pricer_gcg.h

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/* * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * */
/*                                                                           */
/*                  This file is part of the program                         */
/*          GCG --- Generic Column Generation                                */
/*                  a Dantzig-Wolfe decomposition based extension            */
/*                  of the branch-cut-and-price framework                    */
/*         SCIP --- Solving Constraint Integer Programs                      */
/*                                                                           */
/* Copyright (C) 2010-2021 Operations Research, RWTH Aachen University       */
/*                         Zuse Institute Berlin (ZIB)                       */
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/* This program is free software; you can redistribute it and/or             */
/* modify it under the terms of the GNU Lesser General Public License        */
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/* This program is distributed in the hope that it will be useful,           */
/* but WITHOUT ANY WARRANTY; without even the implied warranty of            */
/* MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE.  See the             */
/* GNU Lesser General Public License for more details.                       */
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/* * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * */
 
/**@file   pricer_gcg.h
 * @brief  GCG variable pricer
 * @author Gerald Gamrath
 * @author Martin Bergner
 * @ingroup PRICERS
 */
 
/*---+----1----+----2----+----3----+----4----+----5----+----6----+----7----+----8----+----9----+----0----+----1----+----2*/
 
#ifndef GCG_PRICER_GCG__
#define GCG_PRICER_GCG__
 
#include "scip/scip.h"
#include "type_solver.h"
 
#ifdef __cplusplus
extern "C" {
#endif
 
/**@defgroup GCGPRICER GCG Variable Pricer
 * @ingroup PRICING_PUB
 * @{
 */
 
enum GCG_Pricetype
{
   GCG_PRICETYPE_UNKNOWN = -1,               /**< unknown pricing type */
   GCG_PRICETYPE_INIT = 0,                   /**< initial pricing */
   GCG_PRICETYPE_FARKAS = 1,                 /**< farkas pricing */
   GCG_PRICETYPE_REDCOST = 2                 /**< redcost pricing */
};
typedef enum GCG_Pricetype GCG_PRICETYPE;
 
 
 
/** creates the GCG variable pricer and includes it in SCIP */
extern
SCIP_RETCODE SCIPincludePricerGcg(
   SCIP*                 scip,               /**< SCIP data structure */
   SCIP*                 origprob            /**< SCIP data structure of the original problem */
   );
 
/** returns the pointer to the scip instance representing the original problem */
extern
SCIP* GCGmasterGetOrigprob(
   SCIP*                 scip                /**< SCIP data structure */
   );
 
/** returns the array of variables that were priced in during the solving process */
extern
SCIP_VAR** GCGmasterGetPricedvars(
   SCIP*                 scip                /**< SCIP data structure */
   );
 
/** returns the number of variables that were priced in during the solving process */
extern
int GCGmasterGetNPricedvars(
   SCIP*                 scip                /**< SCIP data structure */
   );
 
/** adds the given constraint and the given position to the hashmap of the pricer */
extern
SCIP_RETCODE GCGmasterAddMasterconsToHashmap(
   SCIP*                 scip,               /**< SCIP data structure */
   SCIP_CONS*            cons,               /**< the constraint that should be added */
   int                   pos                 /**< the position of the constraint in the relaxator's masterconss array */
   );
 
/** sets the optimal LP solution in the pricerdata */
extern
SCIP_RETCODE GCGmasterSetRootLPSol(
   SCIP*                 scip,               /**< SCIP data structure */
   SCIP_SOL**            sol                 /**< pointer to optimal solution to root LP */
   );
 
#ifdef SCIP_STATISTIC
/** gets the optimal LP solution in the pricerdata */
extern
SCIP_SOL* GCGmasterGetRootLPSol(
   SCIP*                 scip                /**< SCIP data structure */
   );
#endif
 
/** includes a solver into the pricer data */
extern
SCIP_RETCODE GCGpricerIncludeSolver(
   SCIP*                 scip,               /**< SCIP data structure */
   const char*           name,               /**< name of solver */
   const char*           desc,               /**< description of solver */
   int                   priority,           /**< priority of solver */
   SCIP_Bool             heurenabled,        /**< flag to indicate whether heuristic solving method of the solver is enabled */
   SCIP_Bool             exactenabled,        /**< flag to indicate whether exact solving method of the solver is enabled */
   GCG_DECL_SOLVERUPDATE((*solverupdate)),   /**< update method for solver */
   GCG_DECL_SOLVERSOLVE  ((*solversolve)),   /**< solving method for solver */
   GCG_DECL_SOLVERSOLVEHEUR((*solveheur)),   /**< heuristic solving method for solver */
   GCG_DECL_SOLVERFREE   ((*solverfree)),    /**< free method of solver */
   GCG_DECL_SOLVERINIT   ((*solverinit)),    /**< init method of solver */
   GCG_DECL_SOLVEREXIT   ((*solverexit)),    /**< exit method of solver */
   GCG_DECL_SOLVERINITSOL((*solverinitsol)), /**< initsol method of solver */
   GCG_DECL_SOLVEREXITSOL((*solverexitsol)), /**< exitsol method of solver */
   GCG_SOLVERDATA*       solverdata          /**< pricing solver data */
   );
 
 
/** returns the available pricing solvers */
extern
GCG_SOLVER** GCGpricerGetSolvers(
   SCIP*                 scip                /**< SCIP data structure */
   );
 
/** returns the number of available pricing solvers */
extern
int GCGpricerGetNSolvers(
   SCIP*                 scip                /**< SCIP data structure */
   );
 
/** writes out a list of all pricing problem solvers */
extern
void GCGpricerPrintListOfSolvers(
   SCIP*                 scip                /**< SCIP data structure */
   );
 
/** prints pricing solver statistics */
extern
void GCGpricerPrintPricingStatistics(
   SCIP*                 scip,               /**< SCIP data structure */
   FILE*                 file                /**< output file */
   );
 
extern
void GCGpricerPrintStatistics(
   SCIP*                 scip,               /**< SCIP data structure */
   FILE*                 file                /**< output file */
   );
 
/** method to get existence of rays */
extern
SCIP_RETCODE GCGpricerExistRays(
   SCIP*                 scip,               /**< master SCIP data structure */
   SCIP_Bool*            exist               /**< pointer to store if there exists any ray */
   );
 
/** get the number of extreme points that a pricing problem has generated so far */
extern
int GCGpricerGetNPointsProb(
   SCIP*                 scip,               /**< master SCIP data structure */
   int                   probnr              /**< index of pricing problem */
   );
 
/** get the number of extreme rays that a pricing problem has generated so far */
extern
int GCGpricerGetNRaysProb(
   SCIP*                 scip,               /**< master SCIP data structure */
   int                   probnr              /**< index of pricing problem */
   );
 
/** get the number of columns to be added to the master LP in the current pricing round */
extern
int GCGpricerGetMaxColsRound(
   SCIP*                 scip                /**< master SCIP data structure */
   );
 
/** get the number of columns per pricing problem to be added to the master LP in the current pricing round */
extern
int GCGpricerGetMaxColsProb(
   SCIP*                 scip                /**< master SCIP data structure */
   );
 
/** add a new column to the pricing storage */
extern
SCIP_RETCODE GCGpricerAddCol(
   SCIP*                 scip,               /**< SCIP data structure */
   GCG_COL*              col                 /**< priced col */
   );
 
/** transfers a primal solution of the original problem into the master variable space,
 *  i.e. creates one master variable for each block and adds the solution to the master problem  */
extern
SCIP_RETCODE GCGmasterTransOrigSolToMasterVars(
   SCIP*                 scip,               /**< SCIP data structure */
   SCIP_SOL*             origsol,            /**< the solution that should be transferred */
   SCIP_Bool*            stored              /**< pointer to store if transferred solution is feasible (or NULL) */
   );
 
/** create initial master variables */
extern
SCIP_RETCODE GCGmasterCreateInitialMastervars(
   SCIP*                 scip                /**< master SCIP data structure */
   );
 
/** get root node degeneracy */
extern
SCIP_Real GCGmasterGetDegeneracy(
   SCIP*                 scip                /**< SCIP data structure */
   );
 
/** return if artifical variables are used in current solution */
extern
SCIP_Bool GCGmasterIsCurrentSolValid(
   SCIP*                 scip                /**< SCIP data structure */
   );
 
extern
SCIP_Bool GCGmasterIsBestsolValid(
   SCIP*                 scip                /**< SCIP data structure */
   );
 
extern
SCIP_Bool GCGmasterIsSolValid(
   SCIP*                 scip,               /**< SCIP data structure */
   SCIP_SOL*             mastersol           /**< solution of the master problem, or NULL for current LP solution */
   );
 
 
/** get number of iterations in pricing problems */
extern
SCIP_Longint GCGmasterGetPricingSimplexIters(
   SCIP*                 scip                /**< SCIP data structure */
   );
 
/** print simplex iteration statistics */
extern
SCIP_RETCODE GCGmasterPrintSimplexIters(
   SCIP*                 scip,               /**< SCIP data structure */
   FILE*                 file                /**< output file */
   );
 
/** set pricing objectives */
extern
SCIP_RETCODE GCGsetPricingObjs(
   SCIP*                 scip,               /**< SCIP data structure */
   SCIP_Real*            dualsolconv         /**< array of dual solutions corresponding to convexity constraints */
   );
 
/** creates a new master variable corresponding to the given gcg column */
extern
SCIP_RETCODE GCGcreateNewMasterVarFromGcgCol(
   SCIP*                 scip,               /**< SCIP data structure */
   SCIP_Bool             infarkas,           /**< in Farkas pricing? */
   GCG_COL*              gcgcol,             /**< GCG column data structure */
   SCIP_Bool             force,              /**< should the given variable be added also if it has non-negative reduced cost? */
   SCIP_Bool*            added,              /**< pointer to store whether the variable was successfully added */
   SCIP_VAR**            addedvar,           /**< pointer to store the created variable */
   SCIP_Real             score               /**< score of column (or -1.0 if not specified) */
 
   );
 
/** computes the reduced cost of a column */
extern
SCIP_Real GCGcomputeRedCostGcgCol(
   SCIP*                 scip,               /**< SCIP data structure */
   SCIP_Bool             infarkas,           /**< in Farkas pricing? */
   GCG_COL*              gcgcol,             /**< gcg column to compute reduced cost for */
   SCIP_Real*            objvalptr           /**< pointer to store the computed objective value */
   );
 
 
/** compute master and cut coefficients of column */
extern
SCIP_RETCODE GCGcomputeColMastercoefs(
   SCIP*                 scip,               /**< SCIP data structure */
   GCG_COL*              gcgcol              /**< GCG column data structure */
   );
 
/**@} */
#ifdef __cplusplus
}
 
#endif
 
#endif