Detailed Description

LP interface for MOSEK.

Author: Bo Jensen; Tristan Gally; Marc Pfetsch

Definition in file lpi_msk.c.

#include <assert.h>
#include "mosek.h"
#include "lpi/lpi.h"
#include "scip/bitencode.h"
#include "scip/pub_message.h"
#include <string.h>
#include "tinycthread/tinycthread.h"

Go to the source code of this file.

Data Structures
struct	SCIP_LPi
struct	SCIP_LPiState

Macros
#define	MSKCONST const
#define	scipmskobjsen MSKobjsensee
#define	SENSE2MOSEK(objsen)
#define	MOSEK_CALL(x)
#define	SCIP_ABORT_FALSE(x)
#define	IS_POSINF(x)
#define	IS_NEGINF(x)
#define	MOSEK_relDiff(val1, val2)
#define	SCIP_REUSEENV
#define	DEBUG_PRINT_STAT 0
#define	DEBUG_PARAM_SETTING 0
#define	DEBUG_CHECK_DATA 0
#define	DEBUG_EASY_REPRODUCE 0
#define	DEBUG_DO_INTPNT_FEAS_CHECK 0
#define	DEBUG_CHECK_STATE_TOL 1e-5
#define	SHOW_ERRORS 0
#define	SHOW_RELATIVE_OPTIMAL_GAP 0
#define	ASSERT_ON_NUMERICAL_TROUBLES 0
#define	ASSERT_ON_WARNING 0
#define	FORCE_MOSEK_LOG 0
#define	FORCE_MOSEK_SUMMARY 0
#define	FORCE_NO_MAXITER 0
#define	SETBACK_LIMIT 250
#define	STRONGBRANCH_PRICING MSK_SIM_SELECTION_SE
#define	SUPRESS_NAME_ERROR 1
#define	WRITE_DUAL 0
#define	WRITE_PRIMAL 0
#define	WRITE_INTPNT 0
#define	DEGEN_LEVEL MSK_SIM_DEGEN_FREE
#define	ALWAYS_SOLVE_PRIMAL_FORM 1
#define	COLS_PER_PACKET SCIP_DUALPACKETSIZE
#define	ROWS_PER_PACKET SCIP_DUALPACKETSIZE
#define	STR_HELPER(x)
#define	STR(x)
#define	mskname "MOSEK " STR(MSK_VERSION_MAJOR) "." STR(MSK_VERSION_MINOR) "." STR(MSK_VERSION_BUILD) "." STR(MSK_VERSION_REVISION)

Functions
static MSKrescodee	MSK_getsolutionstatus (MSKtask_t task, MSKsoltypee whichsol, MSKprostae prosta, MSKsolstae solsta)
static int	colpacketNum (int ncols)
static int	rowpacketNum (int nrows)
static void MSKAPI	printstr (MSKuserhandle_t handle, const char *str)
static SCIP_RETCODE	ensureBkxMem (SCIP_LPI *lpi, int ncols)
static SCIP_RETCODE	ensureBkcMem (SCIP_LPI *lpi, int nrows)
static SCIP_RETCODE	ensureAptreMem (SCIP_LPI *lpi, int n)
static void	invalidateSolution (SCIP_LPI *lpi)
static void	generateMskBoundkeys (int n, const double lb, const double ub, MSKboundkeye *bk)
static SCIP_RETCODE	getEndptrs (int n, const int beg, int nnonz, MSKint32t aptre)
static SCIP_RETCODE	getIndicesRange (int first, int last, int **sub)
static SCIP_RETCODE	getIndicesFromDense (int dstat, int n, int count, int **sub)
static void	scale_vec (int len, double *vec, double s)
static void	scale_bound (MSKboundkeye bk, double bl, double *bu, double s)
static SCIP_RETCODE	ensureStateMem (SCIP_LPI *lpi, int ncols, int nrows)
static SCIP_RETCODE	getbase (SCIP_LPI *lpi, int ncols, int nrows)
static SCIP_RETCODE	setbase (SCIP_LPI *lpi)
static const char *	paramty2str (SCIP_LPPARAM type)
SCIP_RETCODE	SCIPlpiGetIntpar (SCIP_LPI lpi, SCIP_LPPARAM type, int ival)
SCIP_RETCODE	SCIPlpiSetIntpar (SCIP_LPI *lpi, SCIP_LPPARAM type, int ival)
SCIP_RETCODE	SCIPlpiGetRealpar (SCIP_LPI lpi, SCIP_LPPARAM type, SCIP_Real dval)
SCIP_RETCODE	SCIPlpiSetRealpar (SCIP_LPI *lpi, SCIP_LPPARAM type, SCIP_Real dval)
SCIP_RETCODE	SCIPlpiInterrupt (SCIP_LPI *lpi, SCIP_Bool interrupt)
SCIP_Real	SCIPlpiInfinity (SCIP_LPI *lpi)
SCIP_Bool	SCIPlpiIsInfinity (SCIP_LPI *lpi, SCIP_Real val)
SCIP_RETCODE	SCIPlpiReadLP (SCIP_LPI lpi, const char fname)
SCIP_RETCODE	SCIPlpiWriteLP (SCIP_LPI lpi, const char fname)
Miscellaneous Methods
const char *	SCIPlpiGetSolverName (void)
const char *	SCIPlpiGetSolverDesc (void)
void *	SCIPlpiGetSolverPointer (SCIP_LPI *lpi)
SCIP_RETCODE	SCIPlpiSetIntegralityInformation (SCIP_LPI lpi, int ncols, int intInfo)
SCIP_Bool	SCIPlpiHasPrimalSolve (void)
SCIP_Bool	SCIPlpiHasDualSolve (void)
SCIP_Bool	SCIPlpiHasBarrierSolve (void)
LPI Creation and Destruction Methods
SCIP_RETCODE	SCIPlpiCreate (SCIP_LPI *lpi, SCIP_MESSAGEHDLR messagehdlr, const char *name, SCIP_OBJSEN objsen)
SCIP_RETCODE	SCIPlpiFree (SCIP_LPI **lpi)
SCIP_RETCODE	SCIPlpiLoadColLP (SCIP_LPI lpi, SCIP_OBJSEN objsen, int ncols, const SCIP_Real obj, const SCIP_Real lb, const SCIP_Real ub, char *colnames, int nrows, const SCIP_Real lhs, const SCIP_Real rhs, char rownames, int nnonz, const int beg, const int ind, const SCIP_Real val)
SCIP_RETCODE	SCIPlpiAddCols (SCIP_LPI lpi, int ncols, const SCIP_Real obj, const SCIP_Real lb, const SCIP_Real ub, char *colnames, int nnonz, const int beg, const int ind, const SCIP_Real val)
SCIP_RETCODE	SCIPlpiDelCols (SCIP_LPI *lpi, int firstcol, int lastcol)
SCIP_RETCODE	SCIPlpiDelColset (SCIP_LPI lpi, int dstat)
SCIP_RETCODE	SCIPlpiAddRows (SCIP_LPI lpi, int nrows, const SCIP_Real lhs, const SCIP_Real rhs, char rownames, int nnonz, const int beg, const int ind, const SCIP_Real val)
SCIP_RETCODE	SCIPlpiDelRows (SCIP_LPI *lpi, int firstrow, int lastrow)
SCIP_RETCODE	SCIPlpiDelRowset (SCIP_LPI lpi, int dstat)
SCIP_RETCODE	SCIPlpiClear (SCIP_LPI *lpi)
SCIP_RETCODE	SCIPlpiChgBounds (SCIP_LPI lpi, int ncols, const int ind, const SCIP_Real lb, const SCIP_Real ub)
SCIP_RETCODE	SCIPlpiChgSides (SCIP_LPI lpi, int nrows, const int ind, const SCIP_Real lhs, const SCIP_Real rhs)
SCIP_RETCODE	SCIPlpiChgCoef (SCIP_LPI *lpi, int row, int col, SCIP_Real newval)
SCIP_RETCODE	SCIPlpiChgObjsen (SCIP_LPI *lpi, SCIP_OBJSEN objsen)
SCIP_RETCODE	SCIPlpiChgObj (SCIP_LPI lpi, int ncols, const int ind, const SCIP_Real *obj)
SCIP_RETCODE	SCIPlpiScaleRow (SCIP_LPI *lpi, int row, SCIP_Real scaleval)
SCIP_RETCODE	SCIPlpiScaleCol (SCIP_LPI *lpi, int col, SCIP_Real scaleval)
SCIP_RETCODE	SCIPlpiGetNRows (SCIP_LPI lpi, int nrows)
SCIP_RETCODE	SCIPlpiGetNCols (SCIP_LPI lpi, int ncols)
SCIP_RETCODE	SCIPlpiGetNNonz (SCIP_LPI lpi, int nnonz)
static SCIP_RETCODE	getASlice (SCIP_LPI lpi, SCIP_Bool iscon, int first, int last, int nnonz, int beg, int ind, double *val)
SCIP_RETCODE	SCIPlpiGetCols (SCIP_LPI lpi, int firstcol, int lastcol, SCIP_Real lb, SCIP_Real ub, int nnonz, int beg, int ind, SCIP_Real *val)
SCIP_RETCODE	SCIPlpiGetRows (SCIP_LPI lpi, int firstrow, int lastrow, SCIP_Real lhs, SCIP_Real rhs, int nnonz, int beg, int ind, SCIP_Real *val)
SCIP_RETCODE	SCIPlpiGetColNames (SCIP_LPI lpi, int firstcol, int lastcol, char colnames, char namestorage, int namestoragesize, int *storageleft)
SCIP_RETCODE	SCIPlpiGetRowNames (SCIP_LPI lpi, int firstrow, int lastrow, char rownames, char namestorage, int namestoragesize, int *storageleft)
SCIP_RETCODE	SCIPlpiGetObjsen (SCIP_LPI lpi, SCIP_OBJSEN objsen)
SCIP_RETCODE	SCIPlpiGetObj (SCIP_LPI lpi, int firstcol, int lastcol, SCIP_Real vals)
SCIP_RETCODE	SCIPlpiGetBounds (SCIP_LPI lpi, int firstcol, int lastcol, SCIP_Real lbs, SCIP_Real *ubs)
SCIP_RETCODE	SCIPlpiGetSides (SCIP_LPI lpi, int firstrow, int lastrow, SCIP_Real lhss, SCIP_Real *rhss)
SCIP_RETCODE	SCIPlpiGetCoef (SCIP_LPI lpi, int row, int col, SCIP_Real val)
static SCIP_RETCODE	getSolutionStatus (SCIP_LPI lpi, MSKprostae prosta, MSKsolstae *solsta)
static MSKrescodee	filterTRMrescode (SCIP_MESSAGEHDLR messagehdlr, MSKrescodee termcode, MSKrescodee res)
static SCIP_RETCODE	SolveWSimplex (SCIP_LPI *lpi)
SCIP_RETCODE	SCIPlpiSolvePrimal (SCIP_LPI *lpi)
SCIP_RETCODE	SCIPlpiSolveDual (SCIP_LPI *lpi)
SCIP_RETCODE	SCIPlpiSolveBarrier (SCIP_LPI *lpi, SCIP_Bool crossover)
SCIP_RETCODE	SCIPlpiStartStrongbranch (SCIP_LPI *lpi)
SCIP_RETCODE	SCIPlpiEndStrongbranch (SCIP_LPI *lpi)
static SCIP_RETCODE	SCIPlpiStrongbranch (SCIP_LPI lpi, int col, SCIP_Real psol, int itlim, SCIP_Real down, SCIP_Real up, SCIP_Bool downvalid, SCIP_Bool upvalid, int iter)
SCIP_RETCODE	SCIPlpiStrongbranchFrac (SCIP_LPI lpi, int col, SCIP_Real psol, int itlim, SCIP_Real down, SCIP_Real up, SCIP_Bool downvalid, SCIP_Bool upvalid, int iter)
SCIP_RETCODE	SCIPlpiStrongbranchesFrac (SCIP_LPI lpi, int cols, int ncols, SCIP_Real psols, int itlim, SCIP_Real down, SCIP_Real up, SCIP_Bool downvalid, SCIP_Bool upvalid, int iter)
SCIP_RETCODE	SCIPlpiStrongbranchInt (SCIP_LPI lpi, int col, SCIP_Real psol, int itlim, SCIP_Real down, SCIP_Real up, SCIP_Bool downvalid, SCIP_Bool upvalid, int iter)
SCIP_RETCODE	SCIPlpiStrongbranchesInt (SCIP_LPI lpi, int cols, int ncols, SCIP_Real psols, int itlim, SCIP_Real down, SCIP_Real up, SCIP_Bool downvalid, SCIP_Bool upvalid, int iter)
SCIP_Bool	SCIPlpiWasSolved (SCIP_LPI *lpi)
SCIP_RETCODE	SCIPlpiGetSolFeasibility (SCIP_LPI lpi, SCIP_Bool primalfeasible, SCIP_Bool *dualfeasible)
SCIP_Bool	SCIPlpiExistsPrimalRay (SCIP_LPI *lpi)
SCIP_Bool	SCIPlpiHasPrimalRay (SCIP_LPI *lpi)
SCIP_Bool	SCIPlpiIsPrimalUnbounded (SCIP_LPI *lpi)
SCIP_Bool	SCIPlpiIsPrimalInfeasible (SCIP_LPI *lpi)
SCIP_Bool	SCIPlpiIsPrimalFeasible (SCIP_LPI *lpi)
SCIP_Bool	SCIPlpiExistsDualRay (SCIP_LPI *lpi)
SCIP_Bool	SCIPlpiHasDualRay (SCIP_LPI *lpi)
SCIP_Bool	SCIPlpiIsDualUnbounded (SCIP_LPI *lpi)
SCIP_Bool	SCIPlpiIsDualInfeasible (SCIP_LPI *lpi)
SCIP_Bool	SCIPlpiIsDualFeasible (SCIP_LPI *lpi)
SCIP_Bool	SCIPlpiIsOptimal (SCIP_LPI *lpi)
SCIP_Bool	SCIPlpiIsStable (SCIP_LPI *lpi)
SCIP_Bool	SCIPlpiIsObjlimExc (SCIP_LPI *lpi)
SCIP_Bool	SCIPlpiIsIterlimExc (SCIP_LPI *lpi)
SCIP_Bool	SCIPlpiIsTimelimExc (SCIP_LPI *lpi)
int	SCIPlpiGetInternalStatus (SCIP_LPI *lpi)
SCIP_RETCODE	SCIPlpiIgnoreInstability (SCIP_LPI lpi, SCIP_Bool success)
SCIP_RETCODE	SCIPlpiGetObjval (SCIP_LPI lpi, SCIP_Real objval)
SCIP_RETCODE	SCIPlpiGetSol (SCIP_LPI lpi, SCIP_Real objval, SCIP_Real primsol, SCIP_Real dualsol, SCIP_Real activity, SCIP_Real redcost)
SCIP_RETCODE	SCIPlpiGetPrimalRay (SCIP_LPI lpi, SCIP_Real ray)
SCIP_RETCODE	SCIPlpiGetDualfarkas (SCIP_LPI lpi, SCIP_Real dualfarkas)
SCIP_RETCODE	SCIPlpiGetIterations (SCIP_LPI lpi, int iterations)
SCIP_RETCODE	SCIPlpiGetRealSolQuality (SCIP_LPI lpi, SCIP_LPSOLQUALITY qualityindicator, SCIP_Real quality)
static SCIP_RETCODE	handle_singular (SCIP_LPI lpi, int basis, MSKrescodee res)
static SCIP_RETCODE	convertstat_mosek2scip (SCIP_LPI lpi, SCIP_Bool iscon, MSKstakeye sk, int n, int *stat)
static SCIP_RETCODE	convertstat_mosek2scip_slack (SCIP_LPI lpi, SCIP_Bool iscon, MSKstakeye sk, int m, int *stat)
static void	convertstat_scip2mosek (const int stat, int n, MSKstakeye resstat)
static void	convertstat_scip2mosek_slack (const int stat, int n, MSKstakeye resstat)
SCIP_RETCODE	SCIPlpiGetBase (SCIP_LPI lpi, int cstat, int *rstat)
SCIP_RETCODE	SCIPlpiSetBase (SCIP_LPI lpi, const int cstat, const int *rstat)
SCIP_RETCODE	SCIPlpiGetBasisInd (SCIP_LPI lpi, int bind)
SCIP_RETCODE	SCIPlpiGetBInvRow (SCIP_LPI lpi, int r, SCIP_Real coef, int inds, int ninds)
SCIP_RETCODE	SCIPlpiGetBInvCol (SCIP_LPI lpi, int c, SCIP_Real coef, int inds, int ninds)
SCIP_RETCODE	SCIPlpiGetBInvARow (SCIP_LPI lpi, int r, const SCIP_Real binvrow, SCIP_Real coef, int inds, int *ninds)
SCIP_RETCODE	SCIPlpiGetBInvACol (SCIP_LPI lpi, int c, SCIP_Real coef, int inds, int ninds)
static SCIP_RETCODE	lpistateCreate (SCIP_LPISTATE *lpistate, BMS_BLKMEM blkmem, int ncols, int nrows)
static void	lpistateFree (SCIP_LPISTATE *lpistate, BMS_BLKMEM blkmem)
static SCIP_RETCODE	checkState1 (SCIP_LPI lpi, int n, MSKstakeye sk, SCIP_Bool isrow)
static SCIP_RETCODE	checkState (SCIP_LPI *lpi, int ncols, int nrows)
static SCIP_RETCODE	lpistatePack (SCIP_LPI lpi, SCIP_LPISTATE lpistate)
static void	lpistateUnpack (const SCIP_LPISTATE lpistate, MSKstakeye skx, MSKstakeye *skc)
SCIP_RETCODE	SCIPlpiGetState (SCIP_LPI lpi, BMS_BLKMEM blkmem, SCIP_LPISTATE **lpistate)
SCIP_RETCODE	SCIPlpiSetState (SCIP_LPI lpi, BMS_BLKMEM blkmem, const SCIP_LPISTATE *lpistate)
SCIP_RETCODE	SCIPlpiClearState (SCIP_LPI *lpi)
SCIP_RETCODE	SCIPlpiFreeState (SCIP_LPI lpi, BMS_BLKMEM blkmem, SCIP_LPISTATE **lpistate)
SCIP_Bool	SCIPlpiHasStateBasis (SCIP_LPI lpi, SCIP_LPISTATE lpistate)
SCIP_RETCODE	SCIPlpiReadState (SCIP_LPI lpi, const char fname)
SCIP_RETCODE	SCIPlpiWriteState (SCIP_LPI lpi, const char fname)
LP Pricing Norms Methods
SCIP_RETCODE	SCIPlpiGetNorms (SCIP_LPI lpi, BMS_BLKMEM blkmem, SCIP_LPINORMS **lpinorms)
SCIP_RETCODE	SCIPlpiSetNorms (SCIP_LPI lpi, BMS_BLKMEM blkmem, const SCIP_LPINORMS *lpinorms)
SCIP_RETCODE	SCIPlpiFreeNorms (SCIP_LPI lpi, BMS_BLKMEM blkmem, SCIP_LPINORMS **lpinorms)

Variables
static MSKenv_t	reusemosekenv = NULL
static int	numlp = 0
static const char *	paramname []

Macro Definition Documentation

◆ MSKCONST

#define MSKCONST const

Definition at line 46 of file lpi_msk.c.

◆ scipmskobjsen

#define scipmskobjsen MSKobjsensee

Definition at line 64 of file lpi_msk.c.

◆ SENSE2MOSEK

#define SENSE2MOSEK ( objsen )

Value:

(((objsen)==SCIP_OBJSEN_MINIMIZE)?(MSK_OBJECTIVE_SENSE_MINIMIZE):(MSK_OBJECTIVE_SENSE_MAXIMIZE))

SCIP_OBJSEN_MINIMIZE

@ SCIP_OBJSEN_MINIMIZE

Definition type_lpi.h:43

Definition at line 65 of file lpi_msk.c.

Referenced by SCIPlpiChgObjsen(), SCIPlpiCreate(), and SCIPlpiLoadColLP().

◆ MOSEK_CALL

#define MOSEK_CALL ( x )

Value:

do                                               \
{                                                                      \
   MSKrescodee _restat_;                         \
   _restat_ = (x);                                                                     \
   if( (_restat_) != MSK_RES_OK && (_restat_ ) != MSK_RES_TRM_MAX_NUM_SETBACKS )       \
   {                                                                                   \
      SCIPerrorMessage("LP Error: MOSEK returned %d.\n", (int)_restat_);               \
      return SCIP_LPERROR;                                                             \
   }                                                                                   \
}                                                                                      \
while( FALSE )

Definition at line 69 of file lpi_msk.c.

Referenced by checkState1(), convertstat_mosek2scip(), convertstat_mosek2scip_slack(), getASlice(), getbase(), getSolutionStatus(), handle_singular(), SCIPlpiAddCols(), SCIPlpiAddRows(), SCIPlpiChgBounds(), SCIPlpiChgCoef(), SCIPlpiChgObj(), SCIPlpiChgObjsen(), SCIPlpiChgSides(), SCIPlpiClear(), SCIPlpiCreate(), SCIPlpiDelCols(), SCIPlpiDelColset(), SCIPlpiDelRows(), SCIPlpiDelRowset(), SCIPlpiFree(), SCIPlpiGetBase(), SCIPlpiGetBasisInd(), SCIPlpiGetBInvACol(), SCIPlpiGetBInvARow(), SCIPlpiGetBInvCol(), SCIPlpiGetBInvRow(), SCIPlpiGetBounds(), SCIPlpiGetCoef(), SCIPlpiGetDualfarkas(), SCIPlpiGetIntpar(), SCIPlpiGetNCols(), SCIPlpiGetNNonz(), SCIPlpiGetNRows(), SCIPlpiGetObj(), SCIPlpiGetObjsen(), SCIPlpiGetObjval(), SCIPlpiGetPrimalRay(), SCIPlpiGetRealpar(), SCIPlpiGetSides(), SCIPlpiGetSol(), SCIPlpiGetSolFeasibility(), SCIPlpiGetState(), SCIPlpiLoadColLP(), SCIPlpiReadLP(), SCIPlpiReadState(), SCIPlpiScaleCol(), SCIPlpiScaleRow(), SCIPlpiSetIntpar(), SCIPlpiSetRealpar(), SCIPlpiSetState(), SCIPlpiSolveBarrier(), SCIPlpiSolveDual(), SCIPlpiSolvePrimal(), SCIPlpiStrongbranch(), SCIPlpiWriteLP(), SCIPlpiWriteState(), setbase(), and SolveWSimplex().

◆ SCIP_ABORT_FALSE

#define SCIP_ABORT_FALSE ( x )

Value:

do                                          \
{                                                                    \
   SCIP_RETCODE _restat_;                                            \
   if( (_restat_ = (x)) != SCIP_OKAY )                               \
   {                                                                 \
      SCIPerrorMessage("LP Error: MOSEK returned %d.\n", (int)_restat_); \
      SCIPABORT();                                                   \
      return FALSE;                                                  \
   }                                                                 \
}                                                                    \
while( FALSE )

Definition at line 82 of file lpi_msk.c.

Referenced by SCIPlpiExistsDualRay(), SCIPlpiExistsPrimalRay(), SCIPlpiHasDualRay(), SCIPlpiHasPrimalRay(), SCIPlpiIsDualFeasible(), SCIPlpiIsOptimal(), SCIPlpiIsPrimalFeasible(), and SCIPlpiIsPrimalUnbounded().

◆ IS_POSINF

#define IS_POSINF ( x )

Value:

((x) >= MSK_INFINITY)

Definition at line 94 of file lpi_msk.c.

Referenced by generateMskBoundkeys(), SCIPlpiIsInfinity(), and SCIPlpiStrongbranch().

◆ IS_NEGINF

#define IS_NEGINF ( x )

Value:

((x) <= -MSK_INFINITY)

Definition at line 95 of file lpi_msk.c.

Referenced by generateMskBoundkeys(), and SCIPlpiStrongbranch().

◆ MOSEK_relDiff

#define MOSEK_relDiff	(		val1,
			val2 )

Value:

( ((val1)-(val2))/(MAX3(1.0,REALABS(val1),REALABS(val2))) )

MAX3

#define MAX3(x, y, z)

Definition def.h:237

REALABS

#define REALABS(x)

Definition def.h:191

Definition at line 96 of file lpi_msk.c.

Referenced by SCIPlpiIsStable().

◆ SCIP_REUSEENV

#define SCIP_REUSEENV

Definition at line 109 of file lpi_msk.c.

◆ DEBUG_PRINT_STAT

#define DEBUG_PRINT_STAT 0

Definition at line 115 of file lpi_msk.c.

◆ DEBUG_PARAM_SETTING

#define DEBUG_PARAM_SETTING 0

Definition at line 116 of file lpi_msk.c.

◆ DEBUG_CHECK_DATA

#define DEBUG_CHECK_DATA 0

Definition at line 117 of file lpi_msk.c.

◆ DEBUG_EASY_REPRODUCE

#define DEBUG_EASY_REPRODUCE 0

Definition at line 118 of file lpi_msk.c.

◆ DEBUG_DO_INTPNT_FEAS_CHECK

#define DEBUG_DO_INTPNT_FEAS_CHECK 0

Definition at line 119 of file lpi_msk.c.

◆ DEBUG_CHECK_STATE_TOL

#define DEBUG_CHECK_STATE_TOL 1e-5

Definition at line 120 of file lpi_msk.c.

Referenced by checkState1().

◆ SHOW_ERRORS

#define SHOW_ERRORS 0

Definition at line 121 of file lpi_msk.c.

◆ SHOW_RELATIVE_OPTIMAL_GAP

#define SHOW_RELATIVE_OPTIMAL_GAP 0

Definition at line 122 of file lpi_msk.c.

◆ ASSERT_ON_NUMERICAL_TROUBLES

#define ASSERT_ON_NUMERICAL_TROUBLES 0

Definition at line 123 of file lpi_msk.c.

◆ ASSERT_ON_WARNING

#define ASSERT_ON_WARNING 0

Definition at line 124 of file lpi_msk.c.

◆ FORCE_MOSEK_LOG

#define FORCE_MOSEK_LOG 0

Definition at line 125 of file lpi_msk.c.

◆ FORCE_MOSEK_SUMMARY

#define FORCE_MOSEK_SUMMARY 0

Definition at line 126 of file lpi_msk.c.

◆ FORCE_NO_MAXITER

#define FORCE_NO_MAXITER 0

Definition at line 127 of file lpi_msk.c.

◆ SETBACK_LIMIT

#define SETBACK_LIMIT 250

Definition at line 128 of file lpi_msk.c.

Referenced by SCIPlpiCreate().

◆ STRONGBRANCH_PRICING

#define STRONGBRANCH_PRICING MSK_SIM_SELECTION_SE

Definition at line 129 of file lpi_msk.c.

Referenced by SCIPlpiStrongbranch().

◆ SUPRESS_NAME_ERROR

#define SUPRESS_NAME_ERROR 1

Definition at line 130 of file lpi_msk.c.

◆ WRITE_DUAL

#define WRITE_DUAL 0

Definition at line 131 of file lpi_msk.c.

◆ WRITE_PRIMAL

#define WRITE_PRIMAL 0

Definition at line 132 of file lpi_msk.c.

◆ WRITE_INTPNT

#define WRITE_INTPNT 0

Definition at line 133 of file lpi_msk.c.

◆ DEGEN_LEVEL

#define DEGEN_LEVEL MSK_SIM_DEGEN_FREE

Definition at line 137 of file lpi_msk.c.

Referenced by SCIPlpiCreate().

◆ ALWAYS_SOLVE_PRIMAL_FORM

#define ALWAYS_SOLVE_PRIMAL_FORM 1

Definition at line 138 of file lpi_msk.c.

◆ COLS_PER_PACKET

#define COLS_PER_PACKET SCIP_DUALPACKETSIZE

Definition at line 198 of file lpi_msk.c.

◆ ROWS_PER_PACKET

#define ROWS_PER_PACKET SCIP_DUALPACKETSIZE

Definition at line 200 of file lpi_msk.c.

◆ STR_HELPER

#define STR_HELPER ( x )

Value:

#x

Definition at line 753 of file lpi_msk.c.

◆ STR

#define STR ( x )

Value:

STR_HELPER(x)

STR_HELPER

#define STR_HELPER(x)

Definition nlpi_conopt.c:1615

Definition at line 754 of file lpi_msk.c.

◆ mskname

#define mskname "MOSEK " STR(MSK_VERSION_MAJOR) "." STR(MSK_VERSION_MINOR) "." STR(MSK_VERSION_BUILD) "." STR(MSK_VERSION_REVISION)

Definition at line 757 of file lpi_msk.c.

Referenced by SCIPlpiGetSolverName().

Typedef Documentation

◆ MSKoptimizertype

typedef enum MSKoptimizertype_enum MSKoptimizertype

Definition at line 67 of file lpi_msk.c.

Function Documentation

◆ MSK_getsolutionstatus()

MSKrescodee MSK_getsolutionstatus	(	MSKtask_t	task,
		MSKsoltypee	whichsol,
		MSKprostae *	prosta,
		MSKsolstae *	solsta )

static

gives problem and solution status for a Mosek Task

With Mosek 7.0, the routine MSK_getsolutionstatus was replaced by MSK_getprosta and MSK_getsolsta.

Parameters

task	Mosek Task
whichsol	for which type of solution a status is requested
prosta	buffer to store problem status, or NULL if not needed
solsta	buffer to store solution status, or NULL if not needed

Definition at line 223 of file lpi_msk.c.

References MSK_getsolutionstatus(), and NULL.

Referenced by getSolutionStatus(), MSK_getsolutionstatus(), SCIPlpiGetSol(), SCIPlpiGetSolFeasibility(), SCIPlpiGetState(), SCIPlpiSolveBarrier(), SCIPlpiSolveDual(), SCIPlpiSolvePrimal(), and SolveWSimplex().

◆ colpacketNum()

int colpacketNum ( int ncols )

static

returns the number of packets needed to store column packet information

Parameters

ncols number of columns to store

Definition at line 250 of file lpi_msk.c.

References colpacketNum(), and COLS_PER_PACKET.

◆ rowpacketNum()

int rowpacketNum ( int nrows )

static

returns the number of packets needed to store row packet information

Parameters

nrows number of rows to store

Definition at line 259 of file lpi_msk.c.

References rowpacketNum(), and ROWS_PER_PACKET.

◆ printstr()

void MSKAPI printstr	(	MSKuserhandle_t	handle,
		const char *	str )

static

print string using message handler of SCIP

Parameters

handle	error handle
str	string that contains string on output

Definition at line 268 of file lpi_msk.c.

References NULL, printstr(), and SCIPmessagePrintInfo().

Referenced by printstr(), and SCIPlpiCreate().

◆ ensureBkxMem()

SCIP_RETCODE ensureBkxMem	(	SCIP_LPI *	lpi,
		int	ncols )

static

resizes bound keys array bkx to have at least ncols entries

Parameters

lpi	pointer to an LP interface structure
ncols	number of columns

Definition at line 408 of file lpi_msk.c.

References SCIP_LPi::bkx, SCIP_LPi::bkxsize, BMSreallocMemoryArray, ensureBkxMem(), MAX, SCIP_ALLOC, and SCIP_OKAY.

Referenced by ensureBkxMem(), SCIPlpiAddCols(), SCIPlpiChgBounds(), and SCIPlpiLoadColLP().

◆ ensureBkcMem()

SCIP_RETCODE ensureBkcMem	(	SCIP_LPI *	lpi,
		int	nrows )

static

resizes bound keys array bkc to have at least nrows entries

Parameters

lpi	pointer to an LP interface structure
nrows	number of rows

Definition at line 427 of file lpi_msk.c.

References SCIP_LPi::bkc, SCIP_LPi::bkcsize, BMSreallocMemoryArray, ensureBkcMem(), MAX, SCIP_ALLOC, and SCIP_OKAY.

Referenced by ensureBkcMem(), SCIPlpiAddRows(), SCIPlpiChgSides(), and SCIPlpiLoadColLP().

◆ ensureAptreMem()

SCIP_RETCODE ensureAptreMem	(	SCIP_LPI *	lpi,
		int	n )

static

resizes aptre array to have at least n entries

Parameters

lpi	pointer to an LP interface structure
n	number of entries

Definition at line 446 of file lpi_msk.c.

References SCIP_LPi::aptre, SCIP_LPi::aptresize, BMSreallocMemoryArray, ensureAptreMem(), MAX, SCIP_ALLOC, and SCIP_OKAY.

Referenced by ensureAptreMem(), getASlice(), SCIPlpiAddCols(), SCIPlpiAddRows(), and SCIPlpiLoadColLP().

◆ invalidateSolution()

void invalidateSolution ( SCIP_LPI * lpi )

static

marks the current LP to be unsolved

Parameters

lpi	pointer to an LP interface structure

Definition at line 465 of file lpi_msk.c.

References assert(), FALSE, invalidateSolution(), NULL, and SCIP_LPi::solved.

◆ generateMskBoundkeys()

void generateMskBoundkeys	(	int	n,
		const double *	lb,
		const double *	ub,
		MSKboundkeye *	bk )

static

compute boundkeys to inform MOSEK about fixed/free/ranged/lower bounded/upper bounded variables or constraints

Parameters

n	array size
lb	lower bounds of variables or left-hand sides of ranged rows
ub	upper bounds of variables or right-hand sides of ranged rows
bk	pointer to store boundkeys to inform MOSEK about status of var/row

Definition at line 476 of file lpi_msk.c.

References assert(), generateMskBoundkeys(), i, IS_NEGINF, IS_POSINF, and NULL.

Referenced by generateMskBoundkeys(), SCIPlpiAddCols(), SCIPlpiAddRows(), SCIPlpiChgBounds(), SCIPlpiChgSides(), and SCIPlpiLoadColLP().

◆ getEndptrs()

SCIP_RETCODE getEndptrs	(	int	n,
		const int *	beg,
		int	nnonz,
		MSKint32t *	aptre )

static

get end pointers of arrays

Parameters

n	array size
beg	array of beginning indices
nnonz	number of nonzeros
aptre	array to store the result

Definition at line 527 of file lpi_msk.c.

References assert(), getEndptrs(), i, NULL, and SCIP_OKAY.

Referenced by getEndptrs(), SCIPlpiAddCols(), SCIPlpiAddRows(), and SCIPlpiLoadColLP().

◆ getIndicesRange()

SCIP_RETCODE getIndicesRange	(	int	first,
		int	last,
		int **	sub )

static

compute indices from range

Parameters

first	first index
last	last index
sub	pointer to store the indices ranges

Definition at line 561 of file lpi_msk.c.

References assert(), BMSallocMemoryArray, getIndicesRange(), i, SCIP_ALLOC, and SCIP_OKAY.

Referenced by getIndicesRange(), SCIPlpiDelCols(), and SCIPlpiDelRows().

◆ getIndicesFromDense()

SCIP_RETCODE getIndicesFromDense	(	int *	dstat,
		int	n,
		int *	count,
		int **	sub )

static

compute indices from dense array

Parameters

dstat	array
n	size of array
count	array of counts (sizes)
sub	pointer to store array of indices

Definition at line 583 of file lpi_msk.c.

References assert(), BMSallocMemoryArray, getIndicesFromDense(), i, NULL, SCIP_ALLOC, and SCIP_OKAY.

Referenced by getIndicesFromDense(), SCIPlpiDelColset(), and SCIPlpiDelRowset().

◆ scale_vec()

void scale_vec	(	int	len,
		double *	vec,
		double	s )

static

scale a vector

Parameters

len	length of vector
vec	vector to be scaled
s	scaling factor

Definition at line 626 of file lpi_msk.c.

References i, and scale_vec().

Referenced by scale_vec(), SCIPlpiScaleCol(), and SCIPlpiScaleRow().

◆ scale_bound()

void scale_bound	(	MSKboundkeye *	bk,
		double *	bl,
		double *	bu,
		double	s )

static

scale lower and upper bound

Parameters

bk	pointer to store boundkeys to inform MOSEK about status of var/row
bl	lower bound
bu	upper bound
s	scaling factor

Definition at line 641 of file lpi_msk.c.

References scale_bound(), and SCIPABORT.

Referenced by scale_bound(), SCIPlpiScaleCol(), and SCIPlpiScaleRow().

◆ ensureStateMem()

SCIP_RETCODE ensureStateMem	(	SCIP_LPI *	lpi,
		int	ncols,
		int	nrows )

static

resizes state arrays to have at least ncols/nrows entries

Parameters

lpi	pointer to an LP interface structure
ncols	number of columns
nrows	number of rows

Definition at line 684 of file lpi_msk.c.

References BMSreallocMemoryArray, ensureStateMem(), MAX, SCIP_ALLOC, SCIP_OKAY, SCIP_LPi::skc, SCIP_LPi::skcsize, SCIP_LPi::skx, and SCIP_LPi::skxsize.

Referenced by ensureStateMem(), getbase(), SCIPlpiSetBase(), and SCIPlpiSetState().

◆ getbase()

SCIP_RETCODE getbase	(	SCIP_LPI *	lpi,
		int	ncols,
		int	nrows )

static

get base and store in skc/skx arrays

Parameters

lpi	pointer to an LP interface structure
ncols	number of columns
nrows	number of rows

Definition at line 713 of file lpi_msk.c.

References assert(), ensureStateMem(), getbase(), SCIP_LPi::lastsolvetype, SCIP_LPi::lpid, MOSEK_CALL, NULL, SCIP_CALL, SCIP_OKAY, SCIPdebugMessage, SCIP_LPi::skc, SCIP_LPi::skx, and SCIP_LPi::task.

Referenced by getbase(), SCIPlpiGetBase(), SCIPlpiGetState(), SCIPlpiSetState(), and SCIPlpiStrongbranch().

◆ setbase()

SCIP_RETCODE setbase ( SCIP_LPI * lpi )

static

set base to the values given in skc/skx arrays

Parameters

lpi	pointer to an LP interface structure

Definition at line 732 of file lpi_msk.c.

References FALSE, SCIP_LPi::lastsolvetype, SCIP_LPi::lpid, MOSEK_CALL, NULL, SCIP_OKAY, SCIPdebugMessage, setbase(), SCIP_LPi::skc, SCIP_LPi::skx, SCIP_LPi::solved, and SCIP_LPi::task.

Referenced by SCIPlpiSetBase(), SCIPlpiSetState(), SCIPlpiStrongbranch(), and setbase().

◆ paramty2str()

const char * paramty2str ( SCIP_LPPARAM type )

static

method mapping parameter index to parameter name

Definition at line 5198 of file lpi_msk.c.

References assert(), paramname, paramty2str(), SCIP_LPPAR_BARRIERCONVTOL, SCIP_LPPAR_CONDITIONLIMIT, SCIP_LPPAR_DUALFEASTOL, SCIP_LPPAR_FASTMIP, SCIP_LPPAR_FEASTOL, SCIP_LPPAR_FROMSCRATCH, SCIP_LPPAR_LPINFO, SCIP_LPPAR_LPITLIM, SCIP_LPPAR_LPTILIM, SCIP_LPPAR_MARKOWITZ, SCIP_LPPAR_OBJLIM, SCIP_LPPAR_POLISHING, SCIP_LPPAR_PRESOLVING, SCIP_LPPAR_PRICING, SCIP_LPPAR_RANDOMSEED, SCIP_LPPAR_REFACTOR, SCIP_LPPAR_ROWREPSWITCH, SCIP_LPPAR_SCALING, SCIP_LPPAR_THREADS, and SCIP_LPPAR_TIMING.

Referenced by paramty2str(), SCIPlpiGetIntpar(), SCIPlpiGetRealpar(), SCIPlpiSetIntpar(), and SCIPlpiSetRealpar().

Variable Documentation

◆ reusemosekenv

MSKenv_t reusemosekenv = NULL

static

Definition at line 107 of file lpi_msk.c.

Referenced by SCIPlpiCreate().

◆ numlp

int numlp = 0

static

Definition at line 108 of file lpi_msk.c.

◆ paramname

const char* paramname[]

static

Initial value:

                            = {
   "SCIP_LPPAR_FROMSCRATCH",                 
   "SCIP_LPPAR_FASTMIP",                     
   "SCIP_LPPAR_SCALING",                     
   "SCIP_LPPAR_PRESOLVING",                  
   "SCIP_LPPAR_PRICING",                     
   "SCIP_LPPAR_LPINFO",                      
   "SCIP_LPPAR_FEASTOL",                     
   "SCIP_LPPAR_DUALFEASTOL",                 
   "SCIP_LPPAR_BARRIERCONVTOL",              
   "SCIP_LPPAR_OBJLIM",                      
   "SCIP_LPPAR_LPITLIM",                     
   "SCIP_LPPAR_LPTILIM",                     
   "SCIP_LPPAR_MARKOWITZ",                   
   "SCIP_LPPAR_ROWREPSWITCH",                
   "SCIP_LPPAR_THREADS",                     
   "SCIP_LPPAR_CONDITIONLIMIT",              
   "SCIP_LPPAR_TIMING",                      
   "SCIP_LPPAR_RANDOMSEED",                  
   "SCIP_LPPAR_POLISHING",                   
   "SCIP_LPPAR_REFACTOR"                     
}

constant array containing the parameter names

Definition at line 5172 of file lpi_msk.c.

Referenced by paramty2str().

Detailed Description

Data Structures

Macros

Functions

Variables

Macro Definition Documentation

◆ MSKCONST

◆ scipmskobjsen

◆ SENSE2MOSEK

◆ MOSEK_CALL

◆ SCIP_ABORT_FALSE

◆ IS_POSINF

◆ IS_NEGINF

◆ MOSEK_relDiff

◆ SCIP_REUSEENV

◆ DEBUG_PRINT_STAT

◆ DEBUG_PARAM_SETTING

◆ DEBUG_CHECK_DATA

◆ DEBUG_EASY_REPRODUCE

◆ DEBUG_DO_INTPNT_FEAS_CHECK

◆ DEBUG_CHECK_STATE_TOL

◆ SHOW_ERRORS

◆ SHOW_RELATIVE_OPTIMAL_GAP

◆ ASSERT_ON_NUMERICAL_TROUBLES

◆ ASSERT_ON_WARNING

◆ FORCE_MOSEK_LOG

◆ FORCE_MOSEK_SUMMARY

◆ FORCE_NO_MAXITER

◆ SETBACK_LIMIT

◆ STRONGBRANCH_PRICING

◆ SUPRESS_NAME_ERROR

◆ WRITE_DUAL

◆ WRITE_PRIMAL

◆ WRITE_INTPNT

◆ DEGEN_LEVEL

◆ ALWAYS_SOLVE_PRIMAL_FORM

◆ COLS_PER_PACKET

◆ ROWS_PER_PACKET

◆ STR_HELPER

◆ STR

◆ mskname

Typedef Documentation

◆ MSKoptimizertype

Function Documentation

◆ MSK_getsolutionstatus()

◆ colpacketNum()

◆ rowpacketNum()

◆ printstr()

◆ ensureBkxMem()

◆ ensureBkcMem()

◆ ensureAptreMem()

◆ invalidateSolution()

◆ generateMskBoundkeys()

◆ getEndptrs()

◆ getIndicesRange()

◆ getIndicesFromDense()

◆ scale_vec()

◆ scale_bound()

◆ ensureStateMem()

◆ getbase()

◆ setbase()

◆ paramty2str()

Variable Documentation

◆ reusemosekenv

◆ numlp

◆ paramname