nonzero elements in the Hessian (provided by CONOPT)
USRMEM	user memory pointer (i.e. pointer to SCIP_NLPIPROBLEM)

Definition at line 823 of file nlpi_conopt.c.

References assert(), NULL, SCIP_NlpiProblem::oracle, SCIP_NlpiProblem::scip, SCIP_OKAY, SCIPnlpiOracleEvalHessianLag(), and TRUE.

Referenced by initConopt().

◆ invalidateSolution()

void invalidateSolution ( SCIP_NLPIPROBLEM * problem )

static

frees solution arrays and sets the solstat and termstat to unknown and other, resp.

Parameters

problem data structure of problem

Definition at line 853 of file nlpi_conopt.c.

References assert(), SCIP_NlpiProblem::conssolsize, SCIP_NlpiProblem::lastdualcons, SCIP_NlpiProblem::lastduallb, SCIP_NlpiProblem::lastdualub, SCIP_NlpiProblem::lastprimal, NULL, SCIP_NlpiProblem::scip, SCIP_NLPSOLSTAT_UNKNOWN, SCIP_NLPTERMSTAT_OTHER, SCIPfreeBlockMemoryArrayNull, SCIP_NlpiProblem::solstat, SCIP_NlpiProblem::termstat, and SCIP_NlpiProblem::varsolsize.

Referenced by SCIP_DECL_NLPIADDCONSTRAINTS(), SCIP_DECL_NLPIADDVARS(), SCIP_DECL_NLPICHGCONSSIDES(), SCIP_DECL_NLPICHGEXPR(), SCIP_DECL_NLPICHGLINEARCOEFS(), SCIP_DECL_NLPICHGVARBOUNDS(), SCIP_DECL_NLPIDELCONSSET(), SCIP_DECL_NLPIDELVARSET(), SCIP_DECL_NLPIFREEPROBLEM(), and SCIP_DECL_NLPISETOBJECTIVE().

◆ initConopt()

SCIP_RETCODE initConopt	(	SCIP *	scip,
		SCIP_NLPIDATA *	data,
		SCIP_NLPIPROBLEM *	problem )

static

Parameters

scip	SCIP data structure
data	pointer to NLPIDATA structure
problem	pointer to NLPI problem structure

Definition at line 870 of file nlpi_conopt.c.

References assert(), SCIP_NlpiProblem::CntVect, ErrMsg(), FDEval(), i, LagrStr(), LagrVal(), Message(), NULL, nvars, Option(), SCIP_NlpiProblem::oracle, ReadMatrix(), SCIP_NlpiProblem::scip, SCIP_Bool, SCIP_CALL, SCIP_OKAY, SCIP_Real, SCIPcreateClock(), SCIPinfoMessage(), SCIPisEQ(), SCIPisInfinity(), SCIPnlpiOracleGetConstraintLhs(), SCIPnlpiOracleGetConstraintRhs(), SCIPnlpiOracleGetHessianLagSparsity(), SCIPnlpiOracleGetJacobianColSparsity(), SCIPnlpiOracleGetNConstraints(), SCIPnlpiOracleGetNVars(), SCIPnlpiOracleGetObjGradientNnz(), Solution(), Status(), and TRUE.

Referenced by SCIP_DECL_NLPISOLVE().

◆ handleConoptParam()

void handleConoptParam	(	SCIP_NLPIPROBLEM *	problem,
		const SCIP_NLPPARAM	param )

static

Parameters

problem	pointer to problem data structure
param	NLP solve parameters

Definition at line 967 of file nlpi_conopt.c.

References assert(), SCIP_NlpiProblem::CntVect, SCIP_NlpParam::fastfail, SCIP_NlpParam::iterlimit, SCIP_NlpParam::lobjlimit, NULL, SCIP_NlpiProblem::opttol, SCIP_NlpParam::opttol, SCIP_NlpiProblem::scip, SCIP_REAL_MAX, SCIPdebugMsg, SCIPinfoMessage(), SCIPwarningMessage(), SCIP_NlpParam::timelimit, SCIP_NlpiProblem::verblevel, SCIP_NlpParam::verblevel, and SCIP_NlpParam::warmstart.

Referenced by SCIP_DECL_NLPISOLVE().

◆ SCIP_DECL_NLPICOPY()

SCIP_DECL_NLPICOPY ( nlpiCopyConopt )

static

copy method of NLP interface (called when SCIP copies plugins)

Definition at line 1008 of file nlpi_conopt.c.

References assert(), NLPI_NAME, NULL, SCIP_CALL, SCIP_OKAY, SCIPfindNlpi(), SCIPincludeNlpSolverConopt(), SCIPnlpiGetData(), and SCIPsetLicenseConopt().

◆ SCIP_DECL_NLPIFREE()

SCIP_DECL_NLPIFREE ( nlpiFreeConopt )

static

destructor of NLP interface to free nlpi data

Definition at line 1034 of file nlpi_conopt.c.

References assert(), NULL, SCIP_CALL, SCIP_OKAY, SCIPfreeBlockMemory, and SCIPfreeClock().

◆ SCIP_DECL_NLPICREATEPROBLEM()

SCIP_DECL_NLPICREATEPROBLEM ( nlpiCreateProblemConopt )

static

create a problem instance

Definition at line 1068 of file nlpi_conopt.c.

References assert(), DEFAULT_RANDSEED, NULL, SCIP_CALL, SCIP_ERROR, SCIP_OKAY, SCIPallocClearBlockMemory, SCIPcreateRandom(), SCIPerrorMessage, SCIPnlpiOracleCreate(), SCIPnlpiOracleSetProblemName(), and TRUE.

◆ SCIP_DECL_NLPIFREEPROBLEM()

SCIP_DECL_NLPIFREEPROBLEM ( nlpiFreeProblemConopt )

static

free a problem instance

Definition at line 1097 of file nlpi_conopt.c.

References assert(), invalidateSolution(), NULL, SCIP_CALL, SCIP_ERROR, SCIP_OKAY, SCIPerrorMessage, SCIPfreeBlockMemory, SCIPfreeMemoryArrayNull, SCIPfreeRandom(), SCIPinfoMessage(), and SCIPnlpiOracleFree().

◆ SCIP_DECL_NLPIADDVARS()

SCIP_DECL_NLPIADDVARS ( nlpiAddVarsConopt )

static

add variables

Definition at line 1146 of file nlpi_conopt.c.

References assert(), invalidateSolution(), NULL, nvars, SCIP_CALL, SCIP_OKAY, SCIPnlpiOracleAddVars(), and TRUE.

◆ SCIP_DECL_NLPIADDCONSTRAINTS()

SCIP_DECL_NLPIADDCONSTRAINTS ( nlpiAddConstraintsConopt )

static

add constraints

Definition at line 1163 of file nlpi_conopt.c.

References assert(), invalidateSolution(), NULL, SCIP_CALL, SCIP_OKAY, SCIPnlpiOracleAddConstraints(), and TRUE.

◆ SCIP_DECL_NLPISETOBJECTIVE()

SCIP_DECL_NLPISETOBJECTIVE ( nlpiSetObjectiveConopt )

static

sets or overwrites objective, a minimization problem is expected

Definition at line 1180 of file nlpi_conopt.c.

References assert(), invalidateSolution(), NULL, SCIP_CALL, SCIP_OKAY, SCIPnlpiOracleSetObjective(), and TRUE.

◆ SCIP_DECL_NLPICHGVARBOUNDS()

SCIP_DECL_NLPICHGVARBOUNDS ( nlpiChgVarBoundsConopt )

static

change variable bounds

Definition at line 1196 of file nlpi_conopt.c.

References assert(), invalidateSolution(), NULL, nvars, SCIP_CALL, SCIP_OKAY, and SCIPnlpiOracleChgVarBounds().

◆ SCIP_DECL_NLPICHGCONSSIDES()

SCIP_DECL_NLPICHGCONSSIDES ( nlpiChgConsSidesConopt )

static

change constraint bounds

Definition at line 1211 of file nlpi_conopt.c.

References assert(), i, invalidateSolution(), NULL, SCIP_CALL, SCIP_OKAY, SCIP_Real, SCIPisEQ(), SCIPisInfinity(), SCIPisLT(), SCIPnlpiOracleChgConsSides(), SCIPnlpiOracleGetConstraintLhs(), SCIPnlpiOracleGetConstraintRhs(), SCIPnlpiOracleGetNConstraints(), and TRUE.

◆ SCIP_DECL_NLPIDELVARSET()

SCIP_DECL_NLPIDELVARSET ( nlpiDelVarSetConopt )

static

delete a set of variables

Definition at line 1266 of file nlpi_conopt.c.

References assert(), invalidateSolution(), NULL, SCIP_CALL, SCIP_OKAY, SCIPnlpiOracleDelVarSet(), and TRUE.

◆ SCIP_DECL_NLPIDELCONSSET()

SCIP_DECL_NLPIDELCONSSET ( nlpiDelConstraintSetConopt )

static

delete a set of constraints

Definition at line 1282 of file nlpi_conopt.c.

References assert(), invalidateSolution(), NULL, SCIP_CALL, SCIP_OKAY, SCIPnlpiOracleDelConsSet(), and TRUE.

◆ SCIP_DECL_NLPICHGLINEARCOEFS()

SCIP_DECL_NLPICHGLINEARCOEFS ( nlpiChgLinearCoefsConopt )

static

changes (or adds) linear coefficients in a constraint or objective

Definition at line 1298 of file nlpi_conopt.c.

References assert(), invalidateSolution(), NULL, SCIP_CALL, SCIP_OKAY, SCIPnlpiOracleChgLinearCoefs(), and TRUE.

◆ SCIP_DECL_NLPICHGEXPR()

SCIP_DECL_NLPICHGEXPR ( nlpiChgExprConopt )

static

replaces the expression tree of a constraint or objective

Definition at line 1314 of file nlpi_conopt.c.

References assert(), invalidateSolution(), NULL, SCIP_CALL, SCIP_OKAY, SCIPnlpiOracleChgExpr(), and TRUE.

◆ SCIP_DECL_NLPICHGOBJCONSTANT()

SCIP_DECL_NLPICHGOBJCONSTANT ( nlpiChgObjConstantConopt )

static

change the constant offset in the objective

Definition at line 1330 of file nlpi_conopt.c.

References assert(), NULL, SCIP_CALL, SCIP_OKAY, and SCIPnlpiOracleChgObjConstant().

◆ SCIP_DECL_NLPISETINITIALGUESS()

SCIP_DECL_NLPISETINITIALGUESS ( nlpiSetInitialGuessConopt )

static

sets initial guess

Definition at line 1343 of file nlpi_conopt.c.

References assert(), BMScopyMemoryArray, NULL, SCIP_CALL, SCIP_OKAY, SCIPduplicateMemoryArray, SCIPfreeMemoryArrayNull, and SCIPnlpiOracleGetNVars().

◆ SCIP_DECL_NLPISOLVE()

SCIP_DECL_NLPISOLVE ( nlpiSolveConopt )

static

try to solve NLP

Note that SCIP will already have reset a timelimit of SCIP_REAL_MAX to the time remaining for the SCIP solve in SCIPnlpiSolve().

Definition at line 1369 of file nlpi_conopt.c.

References assert(), FALSE, handleConoptParam(), initConopt(), NULL, SCIP_CALL, SCIP_NLPPARAM_PRINT, SCIP_NLPSOLSTAT_UNKNOWN, SCIP_NLPTERMSTAT_TIMELIMIT, SCIP_OKAY, SCIPdebugMsg, SCIPgetClockTime(), SCIPnlpiGetData(), SCIPnlpiOracleResetEvalTime(), SCIPresetClock(), and SCIPstartClock().

◆ SCIP_DECL_NLPIGETSOLSTAT()

SCIP_DECL_NLPIGETSOLSTAT ( nlpiGetSolstatConopt )

static

gives solution status

Definition at line 1440 of file nlpi_conopt.c.

References assert(), and NULL.

◆ SCIP_DECL_NLPIGETTERMSTAT()

SCIP_DECL_NLPIGETTERMSTAT ( nlpiGetTermstatConopt )

static

gives termination reason

Definition at line 1450 of file nlpi_conopt.c.

References assert(), and NULL.

◆ SCIP_DECL_NLPIGETSOLUTION()

SCIP_DECL_NLPIGETSOLUTION ( nlpiGetSolutionConopt )

static

gives primal and dual solution values

Definition at line 1460 of file nlpi_conopt.c.

References assert(), NULL, objval, and SCIP_OKAY.

◆ SCIP_DECL_NLPIGETSTATISTICS()

SCIP_DECL_NLPIGETSTATISTICS ( nlpiGetStatisticsConopt )

static

gives solve statistics

Definition at line 1484 of file nlpi_conopt.c.

References assert(), NULL, SCIP_INVALID, SCIP_OKAY, and SCIPnlpiOracleGetEvalTime().

Detailed Description

Data Structures

Macros

Functions

Macro Definition Documentation

◆ NLPI_NAME

◆ NLPI_DESC

◆ NLPI_PRIORITY

◆ DEFAULT_RANDSEED

◆ MAXPERTURB

◆ nlpiGetSolverPointerConopt

◆ nlpiGetProblemPointerConopt

◆ STR_HELPER

◆ STR

Function Documentation

◆ Solution()

◆ ReadMatrix()

◆ Message()

◆ ErrMsg()

◆ Status()

◆ FDEval()

◆ Option()

◆ LagrStr()

◆ LagrVal()

◆ invalidateSolution()

◆ initConopt()

◆ handleConoptParam()

◆ SCIP_DECL_NLPICOPY()

◆ SCIP_DECL_NLPIFREE()

◆ SCIP_DECL_NLPICREATEPROBLEM()

◆ SCIP_DECL_NLPIFREEPROBLEM()

◆ SCIP_DECL_NLPIADDVARS()

◆ SCIP_DECL_NLPIADDCONSTRAINTS()

◆ SCIP_DECL_NLPISETOBJECTIVE()

◆ SCIP_DECL_NLPICHGVARBOUNDS()

◆ SCIP_DECL_NLPICHGCONSSIDES()

◆ SCIP_DECL_NLPIDELVARSET()

◆ SCIP_DECL_NLPIDELCONSSET()

◆ SCIP_DECL_NLPICHGLINEARCOEFS()

◆ SCIP_DECL_NLPICHGEXPR()

◆ SCIP_DECL_NLPICHGOBJCONSTANT()

◆ SCIP_DECL_NLPISETINITIALGUESS()

◆ SCIP_DECL_NLPISOLVE()

◆ SCIP_DECL_NLPIGETSOLSTAT()

◆ SCIP_DECL_NLPIGETTERMSTAT()

◆ SCIP_DECL_NLPIGETSOLUTION()

◆ SCIP_DECL_NLPIGETSTATISTICS()