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nlpi_filtersqp.c File Reference
Implementation files (.c files) » SCIP Default Plugins » Default NLP solver interfaces

Detailed Description

filterSQP NLP interface

Author
Stefan Vigerske

Definition in file nlpi_filtersqp.c.

#include <string.h>
#include <sys/time.h>
#include "scip/nlpi_filtersqp.h"
#include "scip/nlpioracle.h"
#include "scip/scip_general.h"
#include "scip/scip_message.h"
#include "scip/scip_mem.h"
#include "scip/scip_numerics.h"
#include "scip/scip_nlpi.h"
#include "scip/scip_randnumgen.h"
#include "scip/scip_solve.h"
#include "scip/pub_misc.h"
#include "scip/pub_message.h"

Go to the source code of this file.

Data Structures

struct  SCIP_Time
struct  SCIP_NlpiProblem

Macros

#define NLPI_NAME   "filtersqp"
#define NLPI_DESC   "Sequential Quadratic Programming trust region solver by R. Fletcher and S. Leyffer"
#define NLPI_PRIORITY   -1000
#define RANDSEED   26051979
#define MAXPERTURB   0.01
#define MAXNRUNS   3
#define WORKSPACEGROWTHFACTOR   2
#define MINEPS   1e-14
#define OPTTOLFACTOR   0.5

Functions

void F77_FUNC (filtersqp, FILTERSQP)
 F77_FUNC (cpname, CPNAME)
struct { ... }  F77_FUNC (hessc, HESSC)
struct { ... }  F77_FUNC (ubdc, UBDC)
struct { ... }  F77_FUNC (nlp_eps_inf, NLP_EPS_INF)
struct { ... }  F77_FUNC (bqpd_count, BQPD_COUNT)
struct { ... }  F77_FUNC (scalec, SCALEC)
static SCIP_TIME gettime (void)
static SCIP_Real timeelapsed (SCIP_NLPIDATA *nlpidata)
static SCIP_Bool timelimitreached (SCIP_NLPIDATA *nlpidata, SCIP_NLPIPROBLEM *nlpiproblem)
void F77_FUNC (objfun, OBJFUN)
void F77_FUNC (confun, CONFUN)
void F77_FUNC (gradient, GRADIENT)
void F77_FUNC (objgrad, OBJGRAD)
void F77_FUNC (hessian, HESSIAN)
static SCIP_RETCODE setupGradients (SCIP *scip, SCIP_NLPIORACLE *oracle, fint **la, int *lasize, real **a)
static SCIP_RETCODE setupHessian (SCIP *scip, SCIP_NLPIORACLE *oracle, fint **la, int *lasize)
static SCIP_RETCODE setupStart (SCIP_NLPIDATA *data, SCIP_NLPIPROBLEM *problem, real *x, SCIP_Bool *success)
static void invalidateSolution (SCIP_NLPIPROBLEM *problem)
static SCIP_RETCODE handleNlpParam (SCIP *scip, SCIP_NLPIPROBLEM *nlpiproblem, const SCIP_NLPPARAM param)
static SCIP_RETCODE processSolveOutcome (SCIP_NLPIDATA *nlpidata, SCIP_NLPIPROBLEM *problem, fint ifail, SCIP_Real feastol, SCIP_Real opttol, real *x, real *lam)
static SCIP_DECL_NLPICOPY (nlpiCopyFilterSQP)
static SCIP_DECL_NLPIFREE (nlpiFreeFilterSQP)
static SCIP_DECL_NLPICREATEPROBLEM (nlpiCreateProblemFilterSQP)
static SCIP_DECL_NLPIFREEPROBLEM (nlpiFreeProblemFilterSQP)
static SCIP_DECL_NLPIADDVARS (nlpiAddVarsFilterSQP)
static SCIP_DECL_NLPIADDCONSTRAINTS (nlpiAddConstraintsFilterSQP)
static SCIP_DECL_NLPISETOBJECTIVE (nlpiSetObjectiveFilterSQP)
static SCIP_DECL_NLPICHGVARBOUNDS (nlpiChgVarBoundsFilterSQP)
static SCIP_DECL_NLPICHGCONSSIDES (nlpiChgConsSidesFilterSQP)
static SCIP_DECL_NLPIDELVARSET (nlpiDelVarSetFilterSQP)
static SCIP_DECL_NLPIDELCONSSET (nlpiDelConstraintSetFilterSQP)
static SCIP_DECL_NLPICHGLINEARCOEFS (nlpiChgLinearCoefsFilterSQP)
static SCIP_DECL_NLPICHGEXPR (nlpiChgExprFilterSQP)
static SCIP_DECL_NLPICHGOBJCONSTANT (nlpiChgObjConstantFilterSQP)
static SCIP_DECL_NLPISETINITIALGUESS (nlpiSetInitialGuessFilterSQP)
static SCIP_DECL_NLPISOLVE (nlpiSolveFilterSQP)
static SCIP_DECL_NLPIGETSOLSTAT (nlpiGetSolstatFilterSQP)
static SCIP_DECL_NLPIGETTERMSTAT (nlpiGetTermstatFilterSQP)
static SCIP_DECL_NLPIGETSOLUTION (nlpiGetSolutionFilterSQP)
static SCIP_DECL_NLPIGETSTATISTICS (nlpiGetStatisticsFilterSQP)
SCIP_RETCODE SCIPincludeNlpSolverFilterSQP (SCIP *scip)
const char * SCIPgetSolverNameFilterSQP (void)
const char * SCIPgetSolverDescFilterSQP (void)
SCIP_Bool SCIPisFilterSQPAvailableFilterSQP (void)

Variables

fint phl
fint phr
fint phc
real ubd
real tt
real infty
real eps
fint n_bqpd_calls
fint n_bqpd_prfint
fint scale_mode
fint phe

Macro Definition Documentation

◆ NLPI_NAME

#define NLPI_NAME   "filtersqp"

short concise name of solver

Definition at line 63 of file nlpi_filtersqp.c.

◆ NLPI_DESC

#define NLPI_DESC   "Sequential Quadratic Programming trust region solver by R. Fletcher and S. Leyffer"

description of solver

Definition at line 64 of file nlpi_filtersqp.c.

◆ NLPI_PRIORITY

#define NLPI_PRIORITY   -1000

priority of NLP solver

Definition at line 65 of file nlpi_filtersqp.c.

◆ RANDSEED

#define RANDSEED   26051979

initial random seed

Definition at line 67 of file nlpi_filtersqp.c.

◆ MAXPERTURB

#define MAXPERTURB   0.01

maximal perturbation of bounds in starting point heuristic

Definition at line 68 of file nlpi_filtersqp.c.

◆ MAXNRUNS

#define MAXNRUNS   3

maximal number of FilterSQP calls per NLP solve (several calls if increasing workspace or decreasing eps)

Definition at line 69 of file nlpi_filtersqp.c.

Referenced by SCIP_DECL_NLPISOLVE().

◆ WORKSPACEGROWTHFACTOR

#define WORKSPACEGROWTHFACTOR   2

factor by which to increase workspace

Definition at line 70 of file nlpi_filtersqp.c.

Referenced by SCIP_DECL_NLPISOLVE().

◆ MINEPS

#define MINEPS   1e-14

minimal FilterSQP epsilon

Definition at line 71 of file nlpi_filtersqp.c.

Referenced by SCIP_DECL_NLPISOLVE().

◆ OPTTOLFACTOR

#define OPTTOLFACTOR   0.5

factor to apply to optimality tolerance, because FilterSQP do scaling

Definition at line 72 of file nlpi_filtersqp.c.

Referenced by SCIP_DECL_NLPISOLVE().

Typedef Documentation

◆ fint

typedef int fint

Definition at line 78 of file nlpi_filtersqp.c.

◆ real

typedef double real

Definition at line 79 of file nlpi_filtersqp.c.

◆ ftnlen

typedef long ftnlen

Definition at line 80 of file nlpi_filtersqp.c.

◆ SCIP_TIME

typedef struct SCIP_Time SCIP_TIME

Definition at line 87 of file nlpi_filtersqp.c.

Function Documentation

◆ F77_FUNC() [1/12]

void F77_FUNC ( filtersqp ,
FILTERSQP  )

FilterSQP main routine.

Array a has length nnza, which is the number of nonzeros in the gradient of the objective and the Jacobian. The first entries of a is the objective gradient, next are the gradients of the constraints.

Array la has length lamax, which is at least nnza+m+2. la contains the index information of a row-oriented sparse matrix storage. It stores the number of nonzeros, the column indices, and the row starts: la[0] must be set to nnza+1. la[1]..la[nnza] are indices of the variables corresponding to the entries in a (colidx). la[nnza+1]..la[nnza+1+m] contain the index where each row starts in a and la (rowstart). common block for problemname

Definition at line 170 of file nlpi_filtersqp.c.

References a, c, F77_FUNC(), and x.

Referenced by F77_FUNC(), F77_FUNC(), F77_FUNC(), F77_FUNC(), F77_FUNC(), F77_FUNC(), SCIP_DECL_NLPISOLVE(), SCIPlapackSolveLinearEquations(), SCIPlapackVersion(), and setupHessian().

◆ F77_FUNC() [2/12]

F77_FUNC ( cpname ,
CPNAME  )

◆ F77_FUNC() [3/12]

struct @202310153164010164022347040061244326110217340237 F77_FUNC ( hessc ,
HESSC  )
extern

◆ F77_FUNC() [4/12]

struct @000033235041107337110051277051031262024142024372 F77_FUNC ( ubdc ,
UBDC  )
extern

◆ F77_FUNC() [5/12]

struct @360364313375155152354063217015356141271014134005 F77_FUNC ( nlp_eps_inf ,
NLP_EPS_INF  )
extern

◆ F77_FUNC() [6/12]

struct @323250061362035172263275002201256356046052034264 F77_FUNC ( bqpd_count ,
BQPD_COUNT  )
extern

◆ F77_FUNC() [7/12]

struct @322015114044051365155273042144155075370026072251 F77_FUNC ( scalec ,
SCALEC  )
extern

◆ gettime()

SCIP_TIME gettime ( void )
static

Definition at line 275 of file nlpi_filtersqp.c.

References gettime(), NULL, SCIP_Time::sec, and SCIP_Time::usec.

Referenced by gettime(), SCIP_DECL_NLPISOLVE(), and timeelapsed().

◆ timeelapsed()

SCIP_Real timeelapsed ( SCIP_NLPIDATA * nlpidata)
static
Parameters
nlpidataNLPI data

Definition at line 297 of file nlpi_filtersqp.c.

References assert(), gettime(), NULL, SCIP_Real, SCIP_Time::sec, timeelapsed(), and SCIP_Time::usec.

Referenced by processSolveOutcome(), timeelapsed(), and timelimitreached().

◆ timelimitreached()

SCIP_Bool timelimitreached ( SCIP_NLPIDATA * nlpidata,
SCIP_NLPIPROBLEM * nlpiproblem )
static
Parameters
nlpidataNLPI data
nlpiproblemNLPI problem

Definition at line 315 of file nlpi_filtersqp.c.

References FALSE, SCIP_NlpiProblem::maxtime, SCIP_Bool, SCIP_REAL_MAX, timeelapsed(), and timelimitreached().

Referenced by F77_FUNC(), SCIP_DECL_NLPISOLVE(), and timelimitreached().

◆ F77_FUNC() [8/12]

void F77_FUNC ( objfun ,
OBJFUN  )

Objective function evaluation set to 1 if arithmetic exception occurs, otherwise 0

Definition at line 327 of file nlpi_filtersqp.c.

References assert(), F77_FUNC(), NULL, SCIP_NlpiProblem::oracle, SCIP_NlpiProblem::scip, SCIP_OKAY, SCIPdebugMsg, SCIPisFinite, SCIPisSolveInterrupted(), SCIPnlpiOracleEvalObjectiveValue(), timelimitreached(), and x.

◆ F77_FUNC() [9/12]

void F77_FUNC ( confun ,
CONFUN  )

Constraint functions evaluation set to 1 if arithmetic exception occurs, otherwise 0

Definition at line 362 of file nlpi_filtersqp.c.

References a, assert(), c, F77_FUNC(), NULL, SCIP_NlpiProblem::oracle, SCIP_NlpiProblem::scip, SCIP_OKAY, SCIPdebugMsg, SCIPisFinite, SCIPnlpiOracleEvalConstraintValue(), and x.

◆ F77_FUNC() [10/12]

void F77_FUNC ( gradient ,
GRADIENT  )

Objective gradient and Jacobian evaluation

Note
If an arithmetic exception occurred, then the gradients must not be modified. set to 1 if arithmetic exception occurs, otherwise 0

Definition at line 399 of file nlpi_filtersqp.c.

References a, assert(), BMScopyMemoryArray, SCIP_NlpiProblem::evalbuffer, SCIP_NlpiProblem::evalbufsize, F77_FUNC(), NULL, SCIP_NlpiProblem::oracle, SCIP_NlpiProblem::scip, SCIP_OKAY, SCIP_Real, SCIPdebugMsg, SCIPnlpiOracleEvalJacobian(), SCIPnlpiOracleEvalObjectiveGradient(), TRUE, and x.

◆ F77_FUNC() [11/12]

void F77_FUNC ( objgrad ,
OBJGRAD  )

Definition at line 455 of file nlpi_filtersqp.c.

References F77_FUNC(), and SCIPerrorMessage.

◆ F77_FUNC() [12/12]

void F77_FUNC ( hessian ,
HESSIAN  )

Hessian of the Lagrangian evaluation

phase = 1 : Hessian of the Lagrangian without objective Hessian

phase = 2 : Hessian of the Lagrangian (including objective Hessian)

Note
If an arithmetic exception occurred, then the Hessian must not be modified. set to 1 if arithmetic exception occurs, otherwise 0

Definition at line 469 of file nlpi_filtersqp.c.

References assert(), BMSallocMemoryArray, BMScopyMemoryArray, BMSfreeMemoryArray, SCIP_NlpiProblem::evalbuffer, SCIP_NlpiProblem::evalbufsize, F77_FUNC(), FALSE, SCIP_NlpiProblem::hessiannz, i, NULL, SCIP_NlpiProblem::oracle, SCIP_NlpiProblem::scip, SCIP_OKAY, SCIP_Real, SCIPdebugMsg, SCIPnlpiOracleEvalHessianLag(), TRUE, and x.

◆ setupGradients()

SCIP_RETCODE setupGradients ( SCIP * scip,
SCIP_NLPIORACLE * oracle,
fint ** la,
int * lasize,
real ** a )
static
Parameters
scipSCIP data structure
oracleNLPI oracle
labuffer to store pointer to sparsity structure
lasizebuffer to store length of *la array
abuffer to store pointer to value buffer

Definition at line 528 of file nlpi_filtersqp.c.

References a, assert(), c, i, NULL, nvars, SCIP_CALL, SCIP_OKAY, SCIPallocBlockMemoryArray, SCIPnlpiOracleGetJacobianRowSparsity(), SCIPnlpiOracleGetNConstraints(), SCIPnlpiOracleGetNVars(), and setupGradients().

Referenced by SCIP_DECL_NLPISOLVE(), and setupGradients().

◆ setupHessian()

SCIP_RETCODE setupHessian ( SCIP * scip,
SCIP_NLPIORACLE * oracle,
fint ** la,
int * lasize )
static
Parameters
scipSCIP data structure
oracleNLPI oracle
labuffer to store pointer to Hessian sparsity structure
lasizebuffer to store length of *la array

Definition at line 598 of file nlpi_filtersqp.c.

References assert(), F77_FUNC(), FALSE, i, NULL, nvars, SCIP_CALL, SCIP_OKAY, SCIPallocBlockMemoryArray, SCIPnlpiOracleGetHessianLagSparsity(), SCIPnlpiOracleGetNVars(), and setupHessian().

Referenced by SCIP_DECL_NLPISOLVE(), and setupHessian().

◆ setupStart()

SCIP_RETCODE setupStart ( SCIP_NLPIDATA * data,
SCIP_NLPIPROBLEM * problem,
real * x,
SCIP_Bool * success )
static

setup starting point for FilterSQP

Parameters
dataNLPI data
problemNLPI problem
xarray to store initial values
successwhether we could setup a point in which functions could be evaluated

Definition at line 661 of file nlpi_filtersqp.c.

References assert(), SCIP_NlpiProblem::evalbuffer, FALSE, i, SCIP_NlpiProblem::initguess, MAX, MAXPERTURB, MIN, NULL, SCIP_NlpiProblem::oracle, RANDSEED, SCIP_NlpiProblem::scip, SCIP_Bool, SCIP_CALL, SCIP_OKAY, SCIP_Real, SCIPcreateRandom(), SCIPdebugMsg, SCIPfreeBlockMemoryArray, SCIPisFinite, SCIPnlpiOracleEvalConstraintValue(), SCIPnlpiOracleEvalJacobian(), SCIPnlpiOracleEvalObjectiveGradient(), SCIPnlpiOracleEvalObjectiveValue(), SCIPnlpiOracleGetNConstraints(), SCIPnlpiOracleGetNVars(), SCIPnlpiOracleGetVarLbs(), SCIPnlpiOracleGetVarUbs(), SCIPrandomGetReal(), setupStart(), TRUE, SCIP_NlpiProblem::varssize, and x.

Referenced by SCIP_DECL_NLPISOLVE(), and setupStart().

◆ invalidateSolution()

void invalidateSolution ( SCIP_NLPIPROBLEM * problem)
static

sets the solstat and termstat to unknown and other, resp.

Parameters
problemdata structure of problem

Definition at line 737 of file nlpi_filtersqp.c.

References assert(), invalidateSolution(), NULL, SCIP_NLPSOLSTAT_UNKNOWN, SCIP_NLPTERMSTAT_OTHER, SCIP_NlpiProblem::solstat, and SCIP_NlpiProblem::termstat.

◆ handleNlpParam()

SCIP_RETCODE handleNlpParam ( SCIP * scip,
SCIP_NLPIPROBLEM * nlpiproblem,
const SCIP_NLPPARAM param )
static

store NLP solve parameters in nlpiproblem

Parameters
scipSCIP data structure
nlpiproblemNLP
paramsolve parameters

Definition at line 749 of file nlpi_filtersqp.c.

References assert(), SCIP_NlpParam::fastfail, SCIP_NlpiProblem::fmin, handleNlpParam(), SCIP_NlpParam::lobjlimit, SCIP_NlpiProblem::maxtime, NULL, SCIP_OKAY, SCIPdebugMsg, and SCIP_NlpParam::timelimit.

Referenced by handleNlpParam(), handleNlpParam(), SCIP_DECL_NLPISOLVE(), and SCIP_DECL_NLPISOLVE().

◆ processSolveOutcome()

SCIP_RETCODE processSolveOutcome ( SCIP_NLPIDATA * nlpidata,
SCIP_NLPIPROBLEM * problem,
fint ifail,
SCIP_Real feastol,
SCIP_Real opttol,
real * x,
real * lam )
static

processes results from FilterSQP call

Parameters
nlpidataNLPI data
problemNLPI problem
ifailfail flag from FilterSQP call
feastolfeasibility tolerance
opttoloptimality tolerance
xprimal solution values from FilterSQP call, or NULL if stopped before filtersqp got called
lamdual solution values from FilterSQP call, or NULL if stopped before filtersqp got called

Definition at line 772 of file nlpi_filtersqp.c.

References assert(), SCIP_NlpiProblem::consdualvalues, SCIP_NlpiProblem::conssize, FALSE, SCIP_NlpiProblem::fmin, i, MAX, SCIP_NlpiProblem::maxtime, NULL, nvars, SCIP_NlpiProblem::oracle, SCIP_NlpiProblem::primalvalues, processSolveOutcome(), SCIP_NlpiProblem::rstat, SCIP_NlpiProblem::scip, SCIP_CALL, SCIP_NLPSOLSTAT_FEASIBLE, SCIP_NLPSOLSTAT_GLOBINFEASIBLE, SCIP_NLPSOLSTAT_LOCINFEASIBLE, SCIP_NLPSOLSTAT_LOCOPT, SCIP_NLPSOLSTAT_UNBOUNDED, SCIP_NLPSOLSTAT_UNKNOWN, SCIP_NLPTERMSTAT_EVALERROR, SCIP_NLPTERMSTAT_INTERRUPT, SCIP_NLPTERMSTAT_ITERLIMIT, SCIP_NLPTERMSTAT_LOBJLIMIT, SCIP_NLPTERMSTAT_NUMERICERROR, SCIP_NLPTERMSTAT_OKAY, SCIP_NLPTERMSTAT_OTHER, SCIP_NLPTERMSTAT_OUTOFMEMORY, SCIP_NLPTERMSTAT_TIMELIMIT, SCIP_OKAY, SCIP_Real, SCIP_REAL_MIN, SCIPallocBlockMemoryArray, SCIPisSolveInterrupted(), SCIPnlpiOracleGetNConstraints(), SCIPnlpiOracleGetNVars(), SCIP_NlpiProblem::solstat, SCIP_NlpiProblem::solvetime, SCIP_NlpiProblem::termstat, timeelapsed(), TRUE, SCIP_NlpiProblem::varlbdualvalues, SCIP_NlpiProblem::varssize, SCIP_NlpiProblem::varubdualvalues, SCIP_NlpiProblem::warmstart, and x.

Referenced by processSolveOutcome(), and SCIP_DECL_NLPISOLVE().

◆ SCIP_DECL_NLPICOPY()

SCIP_DECL_NLPICOPY ( nlpiCopyFilterSQP )
static

copy method of NLP interface (called when SCIP copies plugins)

Definition at line 927 of file nlpi_filtersqp.c.

References SCIP_CALL, SCIP_DECL_NLPICOPY, SCIP_OKAY, and SCIPincludeNlpSolverFilterSQP().

◆ SCIP_DECL_NLPIFREE()

SCIP_DECL_NLPIFREE ( nlpiFreeFilterSQP )
static

destructor of NLP interface to free nlpi data

Definition at line 936 of file nlpi_filtersqp.c.

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

◆ SCIP_DECL_NLPICREATEPROBLEM()

SCIP_DECL_NLPICREATEPROBLEM ( nlpiCreateProblemFilterSQP )
static

creates a problem instance

Definition at line 955 of file nlpi_filtersqp.c.

References assert(), invalidateSolution(), NULL, SCIP_CALL, SCIP_DECL_NLPICREATEPROBLEM, SCIP_OKAY, SCIP_REAL_MAX, SCIP_REAL_MIN, SCIPallocClearBlockMemory, SCIPnlpiOracleCreate(), and SCIPnlpiOracleSetProblemName().

◆ SCIP_DECL_NLPIFREEPROBLEM()

SCIP_DECL_NLPIFREEPROBLEM ( nlpiFreeProblemFilterSQP )
static

free a problem instance

Definition at line 976 of file nlpi_filtersqp.c.

References assert(), NULL, SCIP_CALL, SCIP_DECL_NLPIFREEPROBLEM, SCIP_OKAY, SCIPfreeBlockMemory, SCIPfreeBlockMemoryArrayNull, and SCIPnlpiOracleFree().

◆ SCIP_DECL_NLPIADDVARS()

SCIP_DECL_NLPIADDVARS ( nlpiAddVarsFilterSQP )
static

add variables

Definition at line 1014 of file nlpi_filtersqp.c.

References assert(), FALSE, i, invalidateSolution(), NULL, nvars, SCIP_CALL, SCIP_DECL_NLPIADDVARS, SCIP_OKAY, SCIPcalcMemGrowSize(), SCIPfreeBlockMemoryArrayNull, SCIPnlpiOracleAddVars(), SCIPnlpiOracleGetNConstraints(), SCIPnlpiOracleGetNVars(), and SCIPreallocBlockMemoryArray.

◆ SCIP_DECL_NLPIADDCONSTRAINTS()

SCIP_DECL_NLPIADDCONSTRAINTS ( nlpiAddConstraintsFilterSQP )
static

add constraints

Definition at line 1113 of file nlpi_filtersqp.c.

References assert(), FALSE, i, invalidateSolution(), NULL, nvars, SCIP_CALL, SCIP_DECL_NLPIADDCONSTRAINTS, SCIP_OKAY, SCIPcalcMemGrowSize(), SCIPfreeBlockMemoryArrayNull, SCIPnlpiOracleAddConstraints(), SCIPnlpiOracleGetNConstraints(), SCIPnlpiOracleGetNVars(), SCIPnlpiOracleIsConstraintNonlinear(), and SCIPreallocBlockMemoryArray.

◆ SCIP_DECL_NLPISETOBJECTIVE()

SCIP_DECL_NLPISETOBJECTIVE ( nlpiSetObjectiveFilterSQP )
static

sets or overwrites objective, a minimization problem is expected

Definition at line 1193 of file nlpi_filtersqp.c.

References assert(), invalidateSolution(), NULL, SCIP_CALL, SCIP_DECL_NLPISETOBJECTIVE, SCIP_OKAY, SCIPfreeBlockMemoryArrayNull, and SCIPnlpiOracleSetObjective().

◆ SCIP_DECL_NLPICHGVARBOUNDS()

SCIP_DECL_NLPICHGVARBOUNDS ( nlpiChgVarBoundsFilterSQP )
static

change variable bounds

Definition at line 1214 of file nlpi_filtersqp.c.

References assert(), i, invalidateSolution(), NULL, nvars, SCIP_CALL, SCIP_DECL_NLPICHGVARBOUNDS, SCIP_OKAY, and SCIPnlpiOracleChgVarBounds().

◆ SCIP_DECL_NLPICHGCONSSIDES()

SCIP_DECL_NLPICHGCONSSIDES ( nlpiChgConsSidesFilterSQP )
static

change constraint bounds

Definition at line 1241 of file nlpi_filtersqp.c.

References assert(), i, invalidateSolution(), NULL, nvars, SCIP_CALL, SCIP_DECL_NLPICHGCONSSIDES, SCIP_OKAY, SCIPnlpiOracleChgConsSides(), and SCIPnlpiOracleGetNVars().

◆ SCIP_DECL_NLPIDELVARSET()

SCIP_DECL_NLPIDELVARSET ( nlpiDelVarSetFilterSQP )
static

delete a set of variables

Definition at line 1271 of file nlpi_filtersqp.c.

References assert(), FALSE, invalidateSolution(), NULL, SCIP_CALL, SCIP_DECL_NLPIDELVARSET, SCIP_OKAY, SCIPfreeBlockMemoryArrayNull, and SCIPnlpiOracleDelVarSet().

◆ SCIP_DECL_NLPIDELCONSSET()

SCIP_DECL_NLPIDELCONSSET ( nlpiDelConstraintSetFilterSQP )
static

delete a set of constraints

Definition at line 1301 of file nlpi_filtersqp.c.

References assert(), FALSE, invalidateSolution(), NULL, SCIP_CALL, SCIP_DECL_NLPIDELCONSSET, SCIP_OKAY, SCIPfreeBlockMemoryArrayNull, and SCIPnlpiOracleDelConsSet().

◆ SCIP_DECL_NLPICHGLINEARCOEFS()

SCIP_DECL_NLPICHGLINEARCOEFS ( nlpiChgLinearCoefsFilterSQP )
static

changes (or adds) linear coefficients in a constraint or objective

Definition at line 1328 of file nlpi_filtersqp.c.

References assert(), invalidateSolution(), NULL, SCIP_CALL, SCIP_DECL_NLPICHGLINEARCOEFS, SCIP_OKAY, SCIPfreeBlockMemoryArrayNull, and SCIPnlpiOracleChgLinearCoefs().

◆ SCIP_DECL_NLPICHGEXPR()

SCIP_DECL_NLPICHGEXPR ( nlpiChgExprFilterSQP )
static

replaces the expression of a constraint or objective

Definition at line 1352 of file nlpi_filtersqp.c.

References assert(), invalidateSolution(), NULL, SCIP_CALL, SCIP_DECL_NLPICHGEXPR, SCIP_OKAY, SCIPfreeBlockMemoryArrayNull, and SCIPnlpiOracleChgExpr().

◆ SCIP_DECL_NLPICHGOBJCONSTANT()

SCIP_DECL_NLPICHGOBJCONSTANT ( nlpiChgObjConstantFilterSQP )
static

change the constant offset in the objective

Definition at line 1378 of file nlpi_filtersqp.c.

References assert(), invalidateSolution(), NULL, SCIP_CALL, SCIP_DECL_NLPICHGOBJCONSTANT, SCIP_OKAY, and SCIPnlpiOracleChgObjConstant().

◆ SCIP_DECL_NLPISETINITIALGUESS()

SCIP_DECL_NLPISETINITIALGUESS ( nlpiSetInitialGuessFilterSQP )
static

sets initial guess for primal variables

Definition at line 1393 of file nlpi_filtersqp.c.

References assert(), BMScopyMemoryArray, NULL, SCIP_CALL, SCIP_DECL_NLPISETINITIALGUESS, SCIP_OKAY, SCIPallocBlockMemoryArray, SCIPfreeBlockMemoryArrayNull, and SCIPnlpiOracleGetNVars().

◆ SCIP_DECL_NLPISOLVE()

SCIP_DECL_NLPISOLVE ( nlpiSolveFilterSQP )
static

tries to solve NLP

Definition at line 1418 of file nlpi_filtersqp.c.

References assert(), BMSclearMemoryArray, BMScopyMemoryArray, BMSreallocBlockMemoryArray, eps, F77_FUNC(), FALSE, gettime(), handleNlpParam(), i, MAX, MAX3, MAXNRUNS, MIN, MINEPS, NULL, OPTTOLFACTOR, processSolveOutcome(), SCIP_Bool, SCIP_CALL, SCIP_DECL_NLPISOLVE, SCIP_NLPPARAM_PRINT, SCIP_NLPSOLSTAT_UNKNOWN, SCIP_NLPTERMSTAT_TIMELIMIT, SCIP_OKAY, SCIP_Real, SCIPallocBlockMemoryArray, SCIPallocClearBlockMemoryArray, SCIPblkmem(), SCIPcalcMemGrowSize(), SCIPdebugMsg, SCIPensureBlockMemoryArray, SCIPinfinity(), SCIPinfoMessage(), SCIPisSolveInterrupted(), SCIPnlpiGetData(), SCIPnlpiOracleGetConstraintLhs(), SCIPnlpiOracleGetConstraintRhs(), SCIPnlpiOracleGetNConstraints(), SCIPnlpiOracleGetNVars(), SCIPnlpiOracleGetVarLbs(), SCIPnlpiOracleGetVarUbs(), SCIPnlpiOracleIsConstraintNonlinear(), SCIPnlpiOracleResetEvalTime(), setupGradients(), setupHessian(), setupStart(), timelimitreached(), and WORKSPACEGROWTHFACTOR.

◆ SCIP_DECL_NLPIGETSOLSTAT()

SCIP_DECL_NLPIGETSOLSTAT ( nlpiGetSolstatFilterSQP )
static

gives solution status

Definition at line 1720 of file nlpi_filtersqp.c.

References assert(), NULL, and SCIP_DECL_NLPIGETSOLSTAT.

◆ SCIP_DECL_NLPIGETTERMSTAT()

SCIP_DECL_NLPIGETTERMSTAT ( nlpiGetTermstatFilterSQP )
static

gives termination reason

Definition at line 1729 of file nlpi_filtersqp.c.

References assert(), NULL, and SCIP_DECL_NLPIGETTERMSTAT.

◆ SCIP_DECL_NLPIGETSOLUTION()

SCIP_DECL_NLPIGETSOLUTION ( nlpiGetSolutionFilterSQP )
static

gives primal and dual solution values

Definition at line 1738 of file nlpi_filtersqp.c.

References assert(), NULL, objval, SCIP_CALL, SCIP_DECL_NLPIGETSOLUTION, SCIP_INVALID, SCIP_OKAY, and SCIPnlpiOracleEvalObjectiveValue().

◆ SCIP_DECL_NLPIGETSTATISTICS()

SCIP_DECL_NLPIGETSTATISTICS ( nlpiGetStatisticsFilterSQP )
static

gives solve statistics

Definition at line 1786 of file nlpi_filtersqp.c.

References assert(), NULL, SCIP_DECL_NLPIGETSTATISTICS, SCIP_OKAY, and SCIPnlpiOracleGetEvalTime().

Variable Documentation

◆ phl

fint phl

Definition at line 0 of file nlpi_filtersqp.c.

◆ phr

fint phr

Definition at line 0 of file nlpi_filtersqp.c.

◆ phc

fint phc

Definition at line 0 of file nlpi_filtersqp.c.

◆ ubd

real ubd

Definition at line 0 of file nlpi_filtersqp.c.

◆ tt

real tt

Definition at line 0 of file nlpi_filtersqp.c.

◆ infty

real infty

Definition at line 0 of file nlpi_filtersqp.c.

◆ eps

real eps

Definition at line 0 of file nlpi_filtersqp.c.

Referenced by createSubproblem(), ObjPricerVRP::find_shortest_tour(), SCIP_DECL_NLPISOLVE(), SCIPbanditCreateEpsgreedy(), SCIPbranchGetScore(), SCIPcalcMachineEpsilon(), SCIPcalcRootNewton(), SCIPcomputeGap(), SCIPcreateBanditEpsgreedy(), SCIPhistoryUpdateAncPseudocost(), SCIPhistoryUpdatePseudocost(), SCIPintervalAreDisjointEps(), SCIPintervalIntersectEps(), SCIPlpGetNUnfixedCols(), SCIPlpiGetBInvACol(), SCIPlpiGetBInvARow(), SCIPlpiGetBInvCol(), SCIPlpiGetBInvRow(), SCIPlpiGetObjval(), SCIPlpiIsPrimalFeasible(), SCIPlpiSolveDual(), SCIProwGetLPEfficacy(), SCIProwGetNLPEfficacy(), SCIProwGetRelaxEfficacy(), SCIProwGetSolEfficacy(), SCIPsetEpsilonEpsgreedy(), strongbranch(), tightenDualproof(), and varProcessChgBranchFactor().

◆ n_bqpd_calls

fint n_bqpd_calls

Definition at line 0 of file nlpi_filtersqp.c.

◆ n_bqpd_prfint

fint n_bqpd_prfint

Definition at line 0 of file nlpi_filtersqp.c.

◆ scale_mode

fint scale_mode

Definition at line 0 of file nlpi_filtersqp.c.

◆ phe

fint phe

Definition at line 0 of file nlpi_filtersqp.c.