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;

100

assert( masterscip !=

);

102

assert( lp !=

);

109 for

(j = 0; j < nmastervars; ++j)

144 int

* indices =

;

148

assert( masterscip !=

);

150

assert( lp !=

);

157 for

(j = 0; j < nmastervars; ++j)

202

assert( masterscip !=

);

203

assert( lp !=

);

204

assert( infeasible !=

);

205

assert( error !=

);

257 SCIPwarningMessage

(masterscip,

"The dual simplex produced a primal ray. Retrying with primal ...\n"

);

299

*infeasible =

;

335

assert( masterscip !=

);

336

assert( data !=

);

337

assert( mastersolution !=

);

338

assert( ncuts !=

);

339

assert( status !=

);

340

assert( data->lp !=

);

341

assert( data->m == nmastervars );

350

assert( nmastervars <= ncols );

354 for

(j = 0; j < nmastervars; ++j)

357 if

( mastersolution[j] > 0.5 )

400 SCIPdebugMessage

(

" size: %4d produced possible cover with objective value %f.\n"

, size, value);

408 for

(j = 0; j < nmastervars; ++j)

432

assert( candidate >= 0 );

433

assert( ! S[candidate] );

434

assert( sizeIIS > 0 );

436 SCIPdebugMessage

(

" size: %4d add %4d with objective value %6g and alt-LP solution value %-8.4g (IIS size: %4d).\n"

437

size, candidate, candobj, primsol[candidate], sizeIIS);

440

S[candidate] =

;

447 for

(j = 0; j < nmastervars; ++j)

451

vars[cnt++] = mastervars[j];

453

assert( cnt == sizeIIS );

457 SCIP_CALL

(

SCIPcreateConsLogicor

(masterscip, &cons, name, cnt, vars,

) );

459 SCIP_CALL

(

SCIPcreateConsLogicor

(masterscip, &cons,

""

, cnt, vars,

) );

480 while

(step < nmastervars);

512

assert( origscip !=

);

513

assert( vars !=

);

514

assert( vals !=

);

515

assert(

SCIPisEQ

(origscip, sign, 1.0) ||

SCIPisEQ

(origscip, sign, -1.0) );

528

matval[cnt++] = sign * rhscoef;

532 for

(v = 0; v < nvars; ++v)

534

assert( vars[v] !=

);

536

matval[cnt] = vals[v] * sign;

566

assert( origscip !=

);

567

assert( lp !=

);

572 for

(c = 0; c < norigconss; ++c)

574 const char

* origconshdlrname;

580

origcons = origconss[c];

581

assert( origcons !=

);

584

assert( origconshdlr !=

);

587 if

( strcmp(origconshdlrname,

"linear"

) == 0 )

595 else if

( strcmp(origconshdlrname,

"setppc"

) == 0 )

614 else if

( strcmp(origconshdlrname,

"logicor"

) == 0 )

621 else if

( strcmp(origconshdlrname,

"knapsack"

) == 0 )

633 for

( v = 0; v < norigconsvars; ++v )

634

consvals[v] = (

SCIP_Real

) origweights[v];

640 else if

( strcmp(origconshdlrname,

"varbound"

) == 0 )

656 SCIPwarningMessage

(origscip,

"Cannot handle constraints of type <%s>.\n"

, origconshdlrname);

671 while

( isspace(**s) )

676 while

( (**s != 0) && (! isspace(**s)) )

692

assert( idx !=

);

693

assert( val !=

);

696 while

( isspace(**s) )

699

status = sscanf(*s,

"%d:%lf"

, idx, val);

704 while

( (**s != 0) && (! isspace(**s)) )

719 const char

* filename,

734 int

class1 = INT_MAX;

735 int

class2 = INT_MAX;

740

assert( nclass1 !=

);

741

assert( nclass2 !=

);

746

file = fopen(filename,

"r"

);

759 for

(j = 0; j < nmaxvars; ++j)

767 SCIP_CALL

(

(

scip

, &rhsvar,

"b"

, -

(

(

), 0.0,

SCIP_VARTYPE_CONTINUOUS

) );

771 if

( boundsonclassifier )

775 while

( ! feof(file) )

792 if

( class1 == INT_MAX )

798 else if

(

class

!= class1 && class2 == INT_MAX )

806 if

(

class

!= class1 &&

class

!= class2 )

808 SCIPerrorMessage

(

"Invalid class value: %d (valid: %d, %d).\n"

class

, class1, class2);

811 if

(

class

== class1 )

818

assert(

class

== class2 );

834 if

( idx >= nmaxvars )

838

newsize = 2 * nmaxvars;

843 for

(j = nmaxvars; j < newsize; ++j)

851 if

( vars[idx-1] ==

)

854 if

( boundsonclassifier )

856 SCIP_CALL

(

(

scip

, &vars[idx-1], name, -1.0, 1.0, 0.0,

SCIP_VARTYPE_CONTINUOUS

) );

860 SCIP_CALL

(

(

scip

, &vars[idx-1], name, -

(

(

), 0.0,

SCIP_VARTYPE_CONTINUOUS

) );

864

assert( vars[idx-1] !=

);

866

consvars[cnt] = vars[idx-1];

867

consvals[cnt++] = ((

SCIP_Real

)

class

) * val;

868

assert( cnt <= nmaxvars );

873

consvars[cnt] = rhsvar;

874

consvals[cnt++] = -1.0 * ((

SCIP_Real

)

class

);

885 for

(j = 0; j < nmaxvars; ++j)

887 if

( vars[j] !=

)

906 const char

* filename,

907 const char

* settingsname,

945 SCIPerrorMessage

(

"Cannot extract problem name for filename <%s>.\n"

, filename);

951 SCIPinfoMessage

(masterscip,

"Finding a linear classifier minimizing the number misclassifications using a Benders approach.\n"

);

959 "miniisc/solvemasterapprox"

960 "Solve master problem approximately?"

964 "miniisc/mastergaplimit"

965 "gap bound for approximately solving the master problem"

969 "miniisc/masterstallnodes"

970 "stall nodes for the master problem"

974 "miniisc/reoptimization"

975 "Use reoptimization to solve master problem?"

979 "miniisc/boundsonclassifier"

980 "Add unit bounds on the classifier?"

984 if

( settingsname !=

)

988 SCIPinfoMessage

(masterscip,

"\nreading user parameter file <%s> ...\n\n"

, settingsname);

994 SCIPwarningMessage

(masterscip,

"\nparameter file <%s> not found - using default parameters.\n"

, settingsname);

1003 if

( boundsonclassifier )

1021 SCIPinfoMessage

(masterscip,

"Number of data point in class 2: %d.\n\n"

, nclass2);

1023 if

( boundsonclassifier )

1027 SCIPinfoMessage

(masterscip,

"Writing infeasible classification model to file: %s.\n"

, name);

1033 SCIPinfoMessage

(masterscip,

"ERROR: input file contains integer variables. The code only works for LPs.\n"

);

1057 for

(v = 0; v < norigvars; ++v)

1071 for

(v = 0; v < norigvars; ++v)

1081

assert( var !=

);

1091

matval[cnt++] = -val;

1094

matval[cnt++] = -1.0;

1106

matval[cnt++] = val;

1109

matval[cnt++] = 1.0;

1123 for

(v = 0; v < m; ++v)

1128 SCIP_CALL

(

(masterscip, &var, name, 0.0, 1.0, 1.0,

) );

1136 SCIP_CALL

(

runBenders

(masterscip, cutoracle, &data, timelimit, memlimit, dispfreq, reoptimization, solvemasterapprox,

1157 const char

* filename;

1158 const char

* settingsname;

1164

retcode =

readArguments

(argc, argv, &filename, &settingsname, &timelimit, &memlimit, &nodelimit, &dispfreq);

1167

assert( filename !=