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/* * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * */
/* */
/* 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 cons_indicator.h
* @ingroup CONSHDLRS
* @brief constraint handler for indicator constraints
* @author Marc Pfetsch
*
*/
/*---+----1----+----2----+----3----+----4----+----5----+----6----+----7----+----8----+----9----+----0----+----1----+----2*/
#ifndef __SCIP_CONS_INDICATOR_H__
#define __SCIP_CONS_INDICATOR_H__
#include "scip/def.h"
#include "scip/type_cons.h"
#include "scip/type_lp.h"
#include "scip/type_retcode.h"
#include "scip/type_scip.h"
#include "scip/type_sol.h"
#include "scip/type_var.h"
#ifdef __cplusplus
extern "C" {
#endif
/** creates the handler for indicator constraints and includes it in SCIP
*
* @ingroup ConshdlrIncludes
* */
SCIP_EXPORT
SCIP_RETCODE SCIPincludeConshdlrIndicator(
SCIP* scip /**< SCIP data structure */
);
/**@addtogroup CONSHDLRS
*
* @{
*
* @name Indicator Constraints
*
* @{
*
* An indicator constraint is given by a binary variable \f$z\f$ and an inequality \f$ax \leq
* b\f$. It states that if \f$z = 1\f$ then \f$ax \leq b\f$ holds.
*
* This constraint is handled by adding a slack variable \f$s:\; ax - s \leq b\f$ with \f$s \geq
* 0\f$. The constraint is enforced by fixing \f$s\f$ to 0 if \f$z = 1\f$.
*
* @note The constraint only implements an implication not an equivalence, i.e., it does not ensure
* that \f$z = 1\f$ if \f$ax \leq b\f$ or equivalently if \f$s = 0\f$ holds.
*
* This constraint is equivalent to a linear constraint \f$ax - s \leq b\f$ and an SOS1 constraint on
* \f$z\f$ and \f$s\f$ (at most one should be nonzero). In the indicator context we can, however,
* separate more inequalities.
*/
/** creates and captures an indicator constraint
*
* @note @a binvar is checked to be binary only later. This enables a change of the type in
* procedures reading an instance.
*
* @note the constraint gets captured, hence at one point you have to release it using the method SCIPreleaseCons()
*/
SCIP_EXPORT
SCIP_RETCODE SCIPcreateConsIndicator(
SCIP* scip, /**< SCIP data structure */
SCIP_CONS** cons, /**< pointer to hold the created constraint (indicator or quadratic) */
const char* name, /**< name of constraint */
SCIP_VAR* binvar, /**< binary indicator variable (or NULL) */
int nvars, /**< number of variables in the inequality */
SCIP_VAR** vars, /**< array with variables of inequality (or NULL) */
SCIP_Real* vals, /**< values of variables in inequality (or NULL) */
SCIP_Real rhs, /**< rhs of the inequality */
SCIP_Bool initial, /**< should the LP relaxation of constraint be in the initial LP? Usually set to TRUE. */
SCIP_Bool separate, /**< should the constraint be separated during LP processing?
* Usually set to TRUE. */
SCIP_Bool enforce, /**< should the constraint be enforced during node processing?
* TRUE for model constraints, FALSE for additional, redundant constraints. */
SCIP_Bool check, /**< should the constraint be checked for feasibility?
* TRUE for model constraints, FALSE for additional, redundant constraints. */
SCIP_Bool propagate, /**< should the constraint be propagated during node processing?
* Usually set to TRUE. */
SCIP_Bool local, /**< is constraint only valid locally?
* Usually set to FALSE. Has to be set to TRUE, e.g., for branching constraints. */
SCIP_Bool dynamic, /**< is constraint subject to aging?
* Usually set to FALSE. Set to TRUE for own cuts which
* are separated as constraints. */
SCIP_Bool removable, /**< should the relaxation be removed from the LP due to aging or cleanup?
* Usually set to FALSE. Set to TRUE for 'lazy constraints' and 'user cuts'. */
SCIP_Bool stickingatnode /**< should the constraint always be kept at the node where it was added, even
* if it may be moved to a more global node?
* Usually set to FALSE. Set to TRUE to for constraints that represent node data. */
);
/** creates and captures an indicator constraint in its most basic version, i. e., all constraint flags are set to their
* basic value as explained for the method SCIPcreateConsIndicator(); all flags can be set via
* SCIPsetConsFLAGNAME-methods in scip.h
*
* @see SCIPcreateConsIndicator() for information about the basic constraint flag configuration
*
* @note the constraint gets captured, hence at one point you have to release it using the method SCIPreleaseCons()
*/
SCIP_EXPORT
SCIP_RETCODE SCIPcreateConsBasicIndicator(
SCIP* scip, /**< SCIP data structure */
SCIP_CONS** cons, /**< pointer to hold the created constraint (indicator or quadratic) */
const char* name, /**< name of constraint */
SCIP_VAR* binvar, /**< binary indicator variable (or NULL) */
int nvars, /**< number of variables in the inequality */
SCIP_VAR** vars, /**< array with variables of inequality (or NULL) */
SCIP_Real* vals, /**< values of variables in inequality (or NULL) */
SCIP_Real rhs /**< rhs of the inequality */
);
/** creates and captures a indicator constraint in a more generic version.
*
* The key difference from SCIPcreateConsIndicator() is the activeone and lessthanineq Booleans.
* If \f$z = o\f$, with \f$o\f$ the activeone flag, then:
* if lessthanineq then \f$a^T x \leq b\f$ holds, else the passed vectors are assumed to be of the form \f$a^T x \geq b\f$.
* The underlying linear constraint is always created as a less-than inequality.
*/
SCIP_EXPORT
SCIP_RETCODE SCIPcreateConsIndicatorGeneric(
SCIP* scip, /**< SCIP data structure */
SCIP_CONS** cons, /**< pointer to hold the created constraint (indicator or quadratic) */
const char* name, /**< name of constraint */
SCIP_VAR* binvar, /**< binary indicator variable (or NULL) */
int nvars, /**< number of variables in the inequality */
SCIP_VAR** vars, /**< array with variables of inequality (or NULL) */
SCIP_Real* vals, /**< values of variables in inequality (or NULL) */
SCIP_Real rhs, /**< rhs of the inequality */
SCIP_Bool activeone, /**< is the constraint active when the binary is 1? */
SCIP_Bool lessthanineq, /**< is the linear constraint a less than RHS (TRUE) or greater than RHS (FALSE)? */
SCIP_Bool initial, /**< should the LP relaxation of constraint be in the initial LP? Usually set to TRUE. */
SCIP_Bool separate, /**< should the constraint be separated during LP processing?
* Usually set to TRUE. */
SCIP_Bool enforce, /**< should the constraint be enforced during node processing?
* TRUE for model constraints, FALSE for additional, redundant constraints. */
SCIP_Bool check, /**< should the constraint be checked for feasibility?
* TRUE for model constraints, FALSE for additional, redundant constraints. */
SCIP_Bool propagate, /**< should the constraint be propagated during node processing?
* Usually set to TRUE. */
SCIP_Bool local, /**< is constraint only valid locally?
* Usually set to FALSE. Has to be set to TRUE, e.g., for branching constraints. */
SCIP_Bool dynamic, /**< is constraint subject to aging?
* Usually set to FALSE. Set to TRUE for own cuts which
* are separated as constraints. */
SCIP_Bool removable, /**< should the relaxation be removed from the LP due to aging or cleanup?
* Usually set to FALSE. Set to TRUE for 'lazy constraints' and 'user cuts'. */
SCIP_Bool stickingatnode /**< should the constraint always be kept at the node where it was added, even
* if it may be moved to a more global node?
* Usually set to FALSE. Set to TRUE to for constraints that represent node data. */
);
/** creates and captures an indicator constraint with given linear constraint and slack variable
*
* @note @a binvar is checked to be binary only later. This enables a change of the type in
* procedures reading an instance.
*
* @note we assume that @a slackvar actually appears in @a lincons and we also assume that it takes
* the role of a slack variable!
*
* @note the constraint gets captured, hence at one point you have to release it using the method SCIPreleaseCons()
*/
SCIP_EXPORT
SCIP_RETCODE SCIPcreateConsIndicatorLinCons(
SCIP* scip, /**< SCIP data structure */
SCIP_CONS** cons, /**< pointer to hold the created constraint */
const char* name, /**< name of constraint */
SCIP_VAR* binvar, /**< binary indicator variable (or NULL) */
SCIP_CONS* lincons, /**< linear constraint */
SCIP_VAR* slackvar, /**< slack variable */
SCIP_Bool initial, /**< should the LP relaxation of constraint be in the initial LP? Usually set to TRUE. */
SCIP_Bool separate, /**< should the constraint be separated during LP processing?
* Usually set to TRUE. */
SCIP_Bool enforce, /**< should the constraint be enforced during node processing?
* TRUE for model constraints, FALSE for additional, redundant constraints. */
SCIP_Bool check, /**< should the constraint be checked for feasibility?
* TRUE for model constraints, FALSE for additional, redundant constraints. */
SCIP_Bool propagate, /**< should the constraint be propagated during node processing?
* Usually set to TRUE. */
SCIP_Bool local, /**< is constraint only valid locally?
* Usually set to FALSE. Has to be set to TRUE, e.g., for branching constraints. */
SCIP_Bool dynamic, /**< is constraint subject to aging?
* Usually set to FALSE. Set to TRUE for own cuts which
* are separated as constraints. */
SCIP_Bool removable, /**< should the relaxation be removed from the LP due to aging or cleanup?
* Usually set to FALSE. Set to TRUE for 'lazy constraints' and 'user cuts'. */
SCIP_Bool stickingatnode /**< should the constraint always be kept at the node where it was added, even
* if it may be moved to a more global node?
* Usually set to FALSE. Set to TRUE to for constraints that represent node data. */
);
/** creates and captures an indicator constraint with given linear constraint and slack variable
* in a generic version, i. e., with a flag activeone indicating whether the constraint is active on
* value 1 or 0 of the binary variable.
* @note @a binvar is checked to be binary only later. This enables a change of the type in
* procedures reading an instance.
*
* @note we assume that @a slackvar actually appears in @a lincons and we also assume that it takes
* the role of a slack variable!
*
* @note the constraint gets captured, hence at one point you have to release it using the method SCIPreleaseCons()
*
* @see SCIPcreateConsIndicatorLinCons() for information about the basic constraint flag configuration
*/
SCIP_EXPORT
SCIP_RETCODE SCIPcreateConsIndicatorGenericLinCons(
SCIP* scip, /**< SCIP data structure */
SCIP_CONS** cons, /**< pointer to hold the created constraint */
const char* name, /**< name of constraint */
SCIP_VAR* binvar, /**< binary indicator variable (or NULL) */
SCIP_CONS* lincons, /**< linear constraint */
SCIP_VAR* slackvar, /**< slack variable */
SCIP_Bool activeone, /**< is the constraint active when the binary is 1? */
SCIP_Bool initial, /**< should the LP relaxation of constraint be in the initial LP? Usually set to TRUE. */
SCIP_Bool separate, /**< should the constraint be separated during LP processing?
* Usually set to TRUE. */
SCIP_Bool enforce, /**< should the constraint be enforced during node processing?
* TRUE for model constraints, FALSE for additional, redundant constraints. */
SCIP_Bool check, /**< should the constraint be checked for feasibility?
* TRUE for model constraints, FALSE for additional, redundant constraints. */
SCIP_Bool propagate, /**< should the constraint be propagated during node processing?
* Usually set to TRUE. */
SCIP_Bool local, /**< is constraint only valid locally?
* Usually set to FALSE. Has to be set to TRUE, e.g., for branching constraints. */
SCIP_Bool dynamic, /**< is constraint subject to aging?
* Usually set to FALSE. Set to TRUE for own cuts which
* are separated as constraints. */
SCIP_Bool removable, /**< should the relaxation be removed from the LP due to aging or cleanup?
* Usually set to FALSE. Set to TRUE for 'lazy constraints' and 'user cuts'. */
SCIP_Bool stickingatnode /**< should the constraint always be kept at the node where it was added, even
* if it may be moved to a more global node?
* Usually set to FALSE. Set to TRUE to for constraints that represent node data. */
);
/** creates and captures an indicator constraint with given linear constraint and slack variable
* in its most basic version, i. e., all constraint flags are set to their basic value as explained for the
* method SCIPcreateConsIndicator(); all flags can be set via SCIPsetConsFLAGNAME-methods in scip.h
* @note @a binvar is checked to be binary only later. This enables a change of the type in
* procedures reading an instance.
*
* @note we assume that @a slackvar actually appears in @a lincons and we also assume that it takes
* the role of a slack variable!
*
* @note the constraint gets captured, hence at one point you have to release it using the method SCIPreleaseCons()
*
* @see SCIPcreateConsIndicatorLinCons() for information about the basic constraint flag configuration
*
* @note the constraint gets captured, hence at one point you have to release it using the method SCIPreleaseCons()
*/
SCIP_EXPORT
SCIP_RETCODE SCIPcreateConsBasicIndicatorLinCons(
SCIP* scip, /**< SCIP data structure */
SCIP_CONS** cons, /**< pointer to hold the created constraint */
const char* name, /**< name of constraint */
SCIP_VAR* binvar, /**< binary indicator variable (or NULL) */
SCIP_CONS* lincons, /**< linear constraint */
SCIP_VAR* slackvar /**< slack variable */
);
/** adds variable to the inequality of the indicator constraint */
SCIP_EXPORT
SCIP_RETCODE SCIPaddVarIndicator(
SCIP* scip, /**< SCIP data structure */
SCIP_CONS* cons, /**< indicator constraint */
SCIP_VAR* var, /**< variable to add to the inequality */
SCIP_Real val /**< value of variable */
);
/** gets the linear constraint corresponding to the indicator constraint (may be NULL) */
SCIP_EXPORT
SCIP_CONS* SCIPgetLinearConsIndicator(
SCIP_CONS* cons /**< indicator constraint */
);
/** sets the linear constraint corresponding to the indicator constraint (may be NULL) */
SCIP_EXPORT
SCIP_RETCODE SCIPsetLinearConsIndicator(
SCIP* scip, /**< SCIP data structure */
SCIP_CONS* cons, /**< indicator constraint */
SCIP_CONS* lincons /**< linear constraint */
);
/** sets binary indicator variable for indicator constraint */
SCIP_EXPORT
SCIP_RETCODE SCIPsetBinaryVarIndicator(
SCIP* scip, /**< SCIP data structure */
SCIP_CONS* cons, /**< indicator constraint */
SCIP_VAR* binvar /**< binary variable to add to the inequality */
);
/** gets activation value of an indicator constraint, TRUE for active on 1, FALSE for active on 0 */
SCIP_EXPORT
SCIP_Bool SCIPgetActiveOnIndicator(
SCIP_CONS* cons /**< indicator constraint */
);
/** gets binary variable corresponding to indicator constraint. Returns the negative of the original binary variable if activeone was set to false */
SCIP_EXPORT
SCIP_VAR* SCIPgetBinaryVarIndicator(
SCIP_CONS* cons /**< indicator constraint */
);
/** similar to SCIPgetBinaryVarIndicator but returns the original binary variable passed by the user. */
SCIP_EXPORT
SCIP_VAR* SCIPgetBinaryVarIndicatorGeneric(
SCIP_CONS* cons /**< indicator constraint */
);
/** gets slack variable corresponding to indicator constraint */
SCIP_EXPORT
SCIP_VAR* SCIPgetSlackVarIndicator(
SCIP_CONS* cons /**< indicator constraint */
);
/** sets upper bound for slack variable corresponding to indicator constraint
*
* Use with care if you know that the maximal violation of the corresponding constraint is at most @p ub. This bound
* might be improved automatically during the solution process.
*
* @pre This method should only be called if SCIP is in one of the following stages:
* - \ref SCIP_STAGE_INIT
* - \ref SCIP_STAGE_PROBLEM
*/
SCIP_EXPORT
SCIP_RETCODE SCIPsetSlackVarUb(
SCIP* scip, /**< SCIP data structure */
SCIP_CONS* cons, /**< indicator constraint */
SCIP_Real ub /**< upper bound for slack variable */
);
/** checks whether indicator constraint is violated w.r.t. sol */
SCIP_EXPORT
SCIP_Bool SCIPisViolatedIndicator(
SCIP* scip, /**< SCIP data structure */
SCIP_CONS* cons, /**< indicator constraint */
SCIP_SOL* sol /**< solution, or NULL to use current node's solution */
);
/** based on values of other variables, computes slack and binary variable to turn constraint feasible */
SCIP_EXPORT
SCIP_RETCODE SCIPmakeIndicatorFeasible(
SCIP* scip, /**< SCIP data structure */
SCIP_CONS* cons, /**< indicator constraint */
SCIP_SOL* sol, /**< solution */
SCIP_Bool* changed /**< pointer to store whether the solution has been changed */
);
/** based on values of other variables, computes slack and binary variable to turn all constraints feasible */
SCIP_EXPORT
SCIP_RETCODE SCIPmakeIndicatorsFeasible(
SCIP* scip, /**< SCIP data structure */
SCIP_CONSHDLR* conshdlr, /**< indicator constraint handler */
SCIP_SOL* sol, /**< solution */
SCIP_Bool* changed /**< pointer to store whether the solution has been changed */
);
/** adds additional linear constraint that is not connected with an indicator constraint, but can be used for separation */
SCIP_EXPORT
SCIP_RETCODE SCIPaddLinearConsIndicator(
SCIP* scip, /**< SCIP data structure */
SCIP_CONSHDLR* conshdlr, /**< indicator constraint handler */
SCIP_CONS* lincons /**< linear constraint */
);
/** adds additional globally valid row that is not connected with an indicator constraint, but can be used for separation */
SCIP_EXPORT
SCIP_RETCODE SCIPaddRowIndicator(
SCIP* scip, /**< SCIP data structure */
SCIP_CONSHDLR* conshdlr, /**< indicator constraint handler */
SCIP_ROW* row /**< row to add */
);
/** @} */
/** @} */
#ifdef __cplusplus
}
#endif
#endif