Detailed Description

nonlinear handlers for convex and concave expressions

Author: Benjamin Mueller; Stefan Vigerske

#include <string.h>
#include "scip/nlhdlr_convex.h"
#include "scip/pub_nlhdlr.h"
#include "scip/scip_expr.h"
#include "scip/cons_nonlinear.h"
#include "scip/expr_var.h"
#include "scip/expr_abs.h"
#include "scip/pub_misc_rowprep.h"
#include "scip/dbldblarith.h"

Go to the source code of this file.

Data Structures
struct	VERTEXPOLYFUN_EVALDATA
struct	EXPRSTACK

Macros
#define	CONVEX_NLHDLR_NAME "convex"
#define	CONVEX_NLHDLR_DESC "handler that identifies and estimates convex expressions"
#define	CONVEX_NLHDLR_DETECTPRIORITY 50
#define	CONVEX_NLHDLR_ENFOPRIORITY 50
#define	CONCAVE_NLHDLR_NAME "concave"
#define	CONCAVE_NLHDLR_DESC "handler that identifies and estimates concave expressions"
#define	CONCAVE_NLHDLR_DETECTPRIORITY 40
#define	CONCAVE_NLHDLR_ENFOPRIORITY 40
#define	DEFAULT_DETECTSUM FALSE
#define	DEFAULT_EXTENDEDFORM TRUE
#define	DEFAULT_CVXQUADRATIC_CONVEX TRUE
#define	DEFAULT_CVXQUADRATIC_CONCAVE FALSE
#define	DEFAULT_CVXSIGNOMIAL TRUE
#define	DEFAULT_CVXPRODCOMP TRUE
#define	DEFAULT_HANDLETRIVIAL FALSE
#define	DEFAULT_MAXPERTURB 0.01
#define	INITLPMAXVARVAL 1000.0
#define	RANDNUMINITSEED 220802
#define	DECL_CURVCHECK(x)

Functions
static SCIP_RETCODE	nlhdlrExprCreate (SCIP scip, SCIP_HASHMAP nlexpr2origexpr, SCIP_EXPR *nlhdlrexpr, SCIP_EXPR origexpr, SCIP_EXPRCURV curv)
static SCIP_RETCODE	nlhdlrExprGrowChildren (SCIP scip, SCIP_HASHMAP nlexpr2origexpr, SCIP_EXPR nlhdlrexpr, SCIP_EXPRCURV childrencurv)
static	SCIP_DECL_VERTEXPOLYFUN (nlhdlrExprEvalConcave)
static SCIP_RETCODE	exprstackInit (SCIP scip, EXPRSTACK exprstack, int initsize)
static void	exprstackFree (SCIP scip, EXPRSTACK exprstack)
static SCIP_RETCODE	exprstackPush (SCIP scip, EXPRSTACK exprstack, int nexprs, SCIP_EXPR **exprs)
static SCIP_EXPR *	exprstackPop (EXPRSTACK *exprstack)
static SCIP_Bool	exprstackIsEmpty (EXPRSTACK *exprstack)
static	DECL_CURVCHECK (curvCheckQuadratic)
static	DECL_CURVCHECK (curvCheckSignomial)
static	DECL_CURVCHECK (curvCheckProductComposite)
static	DECL_CURVCHECK (curvCheckExprhdlr)
static	DECL_CURVCHECK ((*CURVCHECKS[]))
static SCIP_Bool	exprIsMultivarLinear (SCIP scip, SCIP_EXPR expr)
static SCIP_RETCODE	constructExpr (SCIP scip, SCIP_NLHDLRDATA nlhdlrdata, SCIP_EXPR *rootnlexpr, SCIP_HASHMAP nlexpr2origexpr, int nleafs, SCIP_EXPR rootexpr, SCIP_EXPRCURV curv, SCIP_HASHMAP assumevarfixed, SCIP_Bool assumecurvature, SCIP_Bool curvsuccess)
static SCIP_RETCODE	collectLeafs (SCIP scip, SCIP_NLHDLREXPRDATA nlhdlrexprdata)
static SCIP_RETCODE	createNlhdlrExprData (SCIP scip, SCIP_NLHDLRDATA nlhdlrdata, SCIP_NLHDLREXPRDATA *nlhdlrexprdata, SCIP_EXPR expr, SCIP_EXPR nlexpr, SCIP_HASHMAP nlexpr2origexpr, int nleafs, SCIP_NLHDLR_METHOD participating)
static SCIP_RETCODE	estimateVertexPolyhedral (SCIP scip, SCIP_CONSHDLR conshdlr, SCIP_NLHDLR nlhdlr, SCIP_NLHDLREXPRDATA nlhdlrexprdata, SCIP_SOL sol, SCIP_Bool usemidpoint, SCIP_Bool overestimate, SCIP_Real targetvalue, SCIP_ROWPREP rowprep, SCIP_Bool *success)
static SCIP_RETCODE	estimateGradientInner (SCIP scip, SCIP_NLHDLREXPRDATA nlhdlrexprdata, SCIP_SOL sol, SCIP_ROWPREP rowprep, SCIP_Bool *success)
static SCIP_RETCODE	estimateGradient (SCIP scip, SCIP_NLHDLR nlhdlr, SCIP_NLHDLREXPRDATA nlhdlrexprdata, SCIP_SOL sol, SCIP_ROWPREP rowprep, SCIP_Bool success)
static SCIP_RETCODE	estimateConvexSecant (SCIP scip, SCIP_NLHDLR nlhdlr, SCIP_NLHDLREXPRDATA nlhdlrexprdata, SCIP_SOL sol, SCIP_ROWPREP rowprep, SCIP_Bool success)
static	SCIP_DECL_NLHDLRFREEHDLRDATA (nlhdlrfreeHdlrDataConvexConcave)
static	SCIP_DECL_NLHDLRFREEEXPRDATA (nlhdlrfreeExprDataConvexConcave)
static	SCIP_DECL_NLHDLREXIT (nlhdlrExitConvex)
static	SCIP_DECL_NLHDLRDETECT (nlhdlrDetectConvex)
static	SCIP_DECL_NLHDLREVALAUX (nlhdlrEvalAuxConvexConcave)
static	SCIP_DECL_NLHDLRINITSEPA (nlhdlrInitSepaConvex)
static	SCIP_DECL_NLHDLRESTIMATE (nlhdlrEstimateConvex)
static	SCIP_DECL_NLHDLRSOLLINEARIZE (nlhdlrSollinearizeConvex)
static	SCIP_DECL_NLHDLRCOPYHDLR (nlhdlrCopyhdlrConvex)
SCIP_RETCODE	SCIPincludeNlhdlrConvex (SCIP *scip)
static	SCIP_DECL_NLHDLREXIT (nlhdlrExitConcave)
static	SCIP_DECL_NLHDLRDETECT (nlhdlrDetectConcave)
static	SCIP_DECL_NLHDLRINITSEPA (nlhdlrInitSepaConcave)
static	SCIP_DECL_NLHDLRESTIMATE (nlhdlrEstimateConcave)
static	SCIP_DECL_NLHDLRCOPYHDLR (nlhdlrCopyhdlrConcave)
SCIP_RETCODE	SCIPincludeNlhdlrConcave (SCIP *scip)
SCIP_RETCODE	SCIPhasExprCurvature (SCIP scip, SCIP_EXPR expr, SCIP_EXPRCURV curv, SCIP_Bool success, SCIP_HASHMAP assumevarfixed)

Variables
static const int	NCURVCHECKS = sizeof(CURVCHECKS) / sizeof(void*)

Macro Definition Documentation

◆ CONVEX_NLHDLR_NAME

#define CONVEX_NLHDLR_NAME "convex"

Definition at line 44 of file nlhdlr_convex.c.

Referenced by SCIP_DECL_NLHDLRCOPYHDLR(), and SCIPincludeNlhdlrConvex().

◆ CONVEX_NLHDLR_DESC

#define CONVEX_NLHDLR_DESC "handler that identifies and estimates convex expressions"

Definition at line 45 of file nlhdlr_convex.c.

Referenced by SCIPincludeNlhdlrConvex().

◆ CONVEX_NLHDLR_DETECTPRIORITY

#define CONVEX_NLHDLR_DETECTPRIORITY 50

Definition at line 46 of file nlhdlr_convex.c.

Referenced by SCIPincludeNlhdlrConvex().

◆ CONVEX_NLHDLR_ENFOPRIORITY

#define CONVEX_NLHDLR_ENFOPRIORITY 50

Definition at line 47 of file nlhdlr_convex.c.

Referenced by SCIPincludeNlhdlrConvex().

◆ CONCAVE_NLHDLR_NAME

#define CONCAVE_NLHDLR_NAME "concave"

Definition at line 49 of file nlhdlr_convex.c.

Referenced by SCIP_DECL_NLHDLRCOPYHDLR(), and SCIPincludeNlhdlrConcave().

◆ CONCAVE_NLHDLR_DESC

#define CONCAVE_NLHDLR_DESC "handler that identifies and estimates concave expressions"

Definition at line 50 of file nlhdlr_convex.c.

Referenced by SCIPincludeNlhdlrConcave().

◆ CONCAVE_NLHDLR_DETECTPRIORITY

#define CONCAVE_NLHDLR_DETECTPRIORITY 40

Definition at line 51 of file nlhdlr_convex.c.

Referenced by SCIPincludeNlhdlrConcave().

◆ CONCAVE_NLHDLR_ENFOPRIORITY

#define CONCAVE_NLHDLR_ENFOPRIORITY 40

Definition at line 52 of file nlhdlr_convex.c.

Referenced by SCIPincludeNlhdlrConcave().

◆ DEFAULT_DETECTSUM

#define DEFAULT_DETECTSUM FALSE

Definition at line 54 of file nlhdlr_convex.c.

Referenced by SCIPincludeNlhdlrConcave(), and SCIPincludeNlhdlrConvex().

◆ DEFAULT_EXTENDEDFORM

#define DEFAULT_EXTENDEDFORM TRUE

Definition at line 55 of file nlhdlr_convex.c.

Referenced by SCIPincludeNlhdlrConvex().

◆ DEFAULT_CVXQUADRATIC_CONVEX

#define DEFAULT_CVXQUADRATIC_CONVEX TRUE

Definition at line 56 of file nlhdlr_convex.c.

Referenced by SCIPincludeNlhdlrConvex().

◆ DEFAULT_CVXQUADRATIC_CONCAVE

#define DEFAULT_CVXQUADRATIC_CONCAVE FALSE

Definition at line 57 of file nlhdlr_convex.c.

Referenced by SCIPincludeNlhdlrConcave().

◆ DEFAULT_CVXSIGNOMIAL

#define DEFAULT_CVXSIGNOMIAL TRUE

Definition at line 58 of file nlhdlr_convex.c.

Referenced by SCIPincludeNlhdlrConcave(), and SCIPincludeNlhdlrConvex().

◆ DEFAULT_CVXPRODCOMP

#define DEFAULT_CVXPRODCOMP TRUE

Definition at line 59 of file nlhdlr_convex.c.

Referenced by SCIPincludeNlhdlrConcave(), and SCIPincludeNlhdlrConvex().

◆ DEFAULT_HANDLETRIVIAL

#define DEFAULT_HANDLETRIVIAL FALSE

Definition at line 60 of file nlhdlr_convex.c.

Referenced by SCIPincludeNlhdlrConcave(), and SCIPincludeNlhdlrConvex().

◆ DEFAULT_MAXPERTURB

#define DEFAULT_MAXPERTURB 0.01

Definition at line 61 of file nlhdlr_convex.c.

Referenced by SCIPincludeNlhdlrConvex().

◆ INITLPMAXVARVAL

#define INITLPMAXVARVAL 1000.0

maximal absolute value of variable for still generating a linearization cut at that point in initlp

Definition at line 63 of file nlhdlr_convex.c.

Referenced by SCIP_DECL_NLHDLRINITSEPA().

◆ RANDNUMINITSEED

#define RANDNUMINITSEED 220802

initial seed for random number generator for point perturbation

Definition at line 64 of file nlhdlr_convex.c.

Referenced by estimateGradient().

◆ DECL_CURVCHECK

#define DECL_CURVCHECK ( x )

Value:

SCIP_RETCODE x( \
SCIP*                 scip,               /**< SCIP data structure */ \
SCIP_EXPR*            nlexpr,             /**< nlhdlr-expr to check */ \
SCIP_Bool             isrootexpr,         /**< whether nlexpr is the root from where detection has been started */ \
EXPRSTACK*            stack,              /**< stack where to add generated leafs */ \
SCIP_HASHMAP*         nlexpr2origexpr,    /**< mapping from our expression copy to original expression */ \
SCIP_NLHDLRDATA*      nlhdlrdata,         /**< data of nlhdlr */ \
SCIP_HASHMAP*         assumevarfixed,     /**< hashmap containing variables that should be assumed to be fixed, or NULL */ \
SCIP_Bool*            success             /**< whether we found something */ \
)

Definition at line 121 of file nlhdlr_convex.c.

Function Documentation

◆ nlhdlrExprCreate()

SCIP_RETCODE nlhdlrExprCreate	(	SCIP *	scip,
		SCIP_HASHMAP *	nlexpr2origexpr,
		SCIP_EXPR **	nlhdlrexpr,
		SCIP_EXPR *	origexpr,
		SCIP_EXPRCURV	curv )

static

create nlhdlr-expression

does not create children, i.e., assumes that this will be a leaf

Parameters

scip	SCIP data structure
nlexpr2origexpr	mapping from copied to original expression
nlhdlrexpr	buffer to store created expr
origexpr	original expression to be copied
curv	curvature to achieve

Definition at line 141 of file nlhdlr_convex.c.

References assert(), NULL, SCIP_CALL, SCIP_OKAY, SCIPcaptureExpr(), SCIPduplicateExprShallow(), SCIPexprGetNChildren(), SCIPexprSetCurvature(), SCIPhashmapExists(), and SCIPhashmapInsert().

Referenced by constructExpr(), and nlhdlrExprGrowChildren().

◆ nlhdlrExprGrowChildren()

SCIP_RETCODE nlhdlrExprGrowChildren	(	SCIP *	scip,
		SCIP_HASHMAP *	nlexpr2origexpr,
		SCIP_EXPR *	nlhdlrexpr,
		SCIP_EXPRCURV *	childrencurv )

static

expand nlhdlr-expression by adding children according to original expression

Parameters

scip	SCIP data structure
nlexpr2origexpr	mapping from copied to original expression
nlhdlrexpr	expression for which to create children
childrencurv	curvature required for children, or NULL if to set to UNKNOWN

Definition at line 183 of file nlhdlr_convex.c.

References assert(), i, nlhdlrExprCreate(), NULL, SCIP_CALL, SCIP_EXPRCURV_UNKNOWN, SCIP_OKAY, SCIPappendExprChild(), SCIPexprGetChildren(), SCIPexprGetNChildren(), SCIPhashmapGetImage(), and SCIPreleaseExpr().

Referenced by constructExpr(), DECL_CURVCHECK(), DECL_CURVCHECK(), DECL_CURVCHECK(), and DECL_CURVCHECK().

◆ SCIP_DECL_VERTEXPOLYFUN()

SCIP_DECL_VERTEXPOLYFUN ( nlhdlrExprEvalConcave )

static

evaluate expression at solution w.r.t. auxiliary variables

Definition at line 221 of file nlhdlr_convex.c.

References assert(), VERTEXPOLYFUN_EVALDATA::evalsol, i, VERTEXPOLYFUN_EVALDATA::nlhdlrexprdata, NULL, VERTEXPOLYFUN_EVALDATA::scip, SCIP_CALL_ABORT, SCIPdebugMsg, SCIPevalExpr(), SCIPexprGetEvalValue(), SCIPgetVarExprVar(), SCIPsetSolVal(), and SCIPvarGetName().

◆ exprstackInit()

SCIP_RETCODE exprstackInit	(	SCIP *	scip,
		EXPRSTACK *	exprstack,
		int	initsize )

static

initialize expression stack

Parameters

scip	SCIP data structure
exprstack	stack to initialize
initsize	initial size

Definition at line 250 of file nlhdlr_convex.c.

References assert(), NULL, SCIP_CALL, SCIP_OKAY, SCIPallocBufferArray, EXPRSTACK::stack, EXPRSTACK::stackpos, and EXPRSTACK::stacksize.

Referenced by constructExpr().

◆ exprstackFree()

void exprstackFree	(	SCIP *	scip,
		EXPRSTACK *	exprstack )

static

free expression stack

Parameters

scip	SCIP data structure
exprstack	free expression stack

Definition at line 269 of file nlhdlr_convex.c.

References assert(), NULL, SCIPfreeBufferArray, and EXPRSTACK::stack.

Referenced by constructExpr().

◆ exprstackPush()

SCIP_RETCODE exprstackPush	(	SCIP *	scip,
		EXPRSTACK *	exprstack,
		int	nexprs,
		SCIP_EXPR **	exprs )

static

add expressions to expression stack

Parameters

scip	SCIP data structure
exprstack	expression stack
nexprs	number of expressions to push
exprs	expressions to push

Definition at line 282 of file nlhdlr_convex.c.

References assert(), NULL, SCIP_CALL, SCIP_OKAY, SCIPcalcMemGrowSize(), SCIPreallocBufferArray, EXPRSTACK::stack, EXPRSTACK::stackpos, and EXPRSTACK::stacksize.

Referenced by constructExpr(), DECL_CURVCHECK(), DECL_CURVCHECK(), DECL_CURVCHECK(), and DECL_CURVCHECK().

◆ exprstackPop()

SCIP_EXPR * exprstackPop ( EXPRSTACK * exprstack )

static

gives expression from top of expression stack and removes it from stack

Parameters

exprstack expression stack

Definition at line 311 of file nlhdlr_convex.c.

References assert(), NULL, EXPRSTACK::stack, and EXPRSTACK::stackpos.

Referenced by constructExpr().

◆ exprstackIsEmpty()

SCIP_Bool exprstackIsEmpty ( EXPRSTACK * exprstack )

static

indicate whether expression stack is empty

Parameters

exprstack expression stack

Definition at line 323 of file nlhdlr_convex.c.

References assert(), NULL, SCIP_Bool, and EXPRSTACK::stackpos.

Referenced by constructExpr().

◆ DECL_CURVCHECK() [1/5]

DECL_CURVCHECK ( curvCheckQuadratic )

static

looks whether given expression is (proper) quadratic and has a given curvature

If having a given curvature, currently require all arguments of quadratic to be linear. Hence, not using this for a simple square term, as curvCheckExprhdlr may provide a better condition on argument curvature then. Also we wouldn't do anything useful for a single bilinear term. Thus, run on sum's only.

Definition at line 340 of file nlhdlr_convex.c.

References assert(), exprstackPush(), FALSE, i, nlhdlrExprGrowChildren(), NULL, SCIP_Bool, SCIP_CALL, SCIP_EXPRCURV_CONCAVE, SCIP_EXPRCURV_CONVEX, SCIP_EXPRCURV_LINEAR, SCIP_OKAY, SCIPblkmem(), SCIPcheckExprQuadratic(), SCIPcomputeExprQuadraticCurvature(), SCIPexprcurvMultiply(), SCIPexprGetChildren(), SCIPexprGetCurvature(), SCIPexprGetNChildren(), SCIPexprGetQuadraticData(), SCIPexprGetQuadraticQuadTerm(), SCIPexprSetCurvature(), SCIPgetCoefsExprSum(), SCIPgetExponentExprPow(), SCIPhashmapGetImage(), SCIPhashsetCreate(), SCIPhashsetExists(), SCIPhashsetFree(), SCIPhashsetInsert(), SCIPisExprPower(), SCIPisExprProduct(), SCIPisExprSum(), and TRUE.

◆ DECL_CURVCHECK() [2/5]

DECL_CURVCHECK ( curvCheckSignomial )

static

looks whether top of given expression looks like a signomial that can have a given curvature

e.g., sqrt(x)*sqrt(y) is convex if x,y >= 0 and x and y are convex

unfortunately, doesn't work for tls, because i) it's originally sqrt(x*y), and ii) it is expanded into some sqrt(z*y+y); but works for cvxnonsep_nsig

Definition at line 485 of file nlhdlr_convex.c.

References assert(), exprstackPush(), FALSE, i, nlhdlrExprGrowChildren(), NULL, SCIP_CALL, SCIP_EXPRCURV_LINEAR, SCIP_OKAY, SCIP_Real, SCIPallocBufferArray, SCIPevalExprActivity(), SCIPexprcurvMonomialInv(), SCIPexprcurvMultiply(), SCIPexprGetActivity(), SCIPexprGetChildren(), SCIPexprGetCurvature(), SCIPexprGetNChildren(), SCIPexprSetCurvature(), SCIPfreeBufferArray, SCIPgetCoefExprProduct(), SCIPgetExponentExprPow(), SCIPhashmapGetImage(), SCIPinfoMessage(), SCIPisExprPower(), SCIPisExprProduct(), SCIPprintExpr(), and TRUE.

◆ DECL_CURVCHECK() [3/5]

DECL_CURVCHECK ( curvCheckProductComposite )

static

looks for \(f(c h(x)+d) h(x) \cdot \text{constant}\) and tries to conclude conditions on curvature

Assume \(h\) is univariate:

First derivative is \(f'(c h + d) c h' h + f(c h + d) h'\).
Second derivative is
\begin{align}&f''(c h + d) c h' c h' h + f'(c h + d) (c h'' h + c h' h') + f'(c h + d) c h' h' + f(c h + d) h'' \\ =& f''(c h + d) c^2 h'^2 h + f'(c h + d) c h'' h + 2 f'(c h + d) c h'^2 + f(c h + d) h''.\end{align}
Remove always positive factors leaves
\[f''(c h + d) h,\quad f'(c h + d) c h'' h,\quad f'(c h + d) c,\quad f(c h + d) h''.\]
For convexity we want all these terms to be nonnegative. For concavity we want all of them to be nonpositive. Note, that in each term either both \(f'(c h + d)\) and \(c\) occur, or none of them.
Thus, \(f(c h(x) + d)h(x)\) is convex if \(cf\) is monotonically increasing \((c f' \geq 0)\) and either
- \(f\) is convex \((f'' \geq 0)\) and \(h\) is nonnegative \((h \geq 0)\) and \(h\) is convex \((h'' \geq 0)\) and [ \(f\) is nonnegative \((f \geq 0)\) or \(h\) is linear \((h''=0)\)], or
- \(f\) is concave \((f'' \leq 0)\) and \(h\) is nonpositive \((h \leq 0)\) and \(h\) is concave \((h'' \leq 0)\) and [ \(f\) is nonpositive \((f \leq 0)\) or \(h\) is linear \((h''=0)\)].
Further, \(f(c h(x) + d)h(x)\) is concave if \(cf\) is monotonically decreasing \((c f' \leq 0)\) and either
- f is convex \((f'' \geq 0)\) and \(h\) is nonpositive \((h \leq 0)\) and \(h\) is concave \((h'' \leq 0)\) and [ \(f\) is nonnegative \((f \geq 0)\) or \(h\) is linear \((h''=0)\)], or
- f is concave \((f'' \leq 0)\) and \(h\) is nonnegative \((h >= 0)\) and \(h\) is convex \((h'' \geq 0)\) and [ \(f\) is nonpositive \((f \leq 0)\) or \(h\) is linear \((h''=0)\)].

This should hold also for multivariate and linear \(h\), as things are invariant under linear transformations. Similar to signomial, I'll assume that this will also hold for other multivariate \(h\) (someone has a formal proof?).

Definition at line 609 of file nlhdlr_convex.c.

References assert(), c, exprstackPush(), FALSE, h, SCIP_Interval::inf, nlhdlrExprGrowChildren(), NULL, SCIP_CALL, SCIP_EXPRCURV_CONCAVE, SCIP_EXPRCURV_CONVEX, SCIP_EXPRCURV_LINEAR, SCIP_MONOTONE_DEC, SCIP_MONOTONE_INC, SCIP_MONOTONE_UNKNOWN, SCIP_OKAY, SCIP_Real, SCIPappendExprChild(), SCIPcompareExpr(), SCIPevalExprActivity(), SCIPexprcurvMultiply(), SCIPexprGetActivity(), SCIPexprGetChildren(), SCIPexprGetCurvature(), SCIPexprGetHdlr(), SCIPexprGetNChildren(), SCIPexprhdlrGetName(), SCIPexprSetCurvature(), SCIPgetCoefExprProduct(), SCIPgetCoefsExprSum(), SCIPgetConstantExprSum(), SCIPhashmapGetImage(), SCIPinfoMessage(), SCIPisExprAbs(), SCIPisExprProduct(), SCIPisExprSum(), SCIPisZero(), SCIPprintExpr(), and SCIP_Interval::sup.

◆ DECL_CURVCHECK() [4/5]

DECL_CURVCHECK ( curvCheckExprhdlr )

static

use expression handlers curvature callback to check whether given curvature can be achieved

Definition at line 826 of file nlhdlr_convex.c.

References assert(), exprstackPush(), FALSE, i, nlhdlrExprGrowChildren(), NULL, SCIP_CALL, SCIP_EXPRCURV_LINEAR, SCIP_OKAY, SCIPallocBufferArray, SCIPexprcurvGetName(), SCIPexprGetChildren(), SCIPexprGetCurvature(), SCIPexprGetNChildren(), SCIPexprSetCurvature(), SCIPfreeBufferArray, SCIPhashmapGetImage(), SCIPinfoMessage(), SCIPisExprSum(), and SCIPprintExpr().

◆ DECL_CURVCHECK() [5/5]

DECL_CURVCHECK ( *[] CURVCHECKS )

static

curvature check and expression-growing methods

some day this could be plugins added by users at runtime, but for now we have a fixed list here

Note: curvCheckExprhdlr should be last

◆ exprIsMultivarLinear()

SCIP_Bool exprIsMultivarLinear	(	SCIP *	scip,
		SCIP_EXPR *	expr )

static

checks whether expression is a sum with more than one child and each child being a variable or going to be a variable if expr is a nlhdlr-specific copy

Within constructExpr(), we can have an expression of any type which is a copy of an original expression, but without children. At the end of constructExpr() (after the loop with the stack), these expressions will remain as leafs and will eventually be turned into variables in collectLeafs(). Thus, we treat every child that has no children as if it were a variable. Theoretically, there is still the possibility that it could be a constant (value-expression), but simplify should have removed these.

Parameters

scip	SCIP data structure
expr	expression to check

Definition at line 921 of file nlhdlr_convex.c.

References assert(), c, FALSE, NULL, SCIP_Bool, SCIPexprGetChildren(), SCIPexprGetNChildren(), SCIPisExprSum(), and TRUE.

Referenced by constructExpr().

◆ constructExpr()

SCIP_RETCODE constructExpr	(	SCIP *	scip,
		SCIP_NLHDLRDATA *	nlhdlrdata,
		SCIP_EXPR **	rootnlexpr,
		SCIP_HASHMAP *	nlexpr2origexpr,
		int *	nleafs,
		SCIP_EXPR *	rootexpr,
		SCIP_EXPRCURV	curv,
		SCIP_HASHMAP *	assumevarfixed,
		SCIP_Bool	assumecurvature,
		SCIP_Bool *	curvsuccess )

static

constructs a subexpression (as nlhdlr-expression) of maximal size that has a given curvature

If the curvature cannot be achieved for an expression in the original expression graph, then this expression becomes a leaf in the nlhdlr-expression.

Sets *rootnlexpr to NULL if failed.

Parameters

scip	SCIP data structure
nlhdlrdata	nonlinear handler data
rootnlexpr	buffer to store created expression
nlexpr2origexpr	mapping from our expression copy to original expression
nleafs	number of leafs in constructed expression
rootexpr	expression
curv	curvature to achieve
assumevarfixed	hashmap containing variables that should be assumed to be fixed, or NULL
assumecurvature	whether to assume that desired curvature is given (skips curvature checks)
curvsuccess	pointer to store whether the curvature could be achieved w.r.t. the original variables (might be NULL)

Definition at line 954 of file nlhdlr_convex.c.

References assert(), exprIsMultivarLinear(), exprstackFree(), exprstackInit(), exprstackIsEmpty(), exprstackPop(), exprstackPush(), FALSE, i, NCURVCHECKS, nlhdlrExprCreate(), nlhdlrExprGrowChildren(), NULL, SCIP_Bool, SCIP_CALL, SCIP_EXPRCURV_CONCAVE, SCIP_EXPRCURV_CONVEX, SCIP_EXPRCURV_UNKNOWN, SCIP_EXPRITER_DFS, SCIP_EXPRITER_VISITINGCHILD, SCIP_OKAY, SCIPcreateExpriter(), SCIPexprGetChildren(), SCIPexprGetCurvature(), SCIPexprGetHdlr(), SCIPexprGetNChildren(), SCIPexprhdlrHasBwdiff(), SCIPexpriterGetChildExprDFS(), SCIPexpriterGetNext(), SCIPexpriterInit(), SCIPexpriterIsEnd(), SCIPexpriterSetStagesDFS(), SCIPexpriterSkipDFS(), SCIPfreeExpriter(), SCIPhashmapGetImage(), SCIPinfoMessage(), SCIPisExprSum(), SCIPisExprValue(), SCIPisExprVar(), SCIPprintExpr(), SCIPreleaseExpr(), SCIPremoveExprChildren(), EXPRSTACK::stackpos, and TRUE.

Referenced by SCIP_DECL_NLHDLRDETECT(), SCIP_DECL_NLHDLRDETECT(), and SCIPhasExprCurvature().

◆ collectLeafs()

SCIP_RETCODE collectLeafs	(	SCIP *	scip,
		SCIP_NLHDLREXPRDATA *	nlhdlrexprdata )

static

collects (non-value) leaf expressions and ensure that they correspond to a variable (original or auxiliary)

For children where we could not achieve the desired curvature, get the auxvar and replace the child by a var-expression that points to this auxvar. Collect all leaf expressions (if not a value-expression) and index them.

Parameters

scip	SCIP data structure
nlhdlrexprdata	nlhdlr expression data

Definition at line 1153 of file nlhdlr_convex.c.

References assert(), FALSE, i, NULL, SCIP_CALL, SCIP_EXPRITER_DFS, SCIP_EXPRITER_VISITINGCHILD, SCIP_OKAY, SCIPallocBlockMemoryArray, SCIPblkmem(), SCIPcomputeExprIntegrality(), SCIPcreateExpriter(), SCIPcreateExprVar(), SCIPdebugMsg, SCIPexprGetNChildren(), SCIPexpriterGetChildExprDFS(), SCIPexpriterGetChildIdxDFS(), SCIPexpriterGetCurrent(), SCIPexpriterGetNext(), SCIPexpriterInit(), SCIPexpriterIsEnd(), SCIPexpriterSetStagesDFS(), SCIPfreeExpriter(), SCIPgetExprAuxVarNonlinear(), SCIPgetVarExprVar(), SCIPhashmapCreate(), SCIPhashmapEntryGetImageInt(), SCIPhashmapEntryGetOrigin(), SCIPhashmapExists(), SCIPhashmapFree(), SCIPhashmapGetEntry(), SCIPhashmapGetImage(), SCIPhashmapGetNEntries(), SCIPhashmapInsertInt(), SCIPhashmapSetImage(), SCIPisExprVar(), SCIPreleaseExpr(), SCIPreplaceExprChild(), SCIPvarGetName(), and var.

Referenced by SCIP_DECL_NLHDLRINITSEPA(), and SCIP_DECL_NLHDLRINITSEPA().

◆ createNlhdlrExprData()

SCIP_RETCODE createNlhdlrExprData	(	SCIP *	scip,
		SCIP_NLHDLRDATA *	nlhdlrdata,
		SCIP_NLHDLREXPRDATA **	nlhdlrexprdata,
		SCIP_EXPR *	expr,
		SCIP_EXPR *	nlexpr,
		SCIP_HASHMAP *	nlexpr2origexpr,
		int	nleafs,
		SCIP_NLHDLR_METHOD	participating )

static

creates nonlinear handler expression data structure and registers expr usage

Parameters

scip	SCIP data structure
nlhdlrdata	nlhdlr data
nlhdlrexprdata	pointer to store nlhdlr expression data
expr	original expression
nlexpr	our copy of expression
nlexpr2origexpr	mapping of expression copy to original
nleafs	number of leafs as counted by constructExpr
participating	the enfo methods in which we plan to participate

Definition at line 1280 of file nlhdlr_convex.c.

References assert(), FALSE, NULL, SCIP_Bool, SCIP_CALL, SCIP_EXPRITER_DFS, SCIP_EXPRITER_VISITINGCHILD, SCIP_NLHDLR_METHOD_SEPAABOVE, SCIP_NLHDLR_METHOD_SEPABELOW, SCIP_OKAY, SCIPallocClearBlockMemory, SCIPcreateExpriter(), SCIPexprcurvGetName(), SCIPexprGetChildren(), SCIPexprGetCurvature(), SCIPexprGetNChildren(), SCIPexpriterGetChildExprDFS(), SCIPexpriterGetNext(), SCIPexpriterInit(), SCIPexpriterIsEnd(), SCIPexpriterSetStagesDFS(), SCIPexprSetCurvature(), SCIPfreeExpriter(), SCIPhashmapGetImage(), SCIPinfoMessage(), SCIPprintExpr(), SCIPregisterExprUsageNonlinear(), and TRUE.

Referenced by SCIP_DECL_NLHDLRDETECT(), and SCIP_DECL_NLHDLRDETECT().

◆ estimateVertexPolyhedral()

SCIP_RETCODE estimateVertexPolyhedral	(	SCIP *	scip,
		SCIP_CONSHDLR *	conshdlr,
		SCIP_NLHDLR *	nlhdlr,
		SCIP_NLHDLREXPRDATA *	nlhdlrexprdata,
		SCIP_SOL *	sol,
		SCIP_Bool	usemidpoint,
		SCIP_Bool	overestimate,
		SCIP_Real	targetvalue,
		SCIP_ROWPREP *	rowprep,
		SCIP_Bool *	success )

static

adds an estimator for a vertex-polyhedral (e.g., concave) function to a given rowprep

Calls SCIPcomputeFacetVertexPolyhedralNonlinear() for given function and box set to local bounds of auxiliary variables.

Parameters

scip	SCIP data structure
conshdlr	nonlinear constraint handler
nlhdlr	nonlinear handler
nlhdlrexprdata	nonlinear handler expression data
sol	solution to use, unless usemidpoint is TRUE
usemidpoint	whether to use the midpoint of the domain instead of sol
overestimate	whether over- or underestimating
targetvalue	a target value to achieve; if not reachable, then can give up early
rowprep	rowprep where to store estimator
success	buffer to store whether successful

Definition at line 1373 of file nlhdlr_convex.c.

References assert(), VERTEXPOLYFUN_EVALDATA::evalsol, FALSE, i, VERTEXPOLYFUN_EVALDATA::nlhdlrexprdata, NULL, VERTEXPOLYFUN_EVALDATA::scip, SCIP_Bool, SCIP_CALL, SCIP_EXPRCURV_CONCAVE, SCIP_EXPRCURV_CONVEX, SCIP_INVALID, SCIP_OKAY, SCIP_Real, SCIPaddRowprepTerm(), SCIPallocBufferArray, SCIPcomputeFacetVertexPolyhedralNonlinear(), SCIPcreateSol(), SCIPdebugMsg, SCIPensureRowprepSize(), SCIPexprGetCurvature(), SCIPfreeBufferArray, SCIPgetSolVal(), SCIPgetVarExprVar(), SCIPinfoMessage(), SCIPisInfinity(), SCIPisRelEQ(), SCIPnlhdlrGetData(), SCIPprintExpr(), SCIPprintRowprep(), SCIProwprepAddConstant(), SCIProwprepGetCoefs(), SCIProwprepSetLocal(), SCIPvarGetLbLocal(), SCIPvarGetName(), SCIPvarGetUbLocal(), sol, TRUE, and var.

Referenced by SCIP_DECL_NLHDLRESTIMATE(), and SCIP_DECL_NLHDLRINITSEPA().

◆ estimateGradientInner()

SCIP_RETCODE estimateGradientInner	(	SCIP *	scip,
		SCIP_NLHDLREXPRDATA *	nlhdlrexprdata,
		SCIP_SOL *	sol,
		SCIP_ROWPREP *	rowprep,
		SCIP_Bool *	success )

static

adds an estimator computed via a gradient to a given rowprep

Parameters

scip	SCIP data structure
nlhdlrexprdata	nonlinear handler expression data
sol	solution to use
rowprep	rowprep where to store estimator
success	buffer to store whether successful

Definition at line 1506 of file nlhdlr_convex.c.

References assert(), FALSE, i, NULL, QUAD, QUAD_ASSIGN, QUAD_TO_DBL, SCIP_Bool, SCIP_CALL, SCIP_INVALID, SCIP_OKAY, SCIP_Real, SCIPaddRowprepTerm(), SCIPdebugMsg, SCIPevalExprGradient(), SCIPexprGetDerivative(), SCIPexprGetDiffTag(), SCIPexprGetEvalValue(), SCIPgetSolVal(), SCIPgetVarExprVar(), SCIPquadprecSumQD, SCIProwprepAddConstant(), SCIProwprepSetLocal(), SCIPvarGetName(), sol, TRUE, and var.

Referenced by estimateGradient().

◆ estimateGradient()

SCIP_RETCODE estimateGradient	(	SCIP *	scip,
		SCIP_NLHDLR *	nlhdlr,
		SCIP_NLHDLREXPRDATA *	nlhdlrexprdata,
		SCIP_SOL *	sol,
		SCIP_ROWPREP *	rowprep,
		SCIP_Bool *	success )

static

adds an estimator computed via a gradient to a given rowprep, possibly perturbing solution

Parameters

scip	SCIP data structure
nlhdlr	nonlinear handler
nlhdlrexprdata	nonlinear handler expression data
sol	solution to use
rowprep	rowprep where to store estimator
success	buffer to store whether successful

Definition at line 1578 of file nlhdlr_convex.c.

References assert(), estimateGradientInner(), FALSE, i, MAX, MIN, NULL, RANDNUMINITSEED, REALABS, SCIP_Bool, SCIP_CALL, SCIP_OKAY, SCIP_Real, SCIPcreateRandom(), SCIPcreateSol(), SCIPdebugMsg, SCIPepsilon(), SCIPgetSolVal(), SCIPgetVarExprVar(), SCIPinfoMessage(), SCIPisZero(), SCIPnlhdlrGetData(), SCIPprintExpr(), SCIPrandomGetReal(), SCIPsetSolVal(), SCIPvarGetLbGlobal(), SCIPvarGetUbGlobal(), sol, TRUE, and var.

Referenced by SCIP_DECL_NLHDLRESTIMATE(), SCIP_DECL_NLHDLRINITSEPA(), and SCIP_DECL_NLHDLRSOLLINEARIZE().

◆ estimateConvexSecant()

SCIP_RETCODE estimateConvexSecant	(	SCIP *	scip,
		SCIP_NLHDLR *	nlhdlr,
		SCIP_NLHDLREXPRDATA *	nlhdlrexprdata,
		SCIP_SOL *	sol,
		SCIP_ROWPREP *	rowprep,
		SCIP_Bool *	success )

static

adds an estimator generated by putting a secant through the coordinates given by the two closest integer points

Parameters

scip	SCIP data structure
nlhdlr	nonlinear handler
nlhdlrexprdata	nonlinear handler expression data
sol	solution to use, unless usemidpoint is TRUE
rowprep	rowprep where to store estimator
success	buffer to store whether successful

Definition at line 1677 of file nlhdlr_convex.c.

References assert(), FALSE, NULL, REALABS, SCIP_Bool, SCIP_CALL, SCIP_OKAY, SCIP_Real, SCIPaddRowprepTerm(), SCIPceil(), SCIPcreateSol(), SCIPdebugMsg, SCIPepsilon(), SCIPevalExpr(), SCIPexprGetEvalValue(), SCIPfloor(), SCIPgetSolVal(), SCIPgetVarExprVar(), SCIPinfoMessage(), SCIPisEQ(), SCIPisInfinity(), SCIPisIntegral(), SCIPisZero(), SCIPnlhdlrGetData(), SCIPprintExpr(), SCIPround(), SCIProwprepAddConstant(), SCIProwprepSetLocal(), SCIPsetSolVal(), SCIPvarGetLbGlobal(), SCIPvarGetName(), SCIPvarGetUbGlobal(), sol, TRUE, var, and x.

Referenced by SCIP_DECL_NLHDLRESTIMATE(), and SCIP_DECL_NLHDLRSOLLINEARIZE().

◆ SCIP_DECL_NLHDLRFREEHDLRDATA()

SCIP_DECL_NLHDLRFREEHDLRDATA ( nlhdlrfreeHdlrDataConvexConcave )

static

free handler data of convex or concave nlhdlr

Definition at line 1798 of file nlhdlr_convex.c.

References assert(), NULL, SCIP_OKAY, and SCIPfreeBlockMemory.

◆ SCIP_DECL_NLHDLRFREEEXPRDATA()

SCIP_DECL_NLHDLRFREEEXPRDATA ( nlhdlrfreeExprDataConvexConcave )

static

callback to free expression specific data

Definition at line 1813 of file nlhdlr_convex.c.

References assert(), NULL, SCIP_CALL, SCIP_OKAY, SCIPfreeBlockMemory, SCIPfreeBlockMemoryArrayNull, SCIPhashmapFree(), and SCIPreleaseExpr().

◆ SCIP_DECL_NLHDLREXIT() [1/2]

SCIP_DECL_NLHDLREXIT ( nlhdlrExitConvex )

static

deinitialization of problem-specific data

Definition at line 1830 of file nlhdlr_convex.c.

References assert(), NULL, SCIP_CALL, SCIP_OKAY, SCIPfreeRandom(), SCIPfreeSol(), and SCIPnlhdlrGetData().

◆ SCIP_DECL_NLHDLRDETECT() [1/2]

SCIP_DECL_NLHDLRDETECT ( nlhdlrDetectConvex )

static

checks whether expression (or -expression) is convex, possibly after introducing auxiliary variables

Definition at line 1850 of file nlhdlr_convex.c.

References assert(), constructExpr(), createNlhdlrExprData(), NULL, SCIP_CALL, SCIP_EXPRCURV_CONCAVE, SCIP_EXPRCURV_CONVEX, SCIP_NLHDLR_METHOD_SEPAABOVE, SCIP_NLHDLR_METHOD_SEPABELOW, SCIP_NLHDLR_METHOD_SEPABOTH, SCIP_OKAY, SCIPassumeConvexNonlinear(), SCIPblkmem(), SCIPdebugMsg, SCIPexprGetNChildren(), SCIPhashmapCreate(), SCIPhashmapFree(), SCIPhashmapRemoveAll(), and SCIPnlhdlrGetData().

◆ SCIP_DECL_NLHDLREVALAUX()

SCIP_DECL_NLHDLREVALAUX ( nlhdlrEvalAuxConvexConcave )

static

auxiliary evaluation callback

Definition at line 1936 of file nlhdlr_convex.c.

References assert(), NULL, SCIP_CALL, SCIP_OKAY, SCIPevalExpr(), SCIPexprGetEvalValue(), and sol.

◆ SCIP_DECL_NLHDLRINITSEPA() [1/2]

SCIP_DECL_NLHDLRINITSEPA ( nlhdlrInitSepaConvex )

static

init sepa callback that initializes LP

Definition at line 1950 of file nlhdlr_convex.c.

References assert(), collectLeafs(), estimateGradient(), FALSE, i, INITLPMAXVARVAL, MAX, MIN, NULL, REALABS, SCIP_Bool, SCIP_BOUNDTYPE_LOWER, SCIP_CALL, SCIP_EXPRCURV_CONCAVE, SCIP_EXPRCURV_CONVEX, SCIP_MAXSTRLEN, SCIP_OKAY, SCIP_Real, SCIP_SIDETYPE_LEFT, SCIP_SIDETYPE_RIGHT, SCIPaddRow(), SCIPaddRowprepTerm(), SCIPcleanupRowprep2(), SCIPcreateRowprep(), SCIPcreateSol(), SCIPdebugMsg, SCIPexprGetCurvature(), SCIPfreeRowprep(), SCIPfreeSol(), SCIPgetExprAuxVarNonlinear(), SCIPgetHugeValue(), SCIPgetRowprepRowCons(), SCIPgetVarExprVar(), SCIPhashmapGetImage(), SCIPinfoMessage(), SCIPisInfinity(), SCIPprintRow(), SCIPreleaseRow(), SCIProwprepGetName(), SCIPsetSolVal(), SCIPsnprintf(), SCIPvarGetBestBoundType(), SCIPvarGetLbGlobal(), SCIPvarGetUbGlobal(), sol, TRUE, and var.

◆ SCIP_DECL_NLHDLRESTIMATE() [1/2]

SCIP_DECL_NLHDLRESTIMATE ( nlhdlrEstimateConvex )

static

estimator callback

Definition at line 2070 of file nlhdlr_convex.c.

References assert(), estimateConvexSecant(), estimateGradient(), FALSE, NULL, SCIP_CALL, SCIP_EXPRCURV_CONCAVE, SCIP_EXPRCURV_CONVEX, SCIP_INVALID, SCIP_Longint, SCIP_LONGINT_FORMAT, SCIP_MAXSTRLEN, SCIP_OKAY, SCIP_SIDETYPE_LEFT, SCIP_SIDETYPE_RIGHT, SCIPcreateRowprep(), SCIPexprGetCurvature(), SCIPexprGetEvalValue(), SCIPexprIsIntegral(), SCIPfreeRowprep(), SCIPgetNLPs(), SCIPhashmapGetImage(), SCIProwprepGetName(), SCIPsetPtrarrayVal(), SCIPsnprintf(), SCIPsolGetIndex(), sol, and TRUE.

◆ SCIP_DECL_NLHDLRSOLLINEARIZE()

SCIP_DECL_NLHDLRSOLLINEARIZE ( nlhdlrSollinearizeConvex )

static

solution notification callback

Definition at line 2136 of file nlhdlr_convex.c.

References assert(), estimateConvexSecant(), estimateGradient(), FALSE, NULL, SCIP_Bool, SCIP_CALL, SCIP_EXPRCURV_CONCAVE, SCIP_EXPRCURV_CONVEX, SCIP_MAXSTRLEN, SCIP_OKAY, SCIP_SIDETYPE_LEFT, SCIP_SIDETYPE_RIGHT, SCIPaddPoolCut(), SCIPaddRowprepTerm(), SCIPcleanupRowprep2(), SCIPcreateRowprep(), SCIPevalExpr(), SCIPexprGetCurvature(), SCIPexprIsIntegral(), SCIPfreeRowprep(), SCIPgetExprAuxVarNonlinear(), SCIPgetHugeValue(), SCIPgetRowprepRowCons(), SCIPhashmapGetImage(), SCIPreleaseRow(), SCIProwprepGetName(), SCIProwprepIsLocal(), SCIPsnprintf(), SCIPsolGetIndex(), sol, and TRUE.

◆ SCIP_DECL_NLHDLRCOPYHDLR() [1/2]

SCIP_DECL_NLHDLRCOPYHDLR ( nlhdlrCopyhdlrConvex )

static

include nlhdlr in another scip instance

Definition at line 2201 of file nlhdlr_convex.c.

References assert(), CONVEX_NLHDLR_NAME, NULL, SCIP_CALL, SCIP_OKAY, SCIPincludeNlhdlrConvex(), and SCIPnlhdlrGetName().

◆ SCIP_DECL_NLHDLREXIT() [2/2]

SCIP_DECL_NLHDLREXIT ( nlhdlrExitConcave )

static

deinitialization of problem-specific data

Definition at line 2275 of file nlhdlr_convex.c.

References assert(), NULL, SCIP_CALL, SCIP_OKAY, SCIPfreeSol(), and SCIPnlhdlrGetData().

◆ SCIP_DECL_NLHDLRDETECT() [2/2]

SCIP_DECL_NLHDLRDETECT ( nlhdlrDetectConcave )

static

checks whether expression (or -expression) is concave, possibly after introducing auxiliary variables

Definition at line 2293 of file nlhdlr_convex.c.

References assert(), constructExpr(), createNlhdlrExprData(), FALSE, NULL, SCIP_CALL, SCIP_EXPRCURV_CONCAVE, SCIP_EXPRCURV_CONVEX, SCIP_MAXVERTEXPOLYDIM, SCIP_NLHDLR_METHOD_SEPAABOVE, SCIP_NLHDLR_METHOD_SEPABELOW, SCIP_NLHDLR_METHOD_SEPABOTH, SCIP_OKAY, SCIPblkmem(), SCIPdebugMsg, SCIPexprGetNChildren(), SCIPhashmapCreate(), SCIPhashmapFree(), SCIPhashmapRemoveAll(), SCIPnlhdlrGetData(), and SCIPreleaseExpr().

◆ SCIP_DECL_NLHDLRINITSEPA() [2/2]

SCIP_DECL_NLHDLRINITSEPA ( nlhdlrInitSepaConcave )

static

init sepa callback that initializes LP

Definition at line 2393 of file nlhdlr_convex.c.

References assert(), collectLeafs(), estimateVertexPolyhedral(), FALSE, NULL, SCIP_Bool, SCIP_CALL, SCIP_EXPRCURV_CONCAVE, SCIP_EXPRCURV_CONVEX, SCIP_MAXSTRLEN, SCIP_OKAY, SCIP_SIDETYPE_LEFT, SCIP_SIDETYPE_RIGHT, SCIPaddRow(), SCIPaddRowprepTerm(), SCIPcleanupRowprep2(), SCIPcreateRowprep(), SCIPdebugMsg, SCIPexprGetCurvature(), SCIPfreeRowprep(), SCIPgetExprAuxVarNonlinear(), SCIPgetHugeValue(), SCIPgetRowprepRowCons(), SCIPhashmapGetImage(), SCIPinfinity(), SCIPinfoMessage(), SCIPprintRow(), SCIPreleaseRow(), SCIProwprepGetName(), SCIPsnprintf(), and TRUE.

◆ SCIP_DECL_NLHDLRESTIMATE() [2/2]

SCIP_DECL_NLHDLRESTIMATE ( nlhdlrEstimateConcave )

static

estimator callback

Definition at line 2464 of file nlhdlr_convex.c.

References assert(), c, estimateVertexPolyhedral(), FALSE, MAX, NULL, SCIP_CALL, SCIP_EXPRCURV_CONCAVE, SCIP_EXPRCURV_CONVEX, SCIP_INVALID, SCIP_Longint, SCIP_LONGINT_FORMAT, SCIP_MAXSTRLEN, SCIP_OKAY, SCIP_Real, SCIP_SIDETYPE_LEFT, SCIP_SIDETYPE_RIGHT, SCIPaddExprsViolScoreNonlinear(), SCIPallocBufferArray, SCIPcreateRowprep(), SCIPexprGetCurvature(), SCIPfreeBufferArray, SCIPfreeRowprep(), SCIPgetExprAuxVarNonlinear(), SCIPgetNLPs(), SCIPgetSolVal(), SCIPhashmapGetImage(), SCIPinfinity(), SCIProwprepGetName(), SCIPsetPtrarrayVal(), SCIPsnprintf(), SCIPsolGetIndex(), sol, and TRUE.

◆ SCIP_DECL_NLHDLRCOPYHDLR() [2/2]

SCIP_DECL_NLHDLRCOPYHDLR ( nlhdlrCopyhdlrConcave )

static

includes nonlinear handler in another scip instance

Definition at line 2564 of file nlhdlr_convex.c.

References assert(), CONCAVE_NLHDLR_NAME, NULL, SCIP_CALL, SCIP_OKAY, SCIPincludeNlhdlrConcave(), and SCIPnlhdlrGetName().

Variable Documentation

◆ NCURVCHECKS

const int NCURVCHECKS = sizeof(CURVCHECKS) / sizeof(void*)

static

number of curvcheck methods

Definition at line 910 of file nlhdlr_convex.c.

Referenced by constructExpr().

Detailed Description

Data Structures

Macros

Functions

Variables

Macro Definition Documentation

◆ CONVEX_NLHDLR_NAME

◆ CONVEX_NLHDLR_DESC

◆ CONVEX_NLHDLR_DETECTPRIORITY

◆ CONVEX_NLHDLR_ENFOPRIORITY

◆ CONCAVE_NLHDLR_NAME

◆ CONCAVE_NLHDLR_DESC

◆ CONCAVE_NLHDLR_DETECTPRIORITY

◆ CONCAVE_NLHDLR_ENFOPRIORITY

◆ DEFAULT_DETECTSUM

◆ DEFAULT_EXTENDEDFORM

◆ DEFAULT_CVXQUADRATIC_CONVEX

◆ DEFAULT_CVXQUADRATIC_CONCAVE

◆ DEFAULT_CVXSIGNOMIAL

◆ DEFAULT_CVXPRODCOMP

◆ DEFAULT_HANDLETRIVIAL

◆ DEFAULT_MAXPERTURB

◆ INITLPMAXVARVAL

◆ RANDNUMINITSEED

◆ DECL_CURVCHECK

Function Documentation

◆ nlhdlrExprCreate()

◆ nlhdlrExprGrowChildren()

◆ SCIP_DECL_VERTEXPOLYFUN()

◆ exprstackInit()

◆ exprstackFree()

◆ exprstackPush()

◆ exprstackPop()

◆ exprstackIsEmpty()

◆ DECL_CURVCHECK() [1/5]

◆ DECL_CURVCHECK() [2/5]

◆ DECL_CURVCHECK() [3/5]

◆ DECL_CURVCHECK() [4/5]

◆ DECL_CURVCHECK() [5/5]

◆ exprIsMultivarLinear()

◆ constructExpr()

◆ collectLeafs()

◆ createNlhdlrExprData()

◆ estimateVertexPolyhedral()

◆ estimateGradientInner()

◆ estimateGradient()

◆ estimateConvexSecant()

◆ SCIP_DECL_NLHDLRFREEHDLRDATA()

◆ SCIP_DECL_NLHDLRFREEEXPRDATA()

◆ SCIP_DECL_NLHDLREXIT() [1/2]

◆ SCIP_DECL_NLHDLRDETECT() [1/2]

◆ SCIP_DECL_NLHDLREVALAUX()

◆ SCIP_DECL_NLHDLRINITSEPA() [1/2]

◆ SCIP_DECL_NLHDLRESTIMATE() [1/2]

◆ SCIP_DECL_NLHDLRSOLLINEARIZE()

◆ SCIP_DECL_NLHDLRCOPYHDLR() [1/2]

◆ SCIP_DECL_NLHDLREXIT() [2/2]

◆ SCIP_DECL_NLHDLRDETECT() [2/2]

◆ SCIP_DECL_NLHDLRINITSEPA() [2/2]

◆ SCIP_DECL_NLHDLRESTIMATE() [2/2]

◆ SCIP_DECL_NLHDLRCOPYHDLR() [2/2]

Variable Documentation

◆ NCURVCHECKS