/* * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * */ /* */ /* This file is part of the program and library */ /* SCIP --- Solving Constraint Integer Programs */ /* */ /* Copyright 2002-2022 Zuse Institute Berlin */ /* */ /* Licensed under the Apache License, Version 2.0 (the "License"); */ /* you may not use this file except in compliance with the License. */ /* You may obtain a copy of the License at */ /* */ /* http://www.apache.org/licenses/LICENSE-2.0 */ /* */ /* Unless required by applicable law or agreed to in writing, software */ /* distributed under the License is distributed on an "AS IS" BASIS, */ /* WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied. */ /* See the License for the specific language governing permissions and */ /* limitations under the License. */ /* */ /* You should have received a copy of the Apache-2.0 license */ /* along with SCIP; see the file LICENSE. If not visit scipopt.org. */ /* */ /* * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * */ /**@file nlpioracle.h * @ingroup PUBLICCOREAPI * @brief methods to store an NLP and request function, gradient, and Hessian values * @author Stefan Vigerske * * A common part of many NLPIs that takes care of the problem storage and function, gradient, and Hessian evaluation. */ #ifndef __SCIP_NLPIORACLE_H__ #define __SCIP_NLPIORACLE_H__ #include "scip/type_message.h" #include "scip/type_exprinterpret.h" /**@defgroup NLPIOracle NLPI Oracle * @ingroup DataStructures * @brief NLP representation used by various NLP solver interface implementations * *@{ */ #ifdef __cplusplus extern "C" { #endif typedef struct SCIP_NlpiOracle SCIP_NLPIORACLE; /**< NLPI oracle data structure */ /** creates an NLPIORACLE data structure */ SCIP_EXPORT SCIP_RETCODE SCIPnlpiOracleCreate( SCIP* scip, /**< SCIP data structure */ SCIP_NLPIORACLE** oracle /**< pointer to store NLPIORACLE data structure */ ); /** frees an NLPIORACLE data structure */ SCIP_EXPORT SCIP_RETCODE SCIPnlpiOracleFree( SCIP* scip, /**< SCIP data structure */ SCIP_NLPIORACLE** oracle /**< pointer to NLPIORACLE data structure */ ); /** sets the problem name (used for printing) */ SCIP_EXPORT SCIP_RETCODE SCIPnlpiOracleSetProblemName( SCIP* scip, /**< SCIP data structure */ SCIP_NLPIORACLE* oracle, /**< pointer to NLPIORACLE data structure */ const char* name /**< name of problem */ ); /** gets the problem name, or NULL if none set */ SCIP_EXPORT const char* SCIPnlpiOracleGetProblemName( SCIP_NLPIORACLE* oracle /**< pointer to NLPIORACLE data structure */ ); /** adds variables */ SCIP_EXPORT SCIP_RETCODE SCIPnlpiOracleAddVars( SCIP* scip, /**< SCIP data structure */ SCIP_NLPIORACLE* oracle, /**< pointer to NLPIORACLE data structure */ int nvars, /**< number of variables to add */ const SCIP_Real* lbs, /**< array with lower bounds of new variables, or NULL if all -infinity */ const SCIP_Real* ubs, /**< array with upper bounds of new variables, or NULL if all +infinity */ const char** varnames /**< array with names of new variables, or NULL if no names should be stored */ ); /** adds constraints * * linear coefficients: row(=constraint) oriented matrix; * quadratic coefficients: row oriented matrix for each constraint */ SCIP_EXPORT SCIP_RETCODE SCIPnlpiOracleAddConstraints( SCIP* scip, /**< SCIP data structure */ SCIP_NLPIORACLE* oracle, /**< pointer to NLPIORACLE data structure */ int nconss, /**< number of constraints to add */ const SCIP_Real* lhss, /**< array with left-hand sides of constraints, or NULL if all -infinity */ const SCIP_Real* rhss, /**< array with right-hand sides of constraints, or NULL if all +infinity */ const int* nlininds, /**< number of linear coefficients for each constraint, may be NULL in case of no linear part */ int* const* lininds, /**< indices of variables for linear coefficients for each constraint, may be NULL in case of no linear part */ SCIP_Real* const* linvals, /**< values of linear coefficient for each constraint, may be NULL in case of no linear part */ SCIP_EXPR** exprs, /**< NULL if no nonlinear parts, otherwise exprs[.] gives nonlinear part, * or NULL if no nonlinear part in this constraint */ const char** consnames /**< names of new constraints, or NULL if no names should be stored */ ); /** sets or overwrites objective, a minimization problem is expected * * May change sparsity pattern. */ SCIP_EXPORT SCIP_RETCODE SCIPnlpiOracleSetObjective( SCIP* scip, /**< SCIP data structure */ SCIP_NLPIORACLE* oracle, /**< pointer to NLPIORACLE data structure */ const SCIP_Real constant, /**< constant part of objective */ int nlin, /**< number of linear variable coefficients */ const int* lininds, /**< indices of linear variables, or NULL if no linear part */ const SCIP_Real* linvals, /**< coefficients of linear variables, or NULL if no linear part */ SCIP_EXPR* expr /**< expression of nonlinear part, or NULL if no nonlinear part */ ); /** change variable bounds */ SCIP_EXPORT SCIP_RETCODE SCIPnlpiOracleChgVarBounds( SCIP* scip, /**< SCIP data structure */ SCIP_NLPIORACLE* oracle, /**< pointer to NLPIORACLE data structure */ int nvars, /**< number of variables to change bounds */ const int* indices, /**< array with indices of variables to change bounds */ const SCIP_Real* lbs, /**< array with new lower bounds, or NULL if all should be -infty */ const SCIP_Real* ubs /**< array with new upper bounds, or NULL if all should be +infty */ ); /** change constraint sides */ SCIP_EXPORT SCIP_RETCODE SCIPnlpiOracleChgConsSides( SCIP* scip, /**< SCIP data structure */ SCIP_NLPIORACLE* oracle, /**< pointer to NLPIORACLE data structure */ int nconss, /**< number of constraints to change sides */ const int* indices, /**< array with indices of constraints to change sides */ const SCIP_Real* lhss, /**< array with new left-hand sides, or NULL if all should be -infty */ const SCIP_Real* rhss /**< array with new right-hand sides, or NULL if all should be +infty */ ); /** deletes a set of variables */ SCIP_EXPORT SCIP_RETCODE SCIPnlpiOracleDelVarSet( SCIP* scip, /**< SCIP data structure */ SCIP_NLPIORACLE* oracle, /**< pointer to NLPIORACLE data structure */ int* delstats /**< array with deletion status of vars in input (1 if var should be deleted, 0 if not); * new position of var in output (-1 if var was deleted) */ ); /** deletes a set of constraints */ SCIP_EXPORT SCIP_RETCODE SCIPnlpiOracleDelConsSet( SCIP* scip, /**< SCIP data structure */ SCIP_NLPIORACLE* oracle, /**< pointer to NLPIORACLE data structure */ int* delstats /**< array with deletion status of rows in input (1 if row should be deleted, 0 if not); * new position of row in output (-1 if row was deleted) */ ); /** changes (or adds) linear coefficients in one constraint or objective */ SCIP_EXPORT SCIP_RETCODE SCIPnlpiOracleChgLinearCoefs( SCIP* scip, /**< SCIP data structure */ SCIP_NLPIORACLE* oracle, /**< pointer to NLPIORACLE data structure */ int considx, /**< index of constraint where linear coefficients should be changed, or -1 for objective */ int nentries, /**< number of coefficients to change */ const int* varidxs, /**< array with indices of variables which coefficients should be changed */ const SCIP_Real* newcoefs /**< array with new coefficients of variables */ ); /** replaces expression of one constraint or objective */ SCIP_EXPORT SCIP_RETCODE SCIPnlpiOracleChgExpr( SCIP* scip, /**< SCIP data structure */ SCIP_NLPIORACLE* oracle, /**< pointer to NLPIORACLE data structure */ int considx, /**< index of constraint where expression should be changed, or -1 for objective */ SCIP_EXPR* expr /**< new expression, or NULL */ ); /** changes the constant value in the objective function */ SCIP_EXPORT SCIP_RETCODE SCIPnlpiOracleChgObjConstant( SCIP* scip, /**< SCIP data structure */ SCIP_NLPIORACLE* oracle, /**< pointer to NLPIORACLE data structure */ SCIP_Real objconstant /**< new value for objective constant */ ); /** gives the current number of variables */ SCIP_EXPORT int SCIPnlpiOracleGetNVars( SCIP_NLPIORACLE* oracle /**< pointer to NLPIORACLE data structure */ ); /** gives the current number of constraints */ SCIP_EXPORT int SCIPnlpiOracleGetNConstraints( SCIP_NLPIORACLE* oracle /**< pointer to NLPIORACLE data structure */ ); /** gives the variables lower bounds */ SCIP_EXPORT const SCIP_Real* SCIPnlpiOracleGetVarLbs( SCIP_NLPIORACLE* oracle /**< pointer to NLPIORACLE data structure */ ); /** gives the variables upper bounds */ SCIP_EXPORT const SCIP_Real* SCIPnlpiOracleGetVarUbs( SCIP_NLPIORACLE* oracle /**< pointer to NLPIORACLE data structure */ ); /** gives the variables names, or NULL if not set */ SCIP_EXPORT char** SCIPnlpiOracleGetVarNames( SCIP_NLPIORACLE* oracle /**< pointer to NLPIORACLE data structure */ ); /** indicates whether variable appears nonlinear in any objective or constraint */ SCIP_EXPORT SCIP_Bool SCIPnlpiOracleIsVarNonlinear( SCIP* scip, /**< SCIP data structure */ SCIP_NLPIORACLE* oracle, /**< pointer to NLPIORACLE data structure */ int varidx /**< the variable to check */ ); /** returns number of linear and nonlinear appearances of variables in objective and constraints */ SCIP_EXPORT void SCIPnlpiOracleGetVarCounts( SCIP* scip, /**< SCIP data structure */ SCIP_NLPIORACLE* oracle, /**< pointer to NLPIORACLE data structure */ const int** lincounts, /**< buffer to return pointer to array of counts of linear appearances */ const int** nlcounts /**< buffer to return pointer to array of counts of nonlinear appearances */ ); /** gives constant term of objective */ SCIP_EXPORT SCIP_Real SCIPnlpiOracleGetObjectiveConstant( SCIP_NLPIORACLE* oracle /**< pointer to NLPIORACLE data structure */ ); /** gives left-hand side of a constraint */ SCIP_EXPORT SCIP_Real SCIPnlpiOracleGetConstraintLhs( SCIP_NLPIORACLE* oracle, /**< pointer to NLPIORACLE data structure */ int considx /**< constraint index */ ); /** gives right-hand side of a constraint */ SCIP_EXPORT SCIP_Real SCIPnlpiOracleGetConstraintRhs( SCIP_NLPIORACLE* oracle, /**< pointer to NLPIORACLE data structure */ int considx /**< constraint index */ ); /** gives name of a constraint, may be NULL */ SCIP_EXPORT char* SCIPnlpiOracleGetConstraintName( SCIP_NLPIORACLE* oracle, /**< pointer to NLPIORACLE data structure */ int considx /**< constraint index */ ); /** indicates whether constraint is nonlinear */ SCIP_EXPORT SCIP_Bool SCIPnlpiOracleIsConstraintNonlinear( SCIP_NLPIORACLE* oracle, /**< pointer to NLPIORACLE data structure */ int considx /**< index of constraint for which nonlinearity status is returned, or -1 for objective */ ); /** gives the evaluation capabilities that are shared among all expressions in the problem */ SCIP_EXPORT SCIP_EXPRINTCAPABILITY SCIPnlpiOracleGetEvalCapability( SCIP* scip, /**< SCIP data structure */ SCIP_NLPIORACLE* oracle /**< pointer to NLPIORACLE data structure */ ); /** evaluates the objective function in a given point */ SCIP_EXPORT SCIP_RETCODE SCIPnlpiOracleEvalObjectiveValue( SCIP* scip, /**< SCIP data structure */ SCIP_NLPIORACLE* oracle, /**< pointer to NLPIORACLE data structure */ const SCIP_Real* x, /**< point where to evaluate */ SCIP_Real* objval /**< pointer to store objective value */ ); /** evaluates one constraint function in a given point */ SCIP_EXPORT SCIP_RETCODE SCIPnlpiOracleEvalConstraintValue( SCIP* scip, /**< SCIP data structure */ SCIP_NLPIORACLE* oracle, /**< pointer to NLPIORACLE data structure */ int considx, /**< index of constraint to evaluate */ const SCIP_Real* x, /**< point where to evaluate */ SCIP_Real* conval /**< pointer to store constraint value */ ); /** evaluates all constraint functions in a given point */ SCIP_EXPORT SCIP_RETCODE SCIPnlpiOracleEvalConstraintValues( SCIP* scip, /**< SCIP data structure */ SCIP_NLPIORACLE* oracle, /**< pointer to NLPIORACLE data structure */ const SCIP_Real* x, /**< point where to evaluate */ SCIP_Real* convals /**< pointer to store constraint values */ ); /** computes the objective gradient in a given point * * @return SCIP_INVALIDDATA, if the function or its gradient could not be evaluated (domain error, etc.) */ SCIP_EXPORT SCIP_RETCODE SCIPnlpiOracleEvalObjectiveGradient( SCIP* scip, /**< SCIP data structure */ SCIP_NLPIORACLE* oracle, /**< pointer to NLPIORACLE data structure */ const SCIP_Real* x, /**< point where to evaluate */ SCIP_Bool isnewx, /**< has the point x changed since the last call to some evaluation function? */ SCIP_Real* objval, /**< pointer to buffer objective value */ SCIP_Real* objgrad /**< pointer to buffer (dense) objective gradient */ ); /** computes a constraints gradient in a given point * * @return SCIP_INVALIDDATA, if the function or its gradient could not be evaluated (domain error, etc.) */ SCIP_EXPORT SCIP_RETCODE SCIPnlpiOracleEvalConstraintGradient( SCIP* scip, /**< SCIP data structure */ SCIP_NLPIORACLE* oracle, /**< pointer to NLPIORACLE data structure */ const int considx, /**< index of constraint to compute gradient for */ const SCIP_Real* x, /**< point where to evaluate */ SCIP_Bool isnewx, /**< has the point x changed since the last call to some evaluation function? */ SCIP_Real* conval, /**< pointer to store constraint value */ SCIP_Real* congrad /**< pointer to store (dense) constraint gradient */ ); /** gets sparsity pattern (rowwise) of Jacobian matrix * * Note that internal data is returned in *offset and *col, thus the user does not need to allocate memory there. * Adding or deleting constraints destroys the sparsity structure and make another call to this function necessary. */ SCIP_EXPORT SCIP_RETCODE SCIPnlpiOracleGetJacobianSparsity( SCIP* scip, /**< SCIP data structure */ SCIP_NLPIORACLE* oracle, /**< pointer to NLPIORACLE data structure */ const int** offset, /**< pointer to store pointer that stores the offsets to each rows sparsity pattern in col, can be NULL */ const int** col /**< pointer to store pointer that stores the indices of variables that appear in each row, * offsets[nconss] gives length of col, can be NULL */ ); /** evaluates the Jacobian matrix in a given point * * The values in the Jacobian matrix are returned in the same order as specified by the offset and col arrays obtained by SCIPnlpiOracleGetJacobianSparsity(). * The user need to call SCIPnlpiOracleGetJacobianSparsity() at least ones before using this function. * * @return SCIP_INVALIDDATA, if the Jacobian could not be evaluated (domain error, etc.) */ SCIP_EXPORT SCIP_RETCODE SCIPnlpiOracleEvalJacobian( SCIP* scip, /**< SCIP data structure */ SCIP_NLPIORACLE* oracle, /**< pointer to NLPIORACLE data structure */ const SCIP_Real* x, /**< point where to evaluate */ SCIP_Bool isnewx, /**< has the point x changed since the last call to some evaluation function? */ SCIP_Real* convals, /**< pointer to store constraint values, can be NULL */ SCIP_Real* jacobi /**< pointer to store sparse jacobian values */ ); /** gets sparsity pattern of the Hessian matrix of the Lagrangian * * Note that internal data is returned in *offset and *col, thus the user must not to allocate memory there. * Adding or deleting variables, objective, or constraints may destroy the sparsity structure and make another call to this function necessary. * Only elements of the lower left triangle and the diagonal are counted. */ SCIP_EXPORT SCIP_RETCODE SCIPnlpiOracleGetHessianLagSparsity( SCIP* scip, /**< SCIP data structure */ SCIP_NLPIORACLE* oracle, /**< pointer to NLPIORACLE data structure */ const int** offset, /**< pointer to store pointer that stores the offsets to each rows sparsity pattern in col, can be NULL */ const int** col /**< pointer to store pointer that stores the indices of variables that appear in each row, * offsets[nconss] gives length of col, can be NULL */ ); /** evaluates the Hessian matrix of the Lagrangian in a given point * * The values in the Hessian matrix are returned in the same order as specified by the offset and col arrays obtained by SCIPnlpiOracleGetHessianLagSparsity(). * The user must call SCIPnlpiOracleGetHessianLagSparsity() at least ones before using this function. * Only elements of the lower left triangle and the diagonal are computed. * * @return SCIP_INVALIDDATA, if the Hessian could not be evaluated (domain error, etc.) */ SCIP_EXPORT SCIP_RETCODE SCIPnlpiOracleEvalHessianLag( SCIP* scip, /**< SCIP data structure */ SCIP_NLPIORACLE* oracle, /**< pointer to NLPIORACLE data structure */ const SCIP_Real* x, /**< point where to evaluate */ SCIP_Bool isnewx_obj, /**< has the point x changed since the last call to an objective evaluation function? */ SCIP_Bool isnewx_cons, /**< has the point x changed since the last call to the constraint evaluation function? */ SCIP_Real objfactor, /**< weight for objective function */ const SCIP_Real* lambdas, /**< array with weights (Lagrangian multipliers) for the constraints */ SCIP_Real* hessian /**< pointer to store sparse hessian values */ ); /** resets clock that measures evaluation time */ SCIP_EXPORT SCIP_RETCODE SCIPnlpiOracleResetEvalTime( SCIP* scip, /**< SCIP data structure */ SCIP_NLPIORACLE* oracle /**< pointer to NLPIORACLE data structure */ ); /** gives time spend in evaluation since last reset of clock * * Gives 0 if the eval clock is disabled. */ SCIP_EXPORT SCIP_Real SCIPnlpiOracleGetEvalTime( SCIP* scip, /**< SCIP data structure */ SCIP_NLPIORACLE* oracle /**< pointer to NLPIORACLE data structure */ ); /** prints the problem to a file. */ SCIP_EXPORT SCIP_RETCODE SCIPnlpiOraclePrintProblem( SCIP* scip, /**< SCIP data structure */ SCIP_NLPIORACLE* oracle, /**< pointer to NLPIORACLE data structure */ FILE* file /**< file to print to, or NULL for standard output */ ); /** prints the problem to a file in GAMS format * * If there are variable (equation, resp.) names with more than 9 characters, then variable (equation, resp.) names are prefixed with an unique identifier. * This is to make it easier to identify variables solution output in the listing file. * Names with more than 64 characters are shorten to 64 letters due to GAMS limits. */ SCIP_EXPORT SCIP_RETCODE SCIPnlpiOraclePrintProblemGams( SCIP* scip, /**< SCIP data structure */ SCIP_NLPIORACLE* oracle, /**< pointer to NLPIORACLE data structure */ SCIP_Real* initval, /**< starting point values for variables or NULL */ FILE* file /**< file to print to, or NULL for standard output */ ); /** @} */ #ifdef __cplusplus } #endif #endif