interface methods for specific SDP-solvers More...

Typedefs
typedef struct SCIP_SDPiSolver	SCIP_SDPISOLVER

Functions
Miscellaneous Methods
EXTERN const char *	SCIPsdpiSolverGetSolverName (void)

EXTERN const char *	SCIPsdpiSolverGetSolverDesc (void)

EXTERN void *	SCIPsdpiSolverGetSolverPointer (SCIP_SDPISOLVER *sdpisolver)

EXTERN SCIP_Real	SCIPsdpiSolverGetDefaultSdpiSolverFeastol (void)

EXTERN int	SCIPsdpiSolverGetDefaultSdpiSolverNpenaltyIncreases (void)

SDPI Creation and Destruction Methods
EXTERN SCIP_RETCODE	SCIPsdpiSolverCreate (SCIP_SDPISOLVER *sdpisolver, SCIP_MESSAGEHDLR messagehdlr, BMS_BLKMEM blkmem, BMS_BUFMEM bufmem)

EXTERN SCIP_RETCODE	SCIPsdpiSolverFree (SCIP_SDPISOLVER **sdpisolver)

EXTERN SCIP_RETCODE	SCIPsdpiSolverIncreaseCounter (SCIP_SDPISOLVER *sdpisolver)

EXTERN SCIP_RETCODE	SCIPsdpiSolverResetCounter (SCIP_SDPISOLVER *sdpisolver)

Solving Methods
EXTERN SCIP_RETCODE	SCIPsdpiSolverLoadAndSolve (SCIP_SDPISOLVER sdpisolver, int nvars, SCIP_Real obj, SCIP_Real lb, SCIP_Real ub, int nsdpblocks, int sdpblocksizes, int sdpnblockvars, int sdpconstnnonz, int sdpconstnblocknonz, int sdpconstrow, int sdpconstcol, SCIP_Real sdpconstval, int sdpnnonz, int sdpnblockvarnonz, int sdpvar, int sdprow, int sdpcol, SCIP_Real sdpval, int indchanges, int nremovedinds, int blockindchanges, int nremovedblocks, int nlpcons, int noldlpcons, SCIP_Real lplhs, SCIP_Real lprhs, int rownactivevars, int lpnnonz, int lprow, int lpcol, SCIP_Real lpval, SCIP_Real *start, SCIP_SDPSOLVERSETTING startsettings, SCIP_Real timelimit)

EXTERN SCIP_RETCODE	SCIPsdpiSolverLoadAndSolveWithPenalty (SCIP_SDPISOLVER sdpisolver, SCIP_Real penaltyparam, SCIP_Bool withobj, SCIP_Bool rbound, int nvars, SCIP_Real obj, SCIP_Real lb, SCIP_Real ub, int nsdpblocks, int sdpblocksizes, int sdpnblockvars, int sdpconstnnonz, int sdpconstnblocknonz, int sdpconstrow, int sdpconstcol, SCIP_Real sdpconstval, int sdpnnonz, int sdpnblockvarnonz, int sdpvar, int sdprow, int sdpcol, SCIP_Real sdpval, int indchanges, int nremovedinds, int blockindchanges, int nremovedblocks, int nlpcons, int noldlpcons, SCIP_Real lplhs, SCIP_Real lprhs, int rownactivevars, int lpnnonz, int lprow, int lpcol, SCIP_Real lpval, SCIP_Real start, SCIP_SDPSOLVERSETTING startsettings, SCIP_Real timelimit, SCIP_Bool feasorig, SCIP_Bool *penaltybound)

Solution Information Methods
EXTERN SCIP_Bool	SCIPsdpiSolverWasSolved (SCIP_SDPISOLVER *sdpisolver)

EXTERN SCIP_Bool	SCIPsdpiSolverFeasibilityKnown (SCIP_SDPISOLVER *sdpisolver)

EXTERN SCIP_RETCODE	SCIPsdpiSolverGetSolFeasibility (SCIP_SDPISOLVER sdpisolver, SCIP_Bool primalfeasible, SCIP_Bool *dualfeasible)

EXTERN SCIP_Bool	SCIPsdpiSolverIsPrimalUnbounded (SCIP_SDPISOLVER *sdpisolver)

EXTERN SCIP_Bool	SCIPsdpiSolverIsPrimalInfeasible (SCIP_SDPISOLVER *sdpisolver)

EXTERN SCIP_Bool	SCIPsdpiSolverIsPrimalFeasible (SCIP_SDPISOLVER *sdpisolver)

EXTERN SCIP_Bool	SCIPsdpiSolverIsDualUnbounded (SCIP_SDPISOLVER *sdpisolver)

EXTERN SCIP_Bool	SCIPsdpiSolverIsDualInfeasible (SCIP_SDPISOLVER *sdpisolver)

EXTERN SCIP_Bool	SCIPsdpiSolverIsDualFeasible (SCIP_SDPISOLVER *sdpisolver)

EXTERN SCIP_Bool	SCIPsdpiSolverIsConverged (SCIP_SDPISOLVER *sdpisolver)

EXTERN SCIP_Bool	SCIPsdpiSolverIsObjlimExc (SCIP_SDPISOLVER *sdpisolver)

EXTERN SCIP_Bool	SCIPsdpiSolverIsIterlimExc (SCIP_SDPISOLVER *sdpisolver)

EXTERN SCIP_Bool	SCIPsdpiSolverIsTimelimExc (SCIP_SDPISOLVER *sdpisolver)

EXTERN int	SCIPsdpiSolverGetInternalStatus (SCIP_SDPISOLVER *sdpisolver)

EXTERN SCIP_Bool	SCIPsdpiSolverIsOptimal (SCIP_SDPISOLVER *sdpisolver)

EXTERN SCIP_Bool	SCIPsdpiSolverIsAcceptable (SCIP_SDPISOLVER *sdpisolver)

EXTERN SCIP_RETCODE	SCIPsdpiSolverIgnoreInstability (SCIP_SDPISOLVER sdpisolver, SCIP_Bool success)

EXTERN SCIP_RETCODE	SCIPsdpiSolverGetObjval (SCIP_SDPISOLVER sdpisolver, SCIP_Real objval)

EXTERN SCIP_RETCODE	SCIPsdpiSolverGetSol (SCIP_SDPISOLVER sdpisolver, SCIP_Real objval, SCIP_Real dualsol, int dualsollength)

EXTERN SCIP_RETCODE	SCIPsdpiSolverGetPrimalBoundVars (SCIP_SDPISOLVER sdpisolver, SCIP_Real lbvars, SCIP_Real ubvars, int arraylength)

EXTERN SCIP_RETCODE	SCIPsdpiSolverGetIterations (SCIP_SDPISOLVER sdpisolver, int iterations)

EXTERN SCIP_RETCODE	SCIPsdpiSolverGetSdpCalls (SCIP_SDPISOLVER sdpisolver, int calls)

EXTERN SCIP_RETCODE	SCIPsdpiSolverSettingsUsed (SCIP_SDPISOLVER sdpisolver, SCIP_SDPSOLVERSETTING usedsetting)

Numerical Methods
EXTERN SCIP_Real	SCIPsdpiSolverInfinity (SCIP_SDPISOLVER *sdpisolver)

EXTERN SCIP_Bool	SCIPsdpiSolverIsInfinity (SCIP_SDPISOLVER *sdpisolver, SCIP_Real val)

EXTERN SCIP_RETCODE	SCIPsdpiSolverGetRealpar (SCIP_SDPISOLVER sdpisolver, SCIP_SDPPARAM type, SCIP_Real dval)

EXTERN SCIP_RETCODE	SCIPsdpiSolverSetRealpar (SCIP_SDPISOLVER *sdpisolver, SCIP_SDPPARAM type, SCIP_Real dval)

EXTERN SCIP_RETCODE	SCIPsdpiSolverGetIntpar (SCIP_SDPISOLVER sdpisolver, SCIP_SDPPARAM type, int ival)

EXTERN SCIP_RETCODE	SCIPsdpiSolverSetIntpar (SCIP_SDPISOLVER *sdpisolver, SCIP_SDPPARAM type, int ival)

EXTERN SCIP_RETCODE	SCIPsdpiSolverComputeLambdastar (SCIP_SDPISOLVER *sdpisolver, SCIP_Real maxguess)

EXTERN SCIP_RETCODE	SCIPsdpiSolverComputePenaltyparam (SCIP_SDPISOLVER sdpisolver, SCIP_Real maxcoeff, SCIP_Real penaltyparam)

EXTERN SCIP_RETCODE	SCIPsdpiSolverComputeMaxPenaltyparam (SCIP_SDPISOLVER sdpisolver, SCIP_Real penaltyparam, SCIP_Real maxpenaltyparam)

File Interface Methods
EXTERN SCIP_RETCODE	SCIPsdpiSolverReadSDP (SCIP_SDPISOLVER sdpisolver, const char fname)

EXTERN SCIP_RETCODE	SCIPsdpiSolverWriteSDP (SCIP_SDPISOLVER sdpisolver, const char fname)

Detailed Description

interface methods for specific SDP-solvers

Author: Marc Pfetsch; Tristan Gally

This file specifies a generic SDP-solver interface used by SCIP to create, modify, and solve semidefinite programs of the (dual) form

$\begin{eqnarray*} \min & & b^T y \\ \mbox{s.t.} & & \sum_{j=1}^n A_j^i y_j - A_0^i \succeq 0 \quad \forall i \leq m \\ & & Dy \geq d \\ & & l \leq y \leq u \end{eqnarray*}$

for symmetric matrices $A_j^i \in S_{k_i}$ , a matrix $D \in \mathbb{R}^{k_0 \times n}$ and query information about the solution.

All indexing (rows, columns, blocks and variables) starts at 0.

Although it includes a few SCIP header files, e.g., because it uses SCIP's return codes, it can be used independently of any SCIP instance.

Definition in file sdpisolver.h.

Typedef Documentation

typedef struct SCIP_SDPiSolver SCIP_SDPISOLVER

solver dependent SDP interface

Definition at line 70 of file sdpisolver.h.

Function Documentation

EXTERN const char* SCIPsdpiSolverGetSolverName ( void )

gets name and version (if available) of SDP-solver

Definition at line 310 of file sdpisolver_dsdp.c.

References name.

Referenced by SCIPsdpiGetSolverName().

EXTERN const char* SCIPsdpiSolverGetSolverDesc ( void )

gets description of SDP-solver (developer, webpage, ...)

Definition at line 318 of file sdpisolver_dsdp.c.

Referenced by SCIPsdpiGetSolverDesc().

EXTERN void* SCIPsdpiSolverGetSolverPointer ( SCIP_SDPISOLVER * sdpisolver )

gets pointer to SDP-solver - use only with great care

The behavior of this function depends on the solver and its use is therefore only recommended if you really know what you are doing. In general, it returns a pointer to the SDP-solver object.

Parameters

sdpisolver pointer to an SDP-solver interface

Definition at line 331 of file sdpisolver_dsdp.c.

Referenced by SCIPsdpiGetSolverPointer().

EXTERN SCIP_Real SCIPsdpiSolverGetDefaultSdpiSolverFeastol ( void )

gets default feasibility tolerance for SDP-solver in SCIP-SDP

Definition at line 340 of file sdpisolver_dsdp.c.

Referenced by SCIPsdpiGetDefaultSdpiSolverFeastol().

EXTERN int SCIPsdpiSolverGetDefaultSdpiSolverNpenaltyIncreases ( void )

gets default number of increases of penalty parameter for SDP-solver in SCIP-SDP

Definition at line 348 of file sdpisolver_dsdp.c.

Referenced by SCIPsdpiGetDefaultSdpiSolverNpenaltyIncreases().

EXTERN SCIP_RETCODE SCIPsdpiSolverCreate	(	SCIP_SDPISOLVER **	sdpisolver,
		SCIP_MESSAGEHDLR *	messagehdlr,
		BMS_BLKMEM *	blkmem,
		BMS_BUFMEM *	bufmem
	)

creates an SDP solver interface

Parameters

sdpisolver	pointer to an SDP-solver interface
messagehdlr	message handler to use for printing messages, or NULL
blkmem	block memory
bufmem	buffer memory

Definition at line 366 of file sdpisolver_dsdp.c.

References BMS_CALL, MOSEK_CALLM, SCIP_SDPSOLVERSETTING_UNSOLVED, and SCIPsdpiSolverInfinity().

Referenced by SCIPsdpiClone(), and SCIPsdpiCreate().

EXTERN SCIP_RETCODE SCIPsdpiSolverFree ( SCIP_SDPISOLVER ** sdpisolver )

deletes an SDP solver interface

Parameters

sdpisolver pointer to an SDP-solver interface

Definition at line 422 of file sdpisolver_dsdp.c.

References DSDP_CALL, and MOSEK_CALL.

Referenced by SCIPsdpiFree().

EXTERN SCIP_RETCODE SCIPsdpiSolverIncreaseCounter ( SCIP_SDPISOLVER * sdpisolver )

increases the SDP-Counter

Parameters

sdpisolver SDP-solver interface

Definition at line 454 of file sdpisolver_dsdp.c.

Referenced by SCIPsdpiSolve().

EXTERN SCIP_RETCODE SCIPsdpiSolverResetCounter ( SCIP_SDPISOLVER * sdpisolver )

reset the SDP-Counter to zero

Parameters

sdpisolver SDP-solver interface

Definition at line 466 of file sdpisolver_dsdp.c.

Referenced by SCIPsdpiClear().

EXTERN SCIP_RETCODE SCIPsdpiSolverLoadAndSolve	(	SCIP_SDPISOLVER *	sdpisolver,
		int	nvars,
		SCIP_Real *	obj,
		SCIP_Real *	lb,
		SCIP_Real *	ub,
		int	nsdpblocks,
		int *	sdpblocksizes,
		int *	sdpnblockvars,
		int	sdpconstnnonz,
		int *	sdpconstnblocknonz,
		int **	sdpconstrow,
		int **	sdpconstcol,
		SCIP_Real **	sdpconstval,
		int	sdpnnonz,
		int **	sdpnblockvarnonz,
		int **	sdpvar,
		int ***	sdprow,
		int ***	sdpcol,
		SCIP_Real ***	sdpval,
		int **	indchanges,
		int *	nremovedinds,
		int *	blockindchanges,
		int	nremovedblocks,
		int	nlpcons,
		int	noldlpcons,
		SCIP_Real *	lplhs,
		SCIP_Real *	lprhs,
		int *	lprownactivevars,
		int	lpnnonz,
		int *	lprow,
		int *	lpcol,
		SCIP_Real *	lpval,
		SCIP_Real *	start,
		SCIP_SDPSOLVERSETTING	startsettings,
		SCIP_Real	timelimit
	)

loads and solves an SDP

For the non-constant SDP- and the LP-part, the original arrays before fixings should be given, for the constant SDP-part the arrays AFTER fixings should be given. In addition, an array needs to be given, that for every block and every row/col index within that block either has value -1, meaning that this index should be deleted, or a non-negative integer stating the number of indices before it that are to be deleated, meaning that this index will be decreased by that number, in addition to that the total number of deleted indices for each block should be given. Optionally an array start may be given with a starting point for the solver (if this is NULL then the solver should start from scratch).

Warning: Depending on the solver, the given lp arrays might get sorted in their original position.

Parameters

sdpisolver	SDP-solver interface
nvars	number of variables
obj	objective coefficients of variables
lb	lower bounds of variables
ub	upper bounds of variables
nsdpblocks	number of SDP-blocks
sdpblocksizes	sizes of the SDP-blocks (may be NULL if nsdpblocks = sdpconstnnonz = sdpnnonz = 0)
sdpnblockvars	number of variables that exist in each block
sdpconstnnonz	number of nonzero elements in the constant matrices of the SDP-blocks AFTER FIXINGS
sdpconstnblocknonz	number of nonzeros for each variable in the constant part, also the i-th entry gives the number of entries of sdpconst row/col/val [i] AFTER FIXINGS
sdpconstrow	pointers to row-indices for each block AFTER FIXINGS
sdpconstcol	pointers to column-indices for each block AFTER FIXINGS
sdpconstval	pointers to the values of the nonzeros for each block AFTER FIXINGS
sdpnnonz	number of nonzero elements in the SDP-constraint-matrix
sdpnblockvarnonz	entry [i][j] gives the number of nonzeros for block i and variable j, this is exactly the number of entries of sdp row/col/val [i][j]
sdpvar	sdpvar[i][j] gives the sdp-index of the j-th variable (according to the sorting for row/col/val) in the i-th block
sdprow	pointer to the row-indices for each block and variable
sdpcol	pointer to the column-indices for each block and variable
sdpval	values of SDP-constraint-matrix entries (may be NULL if sdpnnonz = 0)
indchanges	changes needed to be done to the indices, if indchanges[block][nonz]=-1, then the index can be removed, otherwise it gives the number of indices removed before this
nremovedinds	the number of rows/cols to be fixed for each block
blockindchanges	block indizes will be modified by these, see indchanges
nremovedblocks	number of empty blocks that should be removed
nlpcons	number of active (at least two nonzeros) LP-constraints
noldlpcons	number of LP-constraints including those with less than two active nonzeros
lplhs	left-hand sides of active LP-rows after fixings (may be NULL if nlpcons = 0)
lprhs	right-hand sides of active LP-rows after fixings (may be NULL if nlpcons = 0)
lprownactivevars	number of active variables for each LP-constraint
lpnnonz	number of nonzero elements in the LP-constraint-matrix
lprow	row-index for each entry in lpval-array, might get sorted (may be NULL if lpnnonz = 0)
lpcol	column-index for each entry in lpval-array, might get sorted (may be NULL if lpnnonz = 0)
lpval	values of LP-constraint-matrix entries, might get sorted (may be NULL if lpnnonz = 0)
start	NULL or a starting point for the solver, this should have length nvars
startsettings	settings used to start with in SDPA, currently not used for DSDP and MOSEK, set this to SCIP_SDPSOLVERSETTING_UNSOLVED to ignore it and start from scratch
timelimit	after this many seconds solving will be aborted (currently only implemented for DSDP and MOSEK)

Definition at line 500 of file sdpisolver_dsdp.c.

References errorMessage(), and SCIPsdpiSolverLoadAndSolveWithPenalty().

Referenced by checkSlaterCondition(), and SCIPsdpiSolve().

EXTERN SCIP_RETCODE SCIPsdpiSolverLoadAndSolveWithPenalty	(	SCIP_SDPISOLVER *	sdpisolver,
		SCIP_Real	penaltyparam,
		SCIP_Bool	withobj,
		SCIP_Bool	rbound,
		int	nvars,
		SCIP_Real *	obj,
		SCIP_Real *	lb,
		SCIP_Real *	ub,
		int	nsdpblocks,
		int *	sdpblocksizes,
		int *	sdpnblockvars,
		int	sdpconstnnonz,
		int *	sdpconstnblocknonz,
		int **	sdpconstrow,
		int **	sdpconstcol,
		SCIP_Real **	sdpconstval,
		int	sdpnnonz,
		int **	sdpnblockvarnonz,
		int **	sdpvar,
		int ***	sdprow,
		int ***	sdpcol,
		SCIP_Real ***	sdpval,
		int **	indchanges,
		int *	nremovedinds,
		int *	blockindchanges,
		int	nremovedblocks,
		int	nlpcons,
		int	noldlpcons,
		SCIP_Real *	lplhs,
		SCIP_Real *	lprhs,
		int *	rownactivevars,
		int	lpnnonz,
		int *	lprow,
		int *	lpcol,
		SCIP_Real *	lpval,
		SCIP_Real *	start,
		SCIP_SDPSOLVERSETTING	startsettings,
		SCIP_Real	timelimit,
		SCIP_Bool *	feasorig,
		SCIP_Bool *	penaltybound
	)

loads and solves an SDP using a penalty formulation

The penalty formulation of the SDP is:

$\begin{eqnarray*} \min & & b^T y + \Gamma r \\ \mbox{s.t.} & & \sum_{j=1}^n A_j^i y_j - A_0^i + r \cdot \mathbb{I} \succeq 0 \quad \forall i \leq m \\ & & Dy + r \cdot \mathbb{I} \geq d \\ & & l \leq y \leq u \\ & & r \geq 0.\end{eqnarray*}$

Alternatively withobj can be set to false to set b to 0 and only check for feasibility (if the optimal objective value is bigger than 0 the problem is infeasible, otherwise it's feasible), and rbound can be set to false to remove the non-negativity condition on r. For the non-constant SDP- and the LP-part the original arrays before fixings should be given, for the constant SDP-part the arrays AFTER fixings should be given. In addition, an array needs to be given, that for every block and every row/col index within that block either has value -1, meaning that this index should be deleted, or a non-negative integer stating the number of indices before it that are to be deleated, meaning that this index will be decreased by that number. Moreover, the total number of deleted indices for each block should be given. An optional starting point for the solver may be given; if it is NULL, the solver will start from scratch.

Warning: Depending on the solver, the given lp arrays might get sorted in their original position.

Parameters

sdpisolver	SDP-solver interface
penaltyparam	the Gamma above, needs to be >= 0
withobj	if this is false the objective is set to 0
rbound	should r be non-negative ?
nvars	number of variables
obj	objective coefficients of variables
lb	lower bounds of variables
ub	upper bounds of variables
nsdpblocks	number of SDP-blocks
sdpblocksizes	sizes of the SDP-blocks (may be NULL if nsdpblocks = sdpconstnnonz = sdpnnonz = 0)
sdpnblockvars	number of variables that exist in each block
sdpconstnnonz	number of nonzero elements in the constant matrices of the SDP-blocks AFTER FIXINGS
sdpconstnblocknonz	number of nonzeros for each variable in the constant part, also the i-th entry gives the number of entries of sdpconst row/col/val [i] AFTER FIXINGS
sdpconstrow	pointers to row-indices for each block AFTER FIXINGS
sdpconstcol	pointers to column-indices for each block AFTER FIXINGS
sdpconstval	pointers to the values of the nonzeros for each block AFTER FIXINGS
sdpnnonz	number of nonzero elements in the SDP-constraint-matrix
sdpnblockvarnonz	entry [i][j] gives the number of nonzeros for block i and variable j, this is exactly the number of entries of sdp row/col/val [i][j]
sdpvar	sdpvar[i][j] gives the sdp-index of the j-th variable (according to the sorting for row/col/val) in the i-th block
sdprow	pointer to the row-indices for each block and variable
sdpcol	pointer to the column-indices for each block and variable
sdpval	values of SDP-constraint-matrix entries (may be NULL if sdpnnonz = 0)
indchanges	changes needed to be done to the indices, if indchanges[block][nonz]=-1, then the index can be removed, otherwise it gives the number of indices removed before this
nremovedinds	the number of rows/cols to be fixed for each block
blockindchanges	block indizes will be modified by these, see indchanges
nremovedblocks	number of empty blocks that should be removed
nlpcons	number of active (at least two nonzeros) LP-constraints
noldlpcons	number of LP-constraints including those with less than two active nonzeros
lplhs	left-hand sides of active LP-rows after fixings (may be NULL if nlpcons = 0)
lprhs	right-hand sides of active LP-rows after fixings (may be NULL if nlpcons = 0)
rownactivevars	number of active variables for each LP-constraint
lpnnonz	number of nonzero elements in the LP-constraint-matrix
lprow	row-index for each entry in lpval-array, might get sorted (may be NULL if lpnnonz = 0)
lpcol	column-index for each entry in lpval-array, might get sorted (may be NULL if lpnnonz = 0)
lpval	values of LP-constraint-matrix entries, might get sorted (may be NULL if lpnnonz = 0)
start	NULL or a starting point for the solver, this should have length nvars
startsettings	settings used to start with in SDPA, currently not used for DSDP and MOSEK, set this to SCIP_SDPSOLVERSETTING_UNSOLVED to ignore it and start from scratch
timelimit	after this many seconds solving will be aborted (currently only implemented for DSDP and MOSEK)
feasorig	pointer to store if the solution to the penalty-formulation is feasible for the original problem (may be NULL if penaltyparam = 0)
penaltybound	pointer to store if the primal solution reached the bound Tr(X) <= penaltyparam in the primal problem, this is also an indication of the penalty parameter being to small (may be NULL if not needed)

Definition at line 568 of file sdpisolver_dsdp.c.

References BMS_CALL, checkFeastolAndResolve(), checkTimeLimitDSDP(), compLowerTriangPos(), DSDP_CALL, DSDP_CALLM, errorMessage(), FEASTOLCHANGE, GAPTOLCHANGE, INFEASFEASTOLCHANGE, INFEASMINFEASTOL, isFixed(), MOSEK_CALL, MOSEK_CALLM, PENALTYBOUNDTOL, printstr(), SCIP_SDPSOLVERSETTING_FAST, SCIP_SDPSOLVERSETTING_MEDIUM, SCIP_SDPSOLVERSETTING_PENALTY, SCIP_SDPSOLVERSETTING_STABLE, SCIP_SDPSOLVERSETTING_UNSOLVED, SCIPsdpiSolverGetSol(), SCIPsdpiSolverInfinity(), SCIPsdpiSolverIsAcceptable(), SCIPsdpiSolverIsDualFeasible(), SCIPsdpiSolverIsInfinity(), SCIPsdpiSolverWriteSDP(), SCIPsdpSolcheckerCheck(), sortColRow(), and TIMEOFDAY_CALL.

Referenced by checkSlaterCondition(), SCIPsdpiSolve(), and SCIPsdpiSolverLoadAndSolve().

EXTERN SCIP_Bool SCIPsdpiSolverWasSolved ( SCIP_SDPISOLVER * sdpisolver )

returns whether a solve method was called after the last modification of the SDP

Parameters

sdpisolver pointer to SDP-solver interface

Definition at line 1607 of file sdpisolver_dsdp.c.

References errorMessageAbort().

Referenced by SCIPsdpiSolve(), and SCIPsdpiWasSolved().

EXTERN SCIP_Bool SCIPsdpiSolverFeasibilityKnown ( SCIP_SDPISOLVER * sdpisolver )

returns true if the solver could determine whether the problem is feasible

So it returns true if the solver knows that the problem is feasible/infeasible/unbounded, it returns false if the solver does not know anything about the feasibility status and thus the functions IsPrimalFeasible etc. should not be used.

Parameters

sdpisolver pointer to SDP-solver interface

Definition at line 1621 of file sdpisolver_dsdp.c.

References CHECK_IF_SOLVED_BOOL, DSDP_CALL_BOOL, errorMessageAbort(), and MOSEK_CALL_BOOL.

Referenced by SCIPsdpiFeasibilityKnown(), and SCIPsdpiSolverIsAcceptable().

EXTERN SCIP_RETCODE SCIPsdpiSolverGetSolFeasibility	(	SCIP_SDPISOLVER *	sdpisolver,
		SCIP_Bool *	primalfeasible,
		SCIP_Bool *	dualfeasible
	)

gets information about primal and dual feasibility of the current SDP solution

Parameters

sdpisolver	pointer to an SDP-solver interface
primalfeasible	stores primal feasibility status
dualfeasible	stores dual feasibility status

Definition at line 1639 of file sdpisolver_dsdp.c.

References CHECK_IF_SOLVED, DSDP_CALL, errorMessageAbort(), and MOSEK_CALL.

Referenced by SCIPsdpiGetSolFeasibility().

EXTERN SCIP_Bool SCIPsdpiSolverIsPrimalUnbounded ( SCIP_SDPISOLVER * sdpisolver )

returns TRUE iff SDP is proven to be primal unbounded, returns FALSE with a debug-message if the solver could not determine feasibility

Parameters

sdpisolver pointer to SDP-solver interface

Definition at line 1681 of file sdpisolver_dsdp.c.

References CHECK_IF_SOLVED_BOOL, DSDP_CALL_BOOL, errorMessageAbort(), and MOSEK_CALL_BOOL.

Referenced by checkSlaterCondition(), and SCIPsdpiIsPrimalUnbounded().

EXTERN SCIP_Bool SCIPsdpiSolverIsPrimalInfeasible ( SCIP_SDPISOLVER * sdpisolver )

returns TRUE iff SDP is proven to be primal infeasible, returns FALSE with a debug-message if the solver could not determine feasibility

Parameters

sdpisolver pointer to SDP-solver interface

Definition at line 1707 of file sdpisolver_dsdp.c.

References CHECK_IF_SOLVED_BOOL, DSDP_CALL_BOOL, errorMessageAbort(), and MOSEK_CALL_BOOL.

Referenced by SCIPsdpiIsPrimalInfeasible().

EXTERN SCIP_Bool SCIPsdpiSolverIsPrimalFeasible ( SCIP_SDPISOLVER * sdpisolver )

returns TRUE iff SDP is proven to be primal feasible, returns FALSE with a debug-message if the solver could not determine feasibility

Parameters

sdpisolver pointer to SDP-solver interface

Definition at line 1733 of file sdpisolver_dsdp.c.

References CHECK_IF_SOLVED_BOOL, DSDP_CALL_BOOL, errorMessageAbort(), and MOSEK_CALL_BOOL.

Referenced by SCIPsdpiIsPrimalFeasible(), and SCIPsdpiSolverIsOptimal().

EXTERN SCIP_Bool SCIPsdpiSolverIsDualUnbounded ( SCIP_SDPISOLVER * sdpisolver )

returns TRUE iff SDP is proven to be dual unbounded, returns FALSE with a debug-message if the solver could not determine feasibility

Parameters

sdpisolver pointer to SDP-solver interface

Definition at line 1756 of file sdpisolver_dsdp.c.

References CHECK_IF_SOLVED_BOOL, DSDP_CALL_BOOL, errorMessageAbort(), and MOSEK_CALL_BOOL.

Referenced by checkSlaterCondition(), and SCIPsdpiIsDualUnbounded().

EXTERN SCIP_Bool SCIPsdpiSolverIsDualInfeasible ( SCIP_SDPISOLVER * sdpisolver )

returns TRUE iff SDP is proven to be dual infeasible, returns FALSE with a debug-message if the solver could not determine feasibility

Parameters

sdpisolver pointer to SDP-solver interface

Definition at line 1779 of file sdpisolver_dsdp.c.

References CHECK_IF_SOLVED_BOOL, DSDP_CALL_BOOL, errorMessageAbort(), and MOSEK_CALL_BOOL.

Referenced by checkSlaterCondition(), SCIPsdpiIsDualInfeasible(), and SCIPsdpiSolve().

EXTERN SCIP_Bool SCIPsdpiSolverIsDualFeasible ( SCIP_SDPISOLVER * sdpisolver )

returns TRUE iff SDP is proven to be dual feasible, returns FALSE with a debug-message if the solver could not determine feasibility

Parameters

sdpisolver pointer to SDP-solver interface

Definition at line 1803 of file sdpisolver_dsdp.c.

References CHECK_IF_SOLVED_BOOL, DSDP_CALL_BOOL, errorMessageAbort(), and MOSEK_CALL_BOOL.

Referenced by checkFeastolAndResolve(), SCIPsdpiIsDualFeasible(), SCIPsdpiSolverIsOptimal(), and SCIPsdpiSolverLoadAndSolveWithPenalty().

EXTERN SCIP_Bool SCIPsdpiSolverIsConverged ( SCIP_SDPISOLVER * sdpisolver )

returns TRUE iff the solver converged

Parameters

sdpisolver pointer to SDP-solver interface

Definition at line 1826 of file sdpisolver_dsdp.c.

References CHECK_IF_SOLVED_BOOL, DSDP_CALL_BOOL, and errorMessageAbort().

Referenced by SCIPsdpiIsConverged(), SCIPsdpiSolverIsAcceptable(), and SCIPsdpiSolverIsOptimal().

EXTERN SCIP_Bool SCIPsdpiSolverIsObjlimExc ( SCIP_SDPISOLVER * sdpisolver )

returns TRUE iff the objective limit was reached

Parameters

sdpisolver pointer to SDP-solver interface

Definition at line 1849 of file sdpisolver_dsdp.c.

References CHECK_IF_SOLVED_BOOL, and errorMessageAbort().

Referenced by SCIPsdpiIsObjlimExc().

EXTERN SCIP_Bool SCIPsdpiSolverIsIterlimExc ( SCIP_SDPISOLVER * sdpisolver )

returns TRUE iff the iteration limit was reached

Parameters

sdpisolver pointer to SDP-solver interface

Definition at line 1860 of file sdpisolver_dsdp.c.

References CHECK_IF_SOLVED_BOOL, DSDP_CALL_BOOL, and errorMessageAbort().

Referenced by SCIPsdpiIsIterlimExc().

EXTERN SCIP_Bool SCIPsdpiSolverIsTimelimExc ( SCIP_SDPISOLVER * sdpisolver )

returns TRUE iff the time limit was reached

Parameters

sdpisolver pointer to SDP-solver interface

Definition at line 1878 of file sdpisolver_dsdp.c.

References errorMessageAbort().

Referenced by SCIPsdpiIsTimelimExc(), and SCIPsdpiSolve().

EXTERN int SCIPsdpiSolverGetInternalStatus ( SCIP_SDPISOLVER * sdpisolver )

returns the internal solution status of the solver, which has the following meaning:
-1: solver was not started
0: converged
1: infeasible start
2: numerical problems
3: objective limit reached
4: iteration limit reached
5: time limit reached
6: user termination
7: other

Parameters

sdpisolver pointer to SDP-solver interface

Definition at line 1897 of file sdpisolver_dsdp.c.

References errorMessageAbort().

Referenced by SCIPsdpiGetInternalStatus().

EXTERN SCIP_Bool SCIPsdpiSolverIsOptimal ( SCIP_SDPISOLVER * sdpisolver )

returns TRUE iff SDP was solved to optimality, meaning the solver converged and returned primal and dual feasible solutions

Parameters

sdpisolver pointer to SDP-solver interface

Definition at line 1952 of file sdpisolver_dsdp.c.

References CHECK_IF_SOLVED_BOOL, errorMessageAbort(), MOSEK_CALL_BOOL, SCIPsdpiSolverIsConverged(), SCIPsdpiSolverIsDualFeasible(), and SCIPsdpiSolverIsPrimalFeasible().

Referenced by checkSlaterCondition(), SCIPsdpiIsOptimal(), and SCIPsdpiSolve().

EXTERN SCIP_Bool SCIPsdpiSolverIsAcceptable ( SCIP_SDPISOLVER * sdpisolver )

returns TRUE iff SDP was solved to optimality or some other status was reached that is still acceptable inside a Branch & Bound framework

Parameters

sdpisolver pointer to SDP-solver interface

Definition at line 1962 of file sdpisolver_dsdp.c.

References errorMessageAbort(), SCIPsdpiSolverFeasibilityKnown(), and SCIPsdpiSolverIsConverged().

Referenced by checkFeastolAndResolve(), SCIPsdpiIsAcceptable(), SCIPsdpiSolve(), SCIPsdpiSolverLoadAndSolveWithPenalty(), and SCIPsdpiSolverSettingsUsed().

EXTERN SCIP_RETCODE SCIPsdpiSolverIgnoreInstability	(	SCIP_SDPISOLVER *	sdpisolver,
		SCIP_Bool *	success
	)

tries to reset the internal status of the SDP-solver in order to ignore an instability of the last solving call

Parameters

sdpisolver	pointer to an SDP-solver interface
success	pointer to store, whether the instability could be ignored

Definition at line 1972 of file sdpisolver_dsdp.c.

References errorMessageAbort().

EXTERN SCIP_RETCODE SCIPsdpiSolverGetObjval	(	SCIP_SDPISOLVER *	sdpisolver,
		SCIP_Real *	objval
	)

gets objective value of solution

Parameters

sdpisolver	pointer to an SDP-solver interface
objval	pointer to store the objective value

Definition at line 1982 of file sdpisolver_dsdp.c.

References BMS_CALL, CHECK_IF_SOLVED, DSDP_CALL, errorMessageAbort(), and MOSEK_CALL.

Referenced by checkSlaterCondition(), SCIPsdpiGetLowerObjbound(), SCIPsdpiGetObjval(), SCIPsdpiSolve(), and SCIPsdpiSolverGetSol().

EXTERN SCIP_RETCODE SCIPsdpiSolverGetSol	(	SCIP_SDPISOLVER *	sdpisolver,
		SCIP_Real *	objval,
		SCIP_Real *	dualsol,
		int *	dualsollength
	)

gets dual solution vector for feasible SDPs

If dualsollength isn't equal to the number of variables this will return the needed length and a debug message is thrown.

Parameters

sdpisolver	pointer to an SDP-solver interface
objval	pointer to store the objective value, may be NULL if not needed
dualsol	pointer to store the dual solution vector, may be NULL if not needed
dualsollength	length of the dual sol vector, must be 0 if dualsol is NULL, if this is less than the number of variables in the SDP, a DebugMessage will be thrown and this is set to the needed value

Definition at line 2036 of file sdpisolver_dsdp.c.

References BMS_CALL, CHECK_IF_SOLVED, DSDP_CALL, errorMessageAbort(), MOSEK_CALL, and SCIPsdpiSolverGetObjval().

Referenced by checkFeastolAndResolve(), SCIPsdpiGetSol(), and SCIPsdpiSolverLoadAndSolveWithPenalty().

EXTERN SCIP_RETCODE SCIPsdpiSolverGetPrimalBoundVars	(	SCIP_SDPISOLVER *	sdpisolver,
		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

sdpisolver	pointer to an SDP-solver interface
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 2124 of file sdpisolver_dsdp.c.

References BMS_CALL, CHECK_IF_SOLVED, DSDP_CALL, errorMessageAbort(), and MOSEK_CALL.

Referenced by SCIPsdpiGetPrimalBoundVars().

EXTERN SCIP_RETCODE SCIPsdpiSolverGetIterations	(	SCIP_SDPISOLVER *	sdpisolver,
		int *	iterations
	)

gets the number of SDP iterations of the last solve call

Parameters

sdpisolver	pointer to an SDP-solver interface
iterations	pointer to store the number of iterations of the last solve call

Definition at line 2183 of file sdpisolver_dsdp.c.

References errorMessageAbort().

Referenced by SCIPsdpiSolve().

EXTERN SCIP_RETCODE SCIPsdpiSolverGetSdpCalls	(	SCIP_SDPISOLVER *	sdpisolver,
		int *	calls
	)

gets the number of calls to the SDP-solver for the last solve call

Parameters

sdpisolver	SDP-solver interface
calls	pointer to store the number of calls to the SDP-solver for the last solve call

Definition at line 2200 of file sdpisolver_dsdp.c.

References errorMessageAbort().

Referenced by SCIPsdpiSolve().

EXTERN SCIP_RETCODE SCIPsdpiSolverSettingsUsed	(	SCIP_SDPISOLVER *	sdpisolver,
		SCIP_SDPSOLVERSETTING *	usedsetting
	)

gets the settings used by the SDP solver for the last solve call

Parameters

sdpisolver	SDP-solver interface
usedsetting	the setting used by the SDP-solver

Definition at line 2217 of file sdpisolver_dsdp.c.

References CHECK_IF_SOLVED, errorMessageAbort(), SCIP_SDPSOLVERSETTING_FAST, SCIP_SDPSOLVERSETTING_PENALTY, SCIP_SDPSOLVERSETTING_UNSOLVED, and SCIPsdpiSolverIsAcceptable().

Referenced by SCIPsdpiSettingsUsed(), and SCIPsdpiSlaterSettings().

EXTERN SCIP_Real SCIPsdpiSolverInfinity ( SCIP_SDPISOLVER * sdpisolver )

returns value treated as infinity in the SDP-solver

Parameters

sdpisolver pointer to an SDP-solver interface

Definition at line 2246 of file sdpisolver_dsdp.c.

Referenced by checkSlaterCondition(), SCIPsdpiCreate(), SCIPsdpiInfinity(), SCIPsdpiSlaterSettings(), SCIPsdpiSolve(), SCIPsdpiSolverCreate(), SCIPsdpiSolverIsInfinity(), and SCIPsdpiSolverLoadAndSolveWithPenalty().

EXTERN SCIP_Bool SCIPsdpiSolverIsInfinity	(	SCIP_SDPISOLVER *	sdpisolver,
		SCIP_Real	val
	)

checks if given value is treated as (plus or minus) infinity in the SDP-solver

Parameters

sdpisolver	pointer to an SDP-solver interface
val	value to be checked for infinity

Definition at line 2254 of file sdpisolver_dsdp.c.

References SCIPsdpiSolverInfinity().

Referenced by checkSlaterCondition(), and SCIPsdpiSolverLoadAndSolveWithPenalty().

EXTERN SCIP_RETCODE SCIPsdpiSolverGetRealpar	(	SCIP_SDPISOLVER *	sdpisolver,
		SCIP_SDPPARAM	type,
		SCIP_Real *	dval
	)

gets floating point parameter of SDP-Solver

Parameters

sdpisolver	pointer to an SDP-solver interface
type	parameter number
dval	buffer to store the parameter value

Definition at line 2263 of file sdpisolver_dsdp.c.

References SCIP_SDPPAR_EPSILON, SCIP_SDPPAR_FEASTOL, SCIP_SDPPAR_GAPTOL, SCIP_SDPPAR_LAMBDASTAR, SCIP_SDPPAR_OBJLIMIT, SCIP_SDPPAR_PENALTYPARAM, and SCIP_SDPPAR_SDPSOLVERFEASTOL.

Referenced by SCIPsdpiGetRealpar().

EXTERN SCIP_RETCODE SCIPsdpiSolverSetRealpar	(	SCIP_SDPISOLVER *	sdpisolver,
		SCIP_SDPPARAM	type,
		SCIP_Real	dval
	)

sets floating point parameter of SDP-Solver

Parameters

sdpisolver	pointer to an SDP-solver interface
type	parameter number
dval	parameter value

Definition at line 2300 of file sdpisolver_dsdp.c.

References SCIP_SDPPAR_EPSILON, SCIP_SDPPAR_FEASTOL, SCIP_SDPPAR_GAPTOL, SCIP_SDPPAR_LAMBDASTAR, SCIP_SDPPAR_OBJLIMIT, SCIP_SDPPAR_PENALTYPARAM, and SCIP_SDPPAR_SDPSOLVERFEASTOL.

Referenced by SCIPsdpiSetRealpar(), and SCIPsdpiSolve().

EXTERN SCIP_RETCODE SCIPsdpiSolverGetIntpar	(	SCIP_SDPISOLVER *	sdpisolver,
		SCIP_SDPPARAM	type,
		int *	ival
	)

gets integer parameter of SDP-Solver

Parameters

sdpisolver	pointer to an SDP-solver interface
type	parameter number
ival	parameter value

Definition at line 2345 of file sdpisolver_dsdp.c.

References SCIP_SDPPAR_NTHREADS, and SCIP_SDPPAR_SDPINFO.

Referenced by SCIPsdpiGetIntpar().

EXTERN SCIP_RETCODE SCIPsdpiSolverSetIntpar	(	SCIP_SDPISOLVER *	sdpisolver,
		SCIP_SDPPARAM	type,
		int	ival
	)

sets integer parameter of SDP-Solver

Parameters

sdpisolver	pointer to an SDP-solver interface
type	parameter number
ival	parameter value

Definition at line 2367 of file sdpisolver_dsdp.c.

References SCIP_SDPPAR_NTHREADS, and SCIP_SDPPAR_SDPINFO.

Referenced by SCIPsdpiSetIntpar().

EXTERN SCIP_RETCODE SCIPsdpiSolverComputeLambdastar	(	SCIP_SDPISOLVER *	sdpisolver,
		SCIP_Real	maxguess
	)

compute and set lambdastar (only used for SDPA)

Parameters

sdpisolver	pointer to an SDP-solver interface
maxguess	maximum guess for lambda star of all SDP-constraints

Definition at line 2389 of file sdpisolver_dsdp.c.

References LAMBDASTAR_FACTOR, LAMBDASTAR_HIGH, LAMBDASTAR_LOW, LAMBDASTAR_THRESHOLD, MAX_LAMBDASTAR, and MIN_LAMBDASTAR.

Referenced by SCIPsdpiComputeLambdastar().

EXTERN SCIP_RETCODE SCIPsdpiSolverComputePenaltyparam	(	SCIP_SDPISOLVER *	sdpisolver,
		SCIP_Real	maxcoeff,
		SCIP_Real *	penaltyparam
	)

compute and set the penalty parameter

Parameters

sdpisolver	pointer to an SDP-solver interface
maxcoeff	maximum objective coefficient
penaltyparam	the computed penalty parameter

Definition at line 2400 of file sdpisolver_dsdp.c.

References MAX_PENALTYPARAM, MIN_PENALTYPARAM, and PENALTYPARAM_FACTOR.

Referenced by SCIPsdpiComputePenaltyparam().

EXTERN SCIP_RETCODE SCIPsdpiSolverComputeMaxPenaltyparam	(	SCIP_SDPISOLVER *	sdpisolver,
		SCIP_Real	penaltyparam,
		SCIP_Real *	maxpenaltyparam
	)

compute and set the maximum penalty parameter

Parameters

sdpisolver	pointer to an SDP-solver interface
penaltyparam	the initial penalty parameter
maxpenaltyparam	the computed maximum penalty parameter

Definition at line 2435 of file sdpisolver_dsdp.c.

References MAX_MAXPENALTYPARAM, and MAXPENALTYPARAM_FACTOR.

Referenced by SCIPsdpiComputeMaxPenaltyparam().

EXTERN SCIP_RETCODE SCIPsdpiSolverReadSDP	(	SCIP_SDPISOLVER *	sdpisolver,
		const char *	fname
	)

reads SDP from a file

Parameters

sdpisolver	pointer to an SDP-solver interface
fname	file name

Definition at line 2481 of file sdpisolver_dsdp.c.

References errorMessageAbort().

EXTERN SCIP_RETCODE SCIPsdpiSolverWriteSDP	(	SCIP_SDPISOLVER *	sdpisolver,
		const char *	fname
	)

writes SDP to a file

Parameters

sdpisolver	pointer to an SDP-solver interface
fname	file name

Definition at line 2491 of file sdpisolver_dsdp.c.

References errorMessageAbort(), and MOSEK_CALL.

Referenced by SCIPsdpiSolverLoadAndSolveWithPenalty().

Typedefs

Functions

Detailed Description

Typedef Documentation

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