/* * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * */ /* */ /* 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 type_pricer.h * @ingroup TYPEDEFINITIONS * @brief type definitions for variable pricers * @author Tobias Achterberg */ /*---+----1----+----2----+----3----+----4----+----5----+----6----+----7----+----8----+----9----+----0----+----1----+----2*/ #ifndef __SCIP_TYPE_PRICER_H__ #define __SCIP_TYPE_PRICER_H__ #include "scip/def.h" #include "scip/type_retcode.h" #include "scip/type_scip.h" #ifdef __cplusplus extern "C" { #endif typedef struct SCIP_Pricer SCIP_PRICER; /**< variable pricer data */ typedef struct SCIP_PricerData SCIP_PRICERDATA; /**< locally defined variable pricer data */ /** copy method for pricer plugins (called when SCIP copies plugins) * * input: * - scip : SCIP main data structure * - pricer : the variable pricer itself * - valid : was the copying process valid? */ #define SCIP_DECL_PRICERCOPY(x) SCIP_RETCODE x (SCIP* scip, SCIP_PRICER* pricer, SCIP_Bool* valid) /** destructor of variable pricer to free user data (called when SCIP is exiting) * * input: * - scip : SCIP main data structure * - pricer : the variable pricer itself */ #define SCIP_DECL_PRICERFREE(x) SCIP_RETCODE x (SCIP* scip, SCIP_PRICER* pricer) /** initialization method of variable pricer (called after problem was transformed and pricer is active) * * input: * - scip : SCIP main data structure * - pricer : the variable pricer itself */ #define SCIP_DECL_PRICERINIT(x) SCIP_RETCODE x (SCIP* scip, SCIP_PRICER* pricer) /** deinitialization method of variable pricer (called before transformed problem is freed and pricer is active) * * input: * - scip : SCIP main data structure * - pricer : the variable pricer itself */ #define SCIP_DECL_PRICEREXIT(x) SCIP_RETCODE x (SCIP* scip, SCIP_PRICER* pricer) /** solving process initialization method of variable pricer (called when branch and bound process is about to begin) * * This method is called when the presolving was finished and the branch and bound process is about to begin. * The variable pricer may use this call to initialize its branch and bound specific data. * * input: * - scip : SCIP main data structure * - pricer : the variable pricer itself */ #define SCIP_DECL_PRICERINITSOL(x) SCIP_RETCODE x (SCIP* scip, SCIP_PRICER* pricer) /** solving process deinitialization method of variable pricer (called before branch and bound process data is freed) * * This method is called before the branch and bound process is freed. * The variable pricer should use this call to clean up its branch and bound data. * * input: * - scip : SCIP main data structure * - pricer : the variable pricer itself */ #define SCIP_DECL_PRICEREXITSOL(x) SCIP_RETCODE x (SCIP* scip, SCIP_PRICER* pricer) /** reduced cost pricing method of variable pricer for feasible LPs * * Searches for variables that can contribute to improve the current LP's solution value. * In standard branch-and-price, these are variables with negative dual feasibility, that is negative * reduced costs for non-negative variables, positive reduced costs for non-positive variables, * and non-zero reduced costs for variables that can be negative and positive. * * The method is called in the LP solving loop after an LP was proven to be feasible. * * Whenever the pricer finds a variable with negative dual feasibility, it should call SCIPcreateVar() * and SCIPaddPricedVar() to add the variable to the problem. Furthermore, it should call the appropriate * methods of the constraint handlers to add the necessary variable entries to the constraints. * * In the usual case that the pricer either adds a new variable or ensures that there are no further variables with * negative dual feasibility, the result pointer should be set to SCIP_SUCCESS. Only if the pricer aborts pricing * without creating a new variable, but there might exist additional variables with negative dual feasibility, the * result pointer should be set to SCIP_DIDNOTRUN. In this case, which sometimes is referred to as "early branching", * the lp solution will not be used as a lower bound. The pricer can, however, store a valid lower bound in the * lowerbound pointer. If you use your own branching rule (e.g., to branch on constraints), make sure that it is able * to branch on pseudo solutions. Otherwise, SCIP will use its default branching rules (which all branch on * variables). This could disturb the pricing problem or branching might not even be possible, e.g., if all yet created * variables have already been fixed. * * input: * - scip : SCIP main data structure * - pricer : the variable pricer itself * - lowerbound : pointer to store a lower bound found by the pricer * - stopearly : should pricing be stopped, although new variables were added? (doing early branching) * - result : pointer to store the result of the pricer call * * possible return values for *result: * - SCIP_SUCCESS : at least one improving variable was found, or it is ensured that no such variable exists * - SCIP_DIDNOTRUN : the pricing process was aborted by the pricer, there is no guarantee that the current LP solution is * optimal * */ #define SCIP_DECL_PRICERREDCOST(x) SCIP_RETCODE x (SCIP* scip, SCIP_PRICER* pricer, SCIP_Real* lowerbound, SCIP_Bool* stopearly, SCIP_RESULT* result) /** Farkas pricing method of variable pricer for infeasible LPs * * Searches for variables that can contribute to the feasibility of the current LP. * In standard branch-and-price, these are variables with positive Farkas values: * * The LP was proven infeasible, so we have an infeasibility proof by the dual Farkas multipliers y. * With the values of y, an implicit inequality y^T A x >= y^T b is associated, with b given * by the sides of the LP rows and the sign of y: * - if y_i is positive, b_i is the left hand side of the row, * - if y_i is negative, b_i is the right hand side of the row. * * y is chosen in a way, such that the valid inequality y^T A x >= y^T b is violated by all x, * especially by the (for this inequality least infeasible solution) x' defined by * x'_i := ub_i, if y^T A_i >= 0 * x'_i := lb_i, if y^T A_i < 0. * Pricing in this case means to add variables i with positive Farkas value, i.e. y^T A_i x'_i > 0. * * The method is called in the LP solving loop after an LP was proven to be infeasible. * * Whenever the pricer finds a variable with positive Farkas value, it should call SCIPcreateVar() * and SCIPaddPricedVar() to add the variable to the problem. Furthermore, it should call the appropriate * methods of the constraint handlers to add the necessary variable entries to the constraints. * * input: * - scip : SCIP main data structure * - pricer : the variable pricer itself * - result : pointer to store the result of the pricer call * * possible return values for *result: * - SCIP_SUCCESS : at least one variable was found, which can contribute to the feasibility of the current LP, * or it is ensured that no such variable exists * - SCIP_DIDNOTRUN : the pricing process was aborted by the pricer, there is no guarantee that the current LP is indeed infeasible */ #define SCIP_DECL_PRICERFARKAS(x) SCIP_RETCODE x (SCIP* scip, SCIP_PRICER* pricer, SCIP_RESULT* result) #ifdef __cplusplus } #endif #endif