/* * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * */ /* */ /* 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 pub_benders.h * @ingroup PUBLICCOREAPI * @brief public methods for Benders' decomposition * @author Stephen J. Maher */ /*---+----1----+----2----+----3----+----4----+----5----+----6----+----7----+----8----+----9----+----0----+----1----+----2*/ #ifndef __SCIP_PUB_BENDERS_H__ #define __SCIP_PUB_BENDERS_H__ #include "scip/def.h" #include "scip/type_benders.h" #include "scip/type_benderscut.h" #include "scip/type_misc.h" #include "scip/type_retcode.h" #include "scip/type_scip.h" #include "scip/type_var.h" #include "scip/type_stat.h" #ifdef __cplusplus extern "C" { #endif /**@addtogroup PublicBendersMethods * * @{ */ /** compares two benderss w. r. to their priority */ SCIP_EXPORT SCIP_DECL_SORTPTRCOMP(SCIPbendersComp); /** comparison method for sorting benderss w.r.t. to their name */ SCIP_EXPORT SCIP_DECL_SORTPTRCOMP(SCIPbendersCompName); /** gets user data of Benders' decomposition */ SCIP_EXPORT SCIP_BENDERSDATA* SCIPbendersGetData( SCIP_BENDERS* benders /**< Benders' decomposition */ ); /** sets user data of Benders' decomposition; user has to free old data in advance! */ SCIP_EXPORT void SCIPbendersSetData( SCIP_BENDERS* benders, /**< Benders' decomposition */ SCIP_BENDERSDATA* bendersdata /**< new Benders' decomposition user data */ ); /** gets name of Benders' decomposition */ SCIP_EXPORT const char* SCIPbendersGetName( SCIP_BENDERS* benders /**< Benders' decomposition */ ); /** gets description of Benders' decomposition */ SCIP_EXPORT const char* SCIPbendersGetDesc( SCIP_BENDERS* benders /**< Benders' decomposition */ ); /** gets priority of Benders' decomposition */ SCIP_EXPORT int SCIPbendersGetPriority( SCIP_BENDERS* benders /**< Benders' decomposition */ ); /** gets the number of subproblems for the Benders' decomposition */ SCIP_EXPORT int SCIPbendersGetNSubproblems( SCIP_BENDERS* benders /**< the Benders' decomposition data structure */ ); /** returns the SCIP instance for a given subproblem */ SCIP_EXPORT SCIP* SCIPbendersSubproblem( SCIP_BENDERS* benders, /**< the Benders' decomposition data structure */ int probnumber /**< the subproblem number */ ); /** gets the number of times, the Bender' decomposition was called and tried to find a violated second stage constraint */ SCIP_EXPORT int SCIPbendersGetNCalls( SCIP_BENDERS* benders /**< Benders' decomposition */ ); /** gets the number of optimality cuts found by the collection of Benders' decomposition subproblems */ SCIP_EXPORT int SCIPbendersGetNCutsFound( SCIP_BENDERS* benders /**< Benders' decomposition */ ); /** gets the number of cuts found from the strengthening round */ SCIP_EXPORT int SCIPbendersGetNStrengthenCutsFound( SCIP_BENDERS* benders /**< Benders' decomposition */ ); /** gets the number of calls to the strengthening round */ SCIP_EXPORT int SCIPbendersGetNStrengthenCalls( SCIP_BENDERS* benders /**< Benders' decomposition */ ); /** gets the number of calls to the strengthening round that fail */ SCIP_EXPORT int SCIPbendersGetNStrengthenFails( SCIP_BENDERS* benders /**< Benders' decomposition */ ); /** gets time in seconds used in this Benders' decomposition for setting up for next stages */ SCIP_EXPORT SCIP_Real SCIPbendersGetSetupTime( SCIP_BENDERS* benders /**< Benders' decomposition */ ); /** gets execution time in seconds used in this Benders' decomposition */ SCIP_EXPORT SCIP_Real SCIPbendersGetTime( SCIP_BENDERS* benders /**< Benders' decomposition */ ); /** Is Benders' decomposition initialized? */ SCIP_EXPORT SCIP_Bool SCIPbendersIsInitialized( SCIP_BENDERS* benders /**< Benders' decomposition */ ); /** returns whether the given Benders' decomposition is in use in the current problem */ SCIP_EXPORT SCIP_Bool SCIPbendersIsActive( SCIP_BENDERS* benders /**< the Benders' decomposition structure */ ); /** Returns whether only the convex relaxations will be checked in this solve loop * when Benders' is used in the LNS heuristics, only the convex relaxations of the master/subproblems are checked, * i.e. no integer cuts are generated. In this case, then Benders' decomposition is performed under the assumption * that all subproblems are convex relaxations. */ SCIP_EXPORT SCIP_Bool SCIPbendersOnlyCheckConvexRelax( SCIP_BENDERS* benders, /**< Benders' decomposition */ SCIP_Bool subscipsoff /**< flag indicating whether plugins using sub-SCIPs are deactivated */ ); /** Are Benders' cuts generated from the LP solutions? */ SCIP_EXPORT SCIP_Bool SCIPbendersCutLP( SCIP_BENDERS* benders /**< Benders' decomposition */ ); /** Are Benders' cuts generated from the pseudo solutions? */ SCIP_EXPORT SCIP_Bool SCIPbendersCutPseudo( SCIP_BENDERS* benders /**< Benders' decomposition */ ); /** Are Benders' cuts generated from the relaxation solutions? */ SCIP_EXPORT SCIP_Bool SCIPbendersCutRelaxation( SCIP_BENDERS* benders /**< Benders' decomposition */ ); /** Should this Benders' use the auxiliary variables from the highest priority Benders'? */ SCIP_EXPORT SCIP_Bool SCIPbendersShareAuxVars( SCIP_BENDERS* benders /**< Benders' decomposition */ ); /** sets the subproblem setup flag */ SCIP_EXPORT void SCIPbendersSetSubproblemIsSetup( SCIP_BENDERS* benders, /**< Benders' decomposition */ int probnumber, /**< the subproblem number */ SCIP_Bool issetup /**< flag to indicate whether the subproblem has been setup */ ); /** returns the subproblem setup flag */ SCIP_EXPORT SCIP_Bool SCIPbendersSubproblemIsSetup( SCIP_BENDERS* benders, /**< Benders' decomposition */ int probnumber /**< the subproblem number */ ); /** returns the auxiliary variable for the given subproblem */ SCIP_EXPORT SCIP_VAR* SCIPbendersGetAuxiliaryVar( SCIP_BENDERS* benders, /**< Benders' decomposition */ int probnumber /**< the subproblem number */ ); /** returns all auxiliary variables */ SCIP_EXPORT SCIP_VAR** SCIPbendersGetAuxiliaryVars( SCIP_BENDERS* benders /**< Benders' decomposition */ ); /** stores the objective function value of the subproblem for use in cut generation */ SCIP_EXPORT void SCIPbendersSetSubproblemObjval( SCIP_BENDERS* benders, /**< Benders' decomposition */ int probnumber, /**< the subproblem number */ SCIP_Real objval /**< the objective function value for the subproblem */ ); /** returns the objective function value of the subproblem for use in cut generation */ SCIP_EXPORT SCIP_Real SCIPbendersGetSubproblemObjval( SCIP_BENDERS* benders, /**< Benders' decomposition */ int probnumber /**< the subproblem number */ ); /** returns the number of cuts that have been added for storage */ SCIP_EXPORT int SCIPbendersGetNStoredCuts( SCIP_BENDERS* benders /**< Benders' decomposition cut */ ); /** returns the data for the cuts that have been added by the Benders' cut plugin */ SCIP_EXPORT SCIP_RETCODE SCIPbendersGetStoredCutData( SCIP_BENDERS* benders, /**< Benders' decomposition cut */ int cutidx, /**< the index for the cut data that is requested */ SCIP_VAR*** vars, /**< the variables that have non-zero coefficients in the cut */ SCIP_Real** vals, /**< the coefficients of the variables in the cut */ SCIP_Real* lhs, /**< the left hand side of the cut */ SCIP_Real* rhs, /**< the right hand side of the cut */ int* nvars /**< the number of variables with non-zero coefficients in the cut */ ); /** returns the original problem data for the cuts that have been added by the Benders' cut plugin. The stored * variables and values will populate the input vars and vals arrays. Thus, memory must be allocated for the vars and * vals arrays */ SCIP_EXPORT SCIP_RETCODE SCIPbendersGetStoredCutOrigData( SCIP_BENDERS* benders, /**< Benders' decomposition cut */ int cutidx, /**< the index for the cut data that is requested */ SCIP_VAR*** vars, /**< the variables that have non-zero coefficients in the cut */ SCIP_Real** vals, /**< the coefficients of the variables in the cut */ SCIP_Real* lhs, /**< the left hand side of the cut */ SCIP_Real* rhs, /**< the right hand side of the cut */ int* nvars, /**< the number of variables with non-zero coefficients in the cut */ int varssize /**< the available slots in the array */ ); /* * Public functions associated with Benders' cuts */ /** returns the Benders' cut of the given name, or NULL if not existing */ SCIP_EXPORT SCIP_BENDERSCUT* SCIPfindBenderscut( SCIP_BENDERS* benders, /**< Benders' decomposition */ const char* name /**< name of Benderscut' decomposition */ ); /** returns the array of currently available Benders' cuts; active Benders' decomposition are in the first slots of * the array */ SCIP_EXPORT SCIP_BENDERSCUT** SCIPbendersGetBenderscuts( SCIP_BENDERS* benders /**< Benders' decomposition */ ); /** returns the number of currently available Benders' cuts */ SCIP_EXPORT int SCIPbendersGetNBenderscuts( SCIP_BENDERS* benders /**< Benders' decomposition */ ); /** sets the priority of a Benders' decomposition */ SCIP_EXPORT SCIP_RETCODE SCIPbendersSetBenderscutPriority( SCIP_BENDERS* benders, /**< Benders' decomposition */ SCIP_BENDERSCUT* benderscut, /**< Benders' cut */ int priority /**< new priority of the Benders' decomposition */ ); /** returns whether the solution has non-zero slack variables */ SCIP_EXPORT SCIP_RETCODE SCIPbendersSolSlackVarsActive( SCIP_BENDERS* benders, /**< Benders' decomposition */ SCIP_Bool* activeslack /**< flag to indicate whether a slack variable is active */ ); /** sets the subproblem type * * The subproblem types are: * - Convex constraints with continuous variables * - Convex constraints with discrete variables * - Non-convex constraints with continuous variables * - Non-convex constraints with discrete variables */ SCIP_EXPORT void SCIPbendersSetSubproblemType( SCIP_BENDERS* benders, /**< Benders' decomposition */ int probnumber, /**< the subproblem number */ SCIP_BENDERSSUBTYPE subprobtype /**< the subproblem type */ ); /** returns the type of the subproblem * * This type is used to determine whether the duals of the problem can be used to generate cuts */ SCIP_EXPORT SCIP_BENDERSSUBTYPE SCIPbendersGetSubproblemType( SCIP_BENDERS* benders, /**< Benders' decomposition */ int probnumber /**< the subproblem number */ ); /** sets the flag indicating whether a subproblem is convex * * It is possible that this can change during the solving process. One example is when the three-phase method is * employed, where the first phase solves the convex relaxation of both the master and subproblems, the second phase * reintroduces the integrality constraints to the master problem and the third phase then reintroduces integrality * constraints to the subproblems. */ SCIP_EXPORT void SCIPbendersSetSubproblemIsConvex( SCIP_BENDERS* benders, /**< Benders' decomposition */ int probnumber, /**< the subproblem number */ SCIP_Bool isconvex /**< flag to indicate whether the subproblem is convex */ ); /** returns whether the subproblem is convex * * This means that the dual solution can be used to generate cuts. */ SCIP_EXPORT SCIP_Bool SCIPbendersSubproblemIsConvex( SCIP_BENDERS* benders, /**< Benders' decomposition */ int probnumber /**< the subproblem number */ ); /** returns the number of subproblems that are convex */ SCIP_EXPORT int SCIPbendersGetNConvexSubproblems( SCIP_BENDERS* benders /**< Benders' decomposition */ ); /** sets the flag indicating whether a subproblem contains non-linear constraints */ SCIP_EXPORT void SCIPbendersSetSubproblemIsNonlinear( SCIP_BENDERS* benders, /**< Benders' decomposition */ int probnumber, /**< the subproblem number */ SCIP_Bool isnonlinear /**< flag to indicate whether the subproblem contains non-linear constraints */ ); /** returns whether the subproblem contains non-linear constraints. */ SCIP_EXPORT SCIP_Bool SCIPbendersSubproblemIsNonlinear( SCIP_BENDERS* benders, /**< Benders' decomposition */ int probnumber /**< the subproblem number */ ); /** returns the number of subproblems that contain non-linear constraints */ SCIP_EXPORT int SCIPbendersGetNNonlinearSubproblems( SCIP_BENDERS* benders /**< Benders' decomposition */ ); /** sets the flag indicating whether the master problem contains non-linear constraints */ SCIP_EXPORT void SCIPbendersSetMasterIsNonlinear( SCIP_BENDERS* benders, /**< Benders' decomposition */ SCIP_Bool isnonlinear /**< flag to indicate whether the subproblem contains non-linear constraints */ ); /** returns whether the master problem contains non-linear constraints. */ SCIP_EXPORT SCIP_Bool SCIPbendersMasterIsNonlinear( SCIP_BENDERS* benders /**< Benders' decomposition */ ); /** returns the flag indicating that Benders' decomposition is in a cut strengthening round */ SCIP_EXPORT SCIP_Bool SCIPbendersInStrengthenRound( SCIP_BENDERS* benders /**< Benders' decomposition */ ); /** solves the LP of the Benders' decomposition subproblem * * This requires that the subproblem is in probing mode. */ SCIP_EXPORT SCIP_RETCODE SCIPbendersSolveSubproblemLP( SCIP* scip, /**< the SCIP data structure */ SCIP_BENDERS* benders, /**< the Benders' decomposition data structure */ int probnumber, /**< the subproblem number */ SCIP_STATUS* solvestatus, /**< status of subproblem solve */ SCIP_Real* objective /**< optimal value of subproblem, if solved to optimality */ ); /** solves the Benders' decomposition subproblem */ SCIP_EXPORT SCIP_RETCODE SCIPbendersSolveSubproblemCIP( SCIP* scip, /**< the SCIP data structure */ SCIP_BENDERS* benders, /**< the Benders' decomposition data structure */ int probnumber, /**< the subproblem number */ SCIP_STATUS* solvestatus, /**< status of subproblem solve */ SCIP_Bool solvecip /**< directly solve the CIP subproblem */ ); /** returns the number of cuts that have been transferred from sub SCIPs to the master SCIP */ SCIP_EXPORT int SCIPbendersGetNTransferredCuts( SCIP_BENDERS* benders /**< the Benders' decomposition data structure */ ); /** updates the lower bound for the subproblem. If the lower bound is not greater than the previously stored lowerbound, * then no update occurs. */ SCIP_EXPORT void SCIPbendersUpdateSubproblemLowerbound( SCIP_BENDERS* benders, /**< Benders' decomposition */ int probnumber, /**< the subproblem number */ SCIP_Real lowerbound /**< the lower bound */ ); /** returns the stored lower bound for the given subproblem */ SCIP_EXPORT SCIP_Real SCIPbendersGetSubproblemLowerbound( SCIP_BENDERS* benders, /**< Benders' decomposition */ int probnumber /**< the subproblem number */ ); /** sets the independent subproblem flag */ SCIP_EXPORT void SCIPbendersSetSubproblemIsIndependent( SCIP_BENDERS* benders, /**< Benders' decomposition */ int probnumber, /**< the subproblem number */ SCIP_Bool isindep /**< flag to indicate whether the subproblem is independent */ ); /** returns whether the subproblem is independent */ SCIP_EXPORT SCIP_Bool SCIPbendersSubproblemIsIndependent( SCIP_BENDERS* benders, /**< Benders' decomposition */ int probnumber /**< the subproblem number */ ); /** returns whether the subproblem is enabled, i.e. the subproblem is still solved in the solving loop. */ SCIP_EXPORT SCIP_Bool SCIPbendersSubproblemIsEnabled( SCIP_BENDERS* benders, /**< Benders' decomposition */ int probnumber /**< the subproblem number */ ); /** @} */ #ifdef __cplusplus } #endif #endif