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SCIP Doxygen Documentation: NLP solver interfaces

methods for the management of NLP solver interfaces

These methods can be used, for example, to create a NLPI problem that contains only the convex rows of the SCIP NLP relaxation.

#define SCIP_VARARGS_FIRST(args)

#define SCIP_VARARGS_REST(firstarg,...)

#define SCIP_NLPPARAM_DEFAULT_INITS(scip)

try to solve NLP with non-default parameters given as optional arguments

Typical use is

SCIP_CALL( SCIPsolveNlpi(scip, nlpi, nlpiproblem) );

to solve with default parameters. Additionally, one or several values of SCIP_NLPPARAM can be set:

SCIP_CALL( SCIPsolveNlpi(scip, nlpi, nlpiproblem, .iterlimit = 42, .verblevel = 1) );  //lint !e666

Definition at line 208 of file scip_nlpi.h.

compares two NLPIs w.r.t. their priority

Definition at line 47 of file nlpi.c.

gets data of an NLPI

Parameters

nlpi NLP interface structure

Definition at line 712 of file nlpi.c.

References SCIP_Nlpi::nlpidata, and NULL.

Referenced by handleNlpParam(), SCIP_DECL_NLPIADDCONSTRAINTS(), SCIP_DECL_NLPIADDVARS(), SCIP_DECL_NLPICHGCONSSIDES(), SCIP_DECL_NLPICHGEXPR(), SCIP_DECL_NLPICHGLINEARCOEFS(), SCIP_DECL_NLPICHGOBJCONSTANT(), SCIP_DECL_NLPICHGVARBOUNDS(), SCIP_DECL_NLPICOPY(), SCIP_DECL_NLPICREATEPROBLEM(), SCIP_DECL_NLPIDELCONSSET(), SCIP_DECL_NLPIDELVARSET(), SCIP_DECL_NLPIFREEPROBLEM(), SCIP_DECL_NLPIGETSOLSTAT(), SCIP_DECL_NLPIGETSOLUTION(), SCIP_DECL_NLPIGETSTATISTICS(), SCIP_DECL_NLPIGETTERMSTAT(), SCIP_DECL_NLPISETINITIALGUESS(), SCIP_DECL_NLPISETOBJECTIVE(), and SCIP_DECL_NLPISOLVE().

gives total time spend in function evaluation during NLP solves

If parameter timing/nlpieval is off (the default), depending on the NLP solver, this may just return 0.

Parameters

nlpi NLP interface structure

Definition at line 795 of file nlpi.c.

References SCIP_Nlpi::evaltime, and NULL.

Referenced by SCIPprintNLPIStatistics().

adds statistics from one NLPI to another

Parameters

targetnlpi NLP interface where to add statistics sourcenlpi NLP interface from which to add statistics reset whether to reset statistics in sourcescip

Definition at line 833 of file nlpi.c.

References SCIP_Nlpi::evaltime, SCIP_Nlpi::niter, SCIP_Nlpi::nproblems, SCIP_Nlpi::nsolstat, SCIP_Nlpi::nsolves, SCIP_Nlpi::ntermstat, NULL, SCIP_Nlpi::problemtime, SCIP_NLPSOLSTAT_GLOBOPT, SCIP_NLPSOLSTAT_UNKNOWN, SCIP_NLPTERMSTAT_OKAY, SCIP_NLPTERMSTAT_OTHER, SCIPclockGetTime(), SCIPclockReset(), SCIPclockSetTime(), and SCIP_Nlpi::solvetime.

Referenced by SCIPmergeNLPIStatistics().

creates an NLPI and includes it into SCIP

creates an NLPI and includes it into SCIP

Precondition

This method can be called if SCIP is in one of the following stages:

• SCIP_STAGE_INIT
• SCIP_STAGE_PROBLEM

Parameters

scip SCIP data structure name name of NLP interface description description of NLP interface priority priority of NLP interface nlpidata NLP interface local data

Definition at line 113 of file scip_nlpi.c.

References FALSE, NULL, paramname, SCIP_CALL, SCIP_INVALIDDATA, SCIP_MAXSTRLEN, SCIP_OKAY, SCIPaddIntParam(), SCIPcheckStage(), SCIPerrorMessage, SCIPfindNlpi(), SCIPnlpiCreate(), SCIPnlpiGetPriority(), SCIPsetIncludeNlpi(), SCIPsnprintf(), and TRUE.

Referenced by SCIPincludeNlpSolverAll(), SCIPincludeNlpSolverFilterSQP(), SCIPincludeNlpSolverIpopt(), and SCIPincludeNlpSolverWorhp().

returns the array of currently available NLPIs (sorted by priority)

Parameters

Definition at line 192 of file scip_nlpi.c.

References NULL, and SCIPsetSortNlpis().

Referenced by applyNlobbt(), computeInteriorPoint(), createAuxiliaryNonlinearSubproblem(), SCIP_DECL_DIALOGEXEC(), SCIP_DECL_HEURINITSOL(), SCIP_DECL_RELAXEXEC(), SCIP_DECL_SEPAEXECLP(), SCIPincludeDialogDefaultFix(), SCIPincludeDialogDefaultSet(), and SCIPincludeNlpSolverAll().

returns the number of currently available NLPIs

Parameters

Definition at line 205 of file scip_nlpi.c.

References NULL.

Referenced by applyNlobbt(), checkSubproblemConvexity(), computeInteriorPoint(), createSubSCIP(), generateAndApplyBendersCuts(), runHeuristic(), SCIP_DECL_BENDERSCUTEXEC(), SCIP_DECL_DIALOGEXEC(), SCIP_DECL_HEUREXEC(), SCIP_DECL_HEURINITSOL(), SCIP_DECL_PROPEXEC(), SCIP_DECL_RELAXEXEC(), SCIP_DECL_SEPAEXECLP(), SCIPapplyHeurDualval(), SCIPapplyUndercover(), SCIPbendersComputeSubproblemLowerbound(), SCIPbendersSolSlackVarsActive(), SCIPbendersSolveSubproblemLP(), SCIPgenerateAndApplyBendersOptCut(), SCIPincludeDialogDefaultFix(), SCIPincludeDialogDefaultSet(), and SCIPincludeNlpSolverAll().

gets internal pointer to NLP solver

Depending on the solver interface, a solver pointer may exist for every NLP problem instance. For this case, a NLPI problem can be passed in as well.

gets internal pointer to NLP solver

Definition at line 231 of file scip_nlpi.c.

References NULL, and SCIPnlpiGetSolverPointer().

try to solve NLP with all parameters given as SCIP_NLPPARAM struct

Typical use is

SCIP_NLPPARAM nlparam = { SCIP_NLPPARAM_DEFAULT(scip); }
nlpparam.iterlimit = 42;
SCIP_CALL( SCIPsolveNlpiParam(scip, nlpi, nlpiproblem, nlpparam) );

or, in "one" line:

SCIP_CALL( SCIPsolveNlpiParam(scip, nlpi, nlpiproblem,
   (SCIP_NLPPARAM){ SCIP_NLPPARAM_DEFAULT(scip), .iterlimit = 42 }) );

To get the latter, also SCIPsolveNlpi can be used.

try to solve NLP with all parameters given as SCIP_NLPPARAM struct

Typical use is

SCIP_NLPPARAM nlparam = { SCIP_NLPPARAM_DEFAULT(scip); }
nlpparam.iterlim = 42;
SCIP_CALL( SCIPsolveNlpiParam(scip, nlpi, nlpiproblem, nlpparam) );

or, in "one" line:

SCIP_CALL( SCIPsolveNlpiParam(scip, nlpi, nlpiproblem,
   (SCIP_NLPPARAM){ SCIP_NLPPARAM_DEFAULT(scip), .iterlimit = 42 }) );

To get the latter, also SCIPsolveNlpi can be used.

Definition at line 391 of file scip_nlpi.c.

References NULL, SCIP_CALL, SCIP_OKAY, and SCIPnlpiSolve().

creates a NLPI problem from given nonlinear rows

The function computes for each variable the number of non-linear occurrences and stores it in the nlscore array.

Note

the first row corresponds always to the cutoff row (even if cutoffbound is SCIPinfinity(scip))

Parameters

scip SCIP data structure nlpi interface to NLP solver nlpiprob buffer to store pointer to created nlpi problem name name to give to problem nlrows nonlinear rows nnlrows number of nonlinear rows var2idx empty hash map to store mapping between variables and indices in nlpiprob nlrow2idx empty hash map to store mapping between variables and indices in nlpiprob, can be NULL nlscore array to store the score of each nonlinear variable (NULL if not needed) cutoffbound cutoff bound setobj whether the objective function should be set to one of the SCIP problem onlyconvex filter only for convex constraints

Definition at line 449 of file scip_nlpi.c.

References BMSclearMemoryArray, FALSE, NULL, SCIP_Bool, SCIP_CALL, SCIP_EXPRCURV_CONCAVE, SCIP_EXPRCURV_CONVEX, SCIP_EXPRITER_DFS, SCIP_OKAY, SCIP_Real, SCIPallocBufferArray, SCIPcreateExpriter(), SCIPdebugMsg, SCIPduplicateExpr(), SCIPexpriterGetNext(), SCIPexpriterInit(), SCIPexpriterIsEnd(), SCIPfreeBufferArray, SCIPfreeExpriter(), SCIPgetIndexExprVaridx(), SCIPgetNVars(), SCIPgetVars(), SCIPhashmapExists(), SCIPhashmapGetImageInt(), SCIPhashmapInsertInt(), SCIPinfinity(), SCIPisExprVaridx(), SCIPisInfinity(), SCIPisZero(), SCIPnlpiCreateProblem(), SCIPnlrowGetConstant(), SCIPnlrowGetCurvature(), SCIPnlrowGetExpr(), SCIPnlrowGetLhs(), SCIPnlrowGetLinearCoefs(), SCIPnlrowGetLinearVars(), SCIPnlrowGetName(), SCIPnlrowGetNLinearVars(), SCIPnlrowGetRhs(), SCIPreleaseExpr(), SCIPvarGetLbLocal(), SCIPvarGetName(), SCIPvarGetObj(), SCIPvarGetUbLocal(), and TRUE.

Referenced by applyNlobbt(), computeInteriorPoint(), createAuxiliaryNonlinearSubproblem(), createNLP(), SCIP_DECL_RELAXEXEC(), and SCIP_DECL_SEPAEXECLP().

updates variable bounds and the cutoff row in a NLPI problem

The NLPI problem must have been setup by SCIPcreateNlpiProblemFromNlRows().

Parameters

scip SCIP data structure nlpi interface to NLP solver nlpiprob nlpi problem representing the convex NLP relaxation var2nlpiidx mapping between variables and nlpi indices nlpivars array containing all variables of the nlpi nlpinvars total number of nlpi variables cutoffbound new cutoff bound

Definition at line 735 of file scip_nlpi.c.

References NULL, SCIP_CALL, SCIP_OKAY, SCIP_Real, SCIPallocBufferArray, SCIPdebugMsg, SCIPfreeBufferArray, SCIPhashmapExists(), SCIPhashmapGetImageInt(), SCIPinfinity(), SCIPvarGetLbLocal(), and SCIPvarGetUbLocal().

Referenced by applyNlobbt(), SCIP_DECL_SEPAEXECLP(), and updateAuxiliaryNonlinearSubproblem().

adds SCIP_ROWs to a NLPI problem

Parameters

scip SCIP data structure nlpi interface to NLP solver nlpiprob nlpi problem var2idx empty hash map to store mapping between variables and indices in nlpiprob rows rows to add nrows number of rows to add

Definition at line 787 of file scip_nlpi.c.

References NULL, SCIP_CALL, SCIP_OKAY, SCIP_Real, SCIPallocBufferArray, SCIPcolGetVar(), SCIPdebugMsg, SCIPfreeBufferArray, SCIPgetNVars(), SCIPhashmapExists(), SCIPhashmapGetImageInt(), SCIProwGetCols(), SCIProwGetConstant(), SCIProwGetLhs(), SCIProwGetName(), SCIProwGetNNonz(), SCIProwGetRhs(), and SCIProwGetVals().

Referenced by applyNlobbt(), computeInteriorPoint(), SCIP_DECL_RELAXEXEC(), and SCIP_DECL_SEPAEXECLP().

adds SCIP_NLROWs to a NLPI problem

Parameters

scip SCIP data structure nlpi interface to NLP solver nlpiprob nlpi problem var2idx empty hash map to store mapping between variables and indices in nlpiprob nlrows rows to add nnlrows number of rows to add

Definition at line 870 of file scip_nlpi.c.

References NULL, SCIP_CALL, SCIP_OKAY, SCIP_Real, SCIPallocBufferArray, SCIPdebugMsg, SCIPduplicateExpr(), SCIPfreeBufferArray, SCIPfreeBufferArrayNull, SCIPhashmapExists(), SCIPhashmapGetImageInt(), SCIPinfinity(), SCIPisInfinity(), SCIPnlrowGetConstant(), SCIPnlrowGetExpr(), SCIPnlrowGetLhs(), SCIPnlrowGetLinearCoefs(), SCIPnlrowGetLinearVars(), SCIPnlrowGetName(), SCIPnlrowGetNLinearVars(), SCIPnlrowGetRhs(), and SCIPreleaseExpr().

Referenced by addRegularScholtes().

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