Function SCIPcomputeBilinEnvelope2

Source
pub unsafe extern "C" fn SCIPcomputeBilinEnvelope2(
    scip: *mut SCIP,
    bilincoef: f64,
    lbx: f64,
    ubx: f64,
    refpointx: f64,
    lby: f64,
    uby: f64,
    refpointy: f64,
    overestimate: c_uint,
    alpha1: f64,
    beta1: f64,
    gamma1: f64,
    alpha2: f64,
    beta2: f64,
    gamma2: f64,
    lincoefx: *mut f64,
    lincoefy: *mut f64,
    linconstant: *mut f64,
    success: *mut c_uint,
)
Expand description

computes coefficients of linearization of a bilinear term in a reference point when given two linear inequalities involving only the variables of the bilinear term

@note the formulas are extracted from “Convex envelopes of bivariate functions through the solution of KKT systems” by Marco Locatelli