SCIProwCalcProbability

scip_sys

Function SCIProwCalcProbability 

Source 
pub unsafe extern "C" fn SCIProwCalcProbability(
    scip: *mut SCIP,
    row: *mut SCIP_ROW,
    mu: f64,
    sigma2: f64,
    rowinfinitiesdown: c_int,
    rowinfinitiesup: c_int,
) -> f64
Expand description

calculates the probability of satisfying an LP-row under the assumption of uniformly distributed variable values.

For inequalities, we use the cumulative distribution function of the standard normal distribution PHI(rhs - mu/sqrt(sigma2)) to calculate the probability for a right hand side row with mean activity mu and variance sigma2 to be satisfied. Similarly, 1 - PHI(lhs - mu/sqrt(sigma2)) is the probability to satisfy a left hand side row. For equations (lhs==rhs), we use the centeredness measure p = min(PHI(lhs’), 1-PHI(lhs’))/max(PHI(lhs’), 1 - PHI(lhs’)), where lhs’ = lhs - mu / sqrt(sigma2).