relax_sdp.c File Reference

SDP relaxator. More...

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Macros
#define	RELAX_NAME   "SDP"
#define	RELAX_DESC   "SDP relaxator"
#define	RELAX_PRIORITY   1
#define	RELAX_FREQ   1
#define	DEFAULT_SDPSOLVEREPSILON   1e-5
#define	DEFAULT_SDPSOLVERFEASTOL   1e-4
#define	DEFAULT_OBJLIMIT   FALSE

Functions
static SCIP_RETCODE	putSdpDataInInterface (SCIP *scip, SCIP_SDPI *sdpi, SdpVarmapper *varmapper)
static SCIP_RETCODE	putLpDataInInterface (SCIP *scip, SCIP_SDPI *sdpi, SdpVarmapper *varmapper)
static SCIP_RETCODE	calc_relax (SCIP *scip, SCIP_RELAXDATA *relaxdata, SCIP_RESULT *result, SCIP_Real *lowerbound)
static SCIP_Bool	allVarsFixed (SCIP *scip)
static	SCIP_DECL_RELAXEXEC (relaxExecSdp)
static	SCIP_DECL_RELAXINIT (relaxInitSolSdp)
static	SCIP_DECL_RELAXCOPY (relaxCopySdp)
static	SCIP_DECL_RELAXEXIT (relaxExitSdp)
static	SCIP_DECL_RELAXFREE (relaxFreeSdp)
SCIP_RETCODE	SCIPincludeRelaxSdp (SCIP *scip)
SCIP_RETCODE	SCIPrelaxSdpGetPrimalBoundVars (SCIP_RELAX *relax, SCIP_Real *lbvars, SCIP_Real *ubvars, int *arraylength)
SCIP_RETCODE	SCIPrelaxSdpRelaxVal (SCIP_RELAX *relax, SCIP_Bool *success, SCIP_Real *objval)
SCIP_RETCODE	SCIPrelaxSdpGetRelaxSol (SCIP *scip, SCIP_RELAX *relax, SCIP_Bool *success, SCIP_Real *solarray, int *sollength)
long int	SCIPrelaxSdpGetSdpNode (SCIP_RELAX *relax)
SCIP_Bool	SCIPrelaxSdpSolvedOrig (SCIP_RELAX *relax)
int	SCIPrelaxSdpGetNIterations (SCIP_RELAX *relax)
int	SCIPrelaxSdpGetNSdpCalls (SCIP_RELAX *relax)

Detailed Description

SDP relaxator.

Author

Sonja Mars

Tristan Gally

Definition in file relax_sdp.c.

Macro Definition Documentation

#define RELAX_NAME   "SDP"

Definition at line 55 of file relax_sdp.c.

Referenced by SCIP_DECL_RELAXCOPY(), and SCIPincludeRelaxSdp().

#define RELAX_DESC   "SDP relaxator"

Definition at line 56 of file relax_sdp.c.

Referenced by SCIPincludeRelaxSdp().

#define RELAX_PRIORITY   1

Definition at line 57 of file relax_sdp.c.

Referenced by SCIPincludeRelaxSdp().

#define RELAX_FREQ   1

Definition at line 58 of file relax_sdp.c.

Referenced by SCIPincludeRelaxSdp().

#define DEFAULT_SDPSOLVEREPSILON   1e-5

the stopping criterion for the duality gap the sdpsolver should use

Definition at line 60 of file relax_sdp.c.

Referenced by SCIPincludeRelaxSdp().

#define DEFAULT_SDPSOLVERFEASTOL   1e-4

the feasibility tolerance the SDP solver should use for the SDP constraints

Definition at line 61 of file relax_sdp.c.

Referenced by SCIPincludeRelaxSdp().

#define DEFAULT_OBJLIMIT   FALSE

should an objective limit be given to the SDP-Solver ?

Definition at line 65 of file relax_sdp.c.

Referenced by SCIPincludeRelaxSdp().

Function Documentation

static SCIP_RETCODE putSdpDataInInterface ( SCIP *  scip, SCIP_SDPI *  sdpi, SdpVarmapper *  varmapper  )

static

inserts all the SDP data into the corresponding SDP Interface

Parameters

scip	SCIP data structure
sdpi	SDP interface structure
varmapper	maps SCIP variables to their global SDP indices and vice versa

Definition at line 93 of file relax_sdp.c.

References SCIPconsSdpGetData(), SCIPconsSdpGetNNonz(), SCIPsdpiLoadSDP(), and SCIPsdpVarmapperGetSdpIndex().

Referenced by SCIP_DECL_RELAXINIT().

static SCIP_RETCODE putLpDataInInterface ( SCIP *  scip, SCIP_SDPI *  sdpi, SdpVarmapper *  varmapper  )

static

inserts all the LP data into the corresponding SDP Interface

Parameters

scip	SCIP data structure
sdpi	SDP interface structure
varmapper	data about fixed variables

Definition at line 286 of file relax_sdp.c.

References SCIPsdpiAddLPRows(), SCIPsdpiChgBounds(), SCIPsdpiDelLPRows(), SCIPsdpiGetNLPRows(), and SCIPsdpVarmapperGetSdpIndex().

Referenced by SCIP_DECL_RELAXEXEC().

static SCIP_RETCODE calc_relax ( SCIP *  scip, SCIP_RELAXDATA *  relaxdata, SCIP_RESULT *  result, SCIP_Real *  lowerbound  )

static

calculate relaxation and process the relaxation results

Parameters

scip	SCIP data structure
relaxdata	data of the relaxator
result	pointer to store result of relaxation process
lowerbound	pointer to store lowerbound

Definition at line 423 of file relax_sdp.c.

References SCIP_SDPPAR_OBJLIMIT, SCIPsdpiFeasibilityKnown(), SCIPsdpiGetSol(), SCIPsdpiInfinity(), SCIPsdpiIsAcceptable(), SCIPsdpiIsDualFeasible(), SCIPsdpiIsDualInfeasible(), SCIPsdpiIsDualUnbounded(), SCIPsdpiIsObjlimExc(), SCIPsdpiIsPrimalFeasible(), SCIPsdpiSetRealpar(), SCIPsdpiSolve(), SCIPsdpiSolvedOrig(), SCIPsdpiWasSolved(), and SCIPsdpVarmapperGetSCIPvar().

Referenced by SCIP_DECL_RELAXEXEC().

static SCIP_Bool allVarsFixed ( SCIP *  scip )

static

checks whether all variables are fixed

Parameters

scip	SCIP data structure

Definition at line 647 of file relax_sdp.c.

Referenced by SCIP_DECL_RELAXEXEC().

static SCIP_DECL_RELAXEXEC ( relaxExecSdp  )

static

execution method of relaxator

Definition at line 671 of file relax_sdp.c.

References allVarsFixed(), calc_relax(), and putLpDataInInterface().

static SCIP_DECL_RELAXINIT ( relaxInitSolSdp  )

static

this method is called after presolving is finished, at this point the varmapper is prepared and the SDP Interface is initialized and gets the SDP information from the constraints

Definition at line 791 of file relax_sdp.c.

References putSdpDataInInterface(), SCIP_SDPPAR_EPSILON, SCIP_SDPPAR_FEASTOL, SCIP_SDPPAR_SDPINFO, SCIP_SDPPAR_SLATERCHECK, SCIPsdpiGetSolverName(), SCIPsdpiSetIntpar(), SCIPsdpiSetRealpar(), SCIPsdpVarmapperAddVars(), and SCIPsdpVarmapperCreate().

static SCIP_DECL_RELAXCOPY ( relaxCopySdp  )

static

copy method for sdp relaxation handler (called when SCIP copies plugins)

Definition at line 901 of file relax_sdp.c.

References RELAX_NAME, and SCIPincludeRelaxSdp().

static SCIP_DECL_RELAXEXIT ( relaxExitSdp  )

static

reset the relaxator's data

Definition at line 914 of file relax_sdp.c.

References SCIPsdpiClear(), and SCIPsdpVarmapperFree().

static SCIP_DECL_RELAXFREE ( relaxFreeSdp  )

static

free the relaxator's data

Definition at line 943 of file relax_sdp.c.

References SCIPsdpiFree().

SCIP_RETCODE SCIPincludeRelaxSdp

(

SCIP *

scip

)

creates the SDP relaxator and includes it in SCIP

Parameters

scip	SCIP data structure

Definition at line 964 of file relax_sdp.c.

References DEFAULT_OBJLIMIT, DEFAULT_SDPSOLVEREPSILON, DEFAULT_SDPSOLVERFEASTOL, RELAX_DESC, RELAX_FREQ, RELAX_NAME, RELAX_PRIORITY, SCIPsdpiCreate(), SCIPsdpiGetSolverDesc(), and SCIPsdpiGetSolverName().

Referenced by runSCIP(), and SCIP_DECL_RELAXCOPY().

SCIP_RETCODE SCIPrelaxSdpGetPrimalBoundVars	(	SCIP_RELAX *	relax,
		SCIP_Real *	lbvars,
		SCIP_Real *	ubvars,
		int *	arraylength
	)

gets the primal variables corresponding to the lower and upper variable-bounds in the dual problem

The last input should specify the length of the arrays. If this is less than the number of variables, the needed length will be returned and a debug message thrown.

Note

if a variable is either fixed or unbounded in the dual problem, a zero will be returned for the non-existent primal variable.

Parameters

relax	SDP relaxator to information for
lbvars	pointer to store the values of the variables corresponding to lower bounds in the dual problems
ubvars	pointer to store the values of the variables corresponding to upper bounds in the dual problems
arraylength	input: length of lbvars and ubvars output: number of elements inserted into lbvars/ubvars (or needed length if it wasn't sufficient)

Definition at line 1025 of file relax_sdp.c.

References SCIPsdpiGetPrimalBoundVars().

Referenced by SCIP_DECL_PROPEXEC().

SCIP_RETCODE SCIPrelaxSdpRelaxVal	(	SCIP_RELAX *	relax,
		SCIP_Bool *	success,
		SCIP_Real *	objval
	)

returns optimal objective value of the current SDP relaxation, if the last SDP relaxation was successfully solved

Parameters

relax	SDP relaxator to get objective value for
success	pointer to store whether the last SDP relaxation solved successfully
objval	pointer to store the optimal objective value of the SDP relaxation

Definition at line 1050 of file relax_sdp.c.

Referenced by SCIP_DECL_PROPEXEC().

SCIP_RETCODE SCIPrelaxSdpGetRelaxSol	(	SCIP *	scip,
		SCIP_RELAX *	relax,
		SCIP_Bool *	success,
		SCIP_Real *	solarray,
		int *	sollength
	)

returns values of all variables in the solution of the current SDP relaxation, if the last SDP relaxation was successfully solved

Parameters

scip	SCIP pointer
relax	SDP relaxator to get solution for
success	pointer to store whether the last SDP relaxation solved successfully
solarray	pointer to store the solution, this has to be at least length nvars
sollength	length of the solarray

Definition at line 1072 of file relax_sdp.c.

References SCIPsdpiGetSol().

long int SCIPrelaxSdpGetSdpNode

(

SCIP_RELAX *

relax

)

get the number of the SCIP-node to which the current SDP solution belongs

Parameters

relax

SDP relaxator to get solution for

Definition at line 1103 of file relax_sdp.c.

Referenced by SCIP_DECL_PROPEXEC().

SCIP_Bool SCIPrelaxSdpSolvedOrig

(

SCIP_RELAX *

relax

)

was the original problem solved for the last SDP-Node (or a penalty formulation) ?

Parameters

relax

SDP relaxator to get solution for

Definition at line 1114 of file relax_sdp.c.

References SCIPsdpiSolvedOrig().

Referenced by SCIP_DECL_PROPEXEC().

int SCIPrelaxSdpGetNIterations

(

SCIP_RELAX *

relax

)

returns total number of SDP iterations

Parameters

relax

SDP relaxator to get the iterations for

Definition at line 1131 of file relax_sdp.c.

Referenced by SCIP_DECL_DISPOUTPUT().

int SCIPrelaxSdpGetNSdpCalls

(

SCIP_RELAX *

relax

)

returns number of solved SDP relaxations

Parameters

relax

SDP relaxator to get the number of calls for

Definition at line 1142 of file relax_sdp.c.

Referenced by SCIP_DECL_DISPOUTPUT().