Detailed Description

implementation of NLPI oracle

Author: Stefan Vigerske

Definition in file nlpioracle.c.

#include "scip/scip.h"
#include "scip/nlpioracle.h"
#include "scip/exprinterpret.h"
#include "scip/expr_pow.h"
#include "scip/expr_varidx.h"
#include <string.h>

Go to the source code of this file.

Data Structures
struct	SCIP_NlpiOracleCons

struct	SCIP_NlpiOracle

Functions
Local functions
static SCIP_RETCODE	ensureVarsSize (SCIP scip, SCIP_NLPIORACLE oracle, int minsize)

static SCIP_RETCODE	ensureConssSize (SCIP scip, SCIP_NLPIORACLE oracle, int minsize)

static SCIP_RETCODE	ensureConsLinSize (SCIP scip, SCIP_NLPIORACLECONS cons, int minsize)

static SCIP_RETCODE	ensureIntArraySize (SCIP scip, int intarray, int len, int minsize)

static void	invalidateJacobiSparsity (SCIP scip, SCIP_NLPIORACLE oracle)

static void	invalidateHessianLagSparsity (SCIP scip, SCIP_NLPIORACLE oracle)

static SCIP_RETCODE	updateVariableCounts (SCIP scip, SCIP_NLPIORACLE oracle, int factor, int nlinidxs, const int linidxs, SCIP_EXPR expr)

static void	sortLinearCoefficients (int nidxs, int idxs, SCIP_Real *coefs)

static SCIP_RETCODE	createConstraint (SCIP scip, SCIP_NLPIORACLE oracle, SCIP_NLPIORACLECONS *cons, int nlinidxs, const int linidxs, const SCIP_Real lincoefs, SCIP_EXPR expr, SCIP_Real lhs, SCIP_Real rhs, const char *name)

static SCIP_RETCODE	freeConstraint (SCIP scip, SCIP_NLPIORACLE oracle, SCIP_NLPIORACLECONS **cons, SCIP_Bool updatevarcount)

static SCIP_RETCODE	freeConstraints (SCIP scip, SCIP_NLPIORACLE oracle)

static SCIP_RETCODE	moveVariable (SCIP scip, SCIP_NLPIORACLE oracle, int fromidx, int toidx)

static void	freeVariables (SCIP scip, SCIP_NLPIORACLE oracle)

static void	mapIndices (int indexmap, int nindices, int indices)

static void	clearDeletedLinearElements (int linidxs, SCIP_Real coefs, int *nidxs)

static SCIP_RETCODE	evalFunctionValue (SCIP scip, SCIP_NLPIORACLE oracle, SCIP_NLPIORACLECONS cons, const SCIP_Real x, SCIP_Real *val)

static SCIP_RETCODE	evalFunctionGradient (SCIP scip, SCIP_NLPIORACLE oracle, SCIP_NLPIORACLECONS cons, const SCIP_Real x, SCIP_Bool isnewx, SCIP_Real RESTRICT val, SCIP_Real RESTRICT grad)

static SCIP_RETCODE	hessLagSparsitySetNzFlagForExpr (SCIP scip, SCIP_NLPIORACLE oracle, int *colnz, int collen, int colnnz, int nzcount, SCIP_EXPR expr, SCIP_EXPRINTDATA exprintdata, int dim)

static SCIP_RETCODE	hessLagAddExpr (SCIP scip, SCIP_NLPIORACLE oracle, SCIP_Real weight, const SCIP_Real x, SCIP_Bool new_x, SCIP_EXPR expr, SCIP_EXPRINTDATA exprintdata, int hesoffset, int hescol, SCIP_Real values)

static void	printName (char buffer, char name, int idx, char prefix, const char *suffix, SCIP_Bool longnames)

static SCIP_RETCODE	printFunction (SCIP scip, SCIP_NLPIORACLE oracle, FILE file, SCIP_NLPIORACLECONS cons, SCIP_Bool longvarnames)

static SCIP_RETCODE	exprIsNonSmooth (SCIP scip, SCIP_EXPR expr, SCIP_Bool *nonsmooth)

public function
SCIP_RETCODE	SCIPnlpiOracleCreate (SCIP scip, SCIP_NLPIORACLE *oracle)

SCIP_RETCODE	SCIPnlpiOracleFree (SCIP scip, SCIP_NLPIORACLE *oracle)

SCIP_RETCODE	SCIPnlpiOracleSetProblemName (SCIP scip, SCIP_NLPIORACLE oracle, const char *name)

const char *	SCIPnlpiOracleGetProblemName (SCIP_NLPIORACLE *oracle)

SCIP_RETCODE	SCIPnlpiOracleAddVars (SCIP scip, SCIP_NLPIORACLE oracle, int nvars, const SCIP_Real lbs, const SCIP_Real ubs, const char **varnames)

SCIP_RETCODE	SCIPnlpiOracleAddConstraints (SCIP scip, SCIP_NLPIORACLE oracle, int nconss, const SCIP_Real lhss, const SCIP_Real rhss, const int nlininds, int const lininds, SCIP_Real const linvals, SCIP_EXPR exprs, const char *consnames)

SCIP_RETCODE	SCIPnlpiOracleSetObjective (SCIP scip, SCIP_NLPIORACLE oracle, const SCIP_Real constant, int nlin, const int lininds, const SCIP_Real linvals, SCIP_EXPR *expr)

SCIP_RETCODE	SCIPnlpiOracleChgVarBounds (SCIP scip, SCIP_NLPIORACLE oracle, int nvars, const int indices, const SCIP_Real lbs, const SCIP_Real *ubs)

SCIP_RETCODE	SCIPnlpiOracleChgConsSides (SCIP scip, SCIP_NLPIORACLE oracle, int nconss, const int indices, const SCIP_Real lhss, const SCIP_Real *rhss)

SCIP_RETCODE	SCIPnlpiOracleDelVarSet (SCIP scip, SCIP_NLPIORACLE oracle, int *delstats)

SCIP_RETCODE	SCIPnlpiOracleDelConsSet (SCIP scip, SCIP_NLPIORACLE oracle, int *delstats)

SCIP_RETCODE	SCIPnlpiOracleChgLinearCoefs (SCIP scip, SCIP_NLPIORACLE oracle, int considx, int nentries, const int varidxs, const SCIP_Real newcoefs)

SCIP_RETCODE	SCIPnlpiOracleChgExpr (SCIP scip, SCIP_NLPIORACLE oracle, int considx, SCIP_EXPR *expr)

SCIP_RETCODE	SCIPnlpiOracleChgObjConstant (SCIP scip, SCIP_NLPIORACLE oracle, SCIP_Real objconstant)

int	SCIPnlpiOracleGetNVars (SCIP_NLPIORACLE *oracle)

int	SCIPnlpiOracleGetNConstraints (SCIP_NLPIORACLE *oracle)

const SCIP_Real *	SCIPnlpiOracleGetVarLbs (SCIP_NLPIORACLE *oracle)

const SCIP_Real *	SCIPnlpiOracleGetVarUbs (SCIP_NLPIORACLE *oracle)

char **	SCIPnlpiOracleGetVarNames (SCIP_NLPIORACLE *oracle)

SCIP_Bool	SCIPnlpiOracleIsVarNonlinear (SCIP scip, SCIP_NLPIORACLE oracle, int varidx)

void	SCIPnlpiOracleGetVarCounts (SCIP scip, SCIP_NLPIORACLE oracle, const int lincounts, const int nlcounts)

SCIP_Real	SCIPnlpiOracleGetObjectiveConstant (SCIP_NLPIORACLE *oracle)

SCIP_Real	SCIPnlpiOracleGetConstraintLhs (SCIP_NLPIORACLE *oracle, int considx)

SCIP_Real	SCIPnlpiOracleGetConstraintRhs (SCIP_NLPIORACLE *oracle, int considx)

char *	SCIPnlpiOracleGetConstraintName (SCIP_NLPIORACLE *oracle, int considx)

SCIP_Bool	SCIPnlpiOracleIsConstraintNonlinear (SCIP_NLPIORACLE *oracle, int considx)

SCIP_EXPRINTCAPABILITY	SCIPnlpiOracleGetEvalCapability (SCIP scip, SCIP_NLPIORACLE oracle)

SCIP_RETCODE	SCIPnlpiOracleEvalObjectiveValue (SCIP scip, SCIP_NLPIORACLE oracle, const SCIP_Real x, SCIP_Real objval)

SCIP_RETCODE	SCIPnlpiOracleEvalConstraintValue (SCIP scip, SCIP_NLPIORACLE oracle, int considx, const SCIP_Real x, SCIP_Real conval)

SCIP_RETCODE	SCIPnlpiOracleEvalConstraintValues (SCIP scip, SCIP_NLPIORACLE oracle, const SCIP_Real x, SCIP_Real convals)

SCIP_RETCODE	SCIPnlpiOracleEvalObjectiveGradient (SCIP scip, SCIP_NLPIORACLE oracle, const SCIP_Real x, SCIP_Bool isnewx, SCIP_Real objval, SCIP_Real *objgrad)

SCIP_RETCODE	SCIPnlpiOracleEvalConstraintGradient (SCIP scip, SCIP_NLPIORACLE oracle, const int considx, const SCIP_Real x, SCIP_Bool isnewx, SCIP_Real conval, SCIP_Real *congrad)

SCIP_RETCODE	SCIPnlpiOracleGetJacobianSparsity (SCIP scip, SCIP_NLPIORACLE oracle, const int offset, const int col)

SCIP_RETCODE	SCIPnlpiOracleEvalJacobian (SCIP scip, SCIP_NLPIORACLE oracle, const SCIP_Real x, SCIP_Bool isnewx, SCIP_Real convals, SCIP_Real *jacobi)

SCIP_RETCODE	SCIPnlpiOracleGetHessianLagSparsity (SCIP scip, SCIP_NLPIORACLE oracle, const int offset, const int col)

SCIP_RETCODE	SCIPnlpiOracleEvalHessianLag (SCIP scip, SCIP_NLPIORACLE oracle, const SCIP_Real x, SCIP_Bool isnewx_obj, SCIP_Bool isnewx_cons, SCIP_Real objfactor, const SCIP_Real lambda, SCIP_Real *hessian)

SCIP_RETCODE	SCIPnlpiOracleResetEvalTime (SCIP scip, SCIP_NLPIORACLE oracle)

SCIP_Real	SCIPnlpiOracleGetEvalTime (SCIP scip, SCIP_NLPIORACLE oracle)

SCIP_RETCODE	SCIPnlpiOraclePrintProblem (SCIP scip, SCIP_NLPIORACLE oracle, FILE *file)

SCIP_RETCODE	SCIPnlpiOraclePrintProblemGams (SCIP scip, SCIP_NLPIORACLE oracle, SCIP_Real initval, FILE file)

Typedef Documentation

◆ SCIP_NLPIORACLECONS

typedef struct SCIP_NlpiOracleCons SCIP_NLPIORACLECONS

Definition at line 61 of file nlpioracle.c.

Function Documentation

◆ ensureVarsSize()

static SCIP_RETCODE ensureVarsSize	(	SCIP *	scip,
		SCIP_NLPIORACLE *	oracle,
		int	minsize )

static

ensures that those arrays in oracle that store information on variables have at least a given length

Parameters

scip	SCIP data structure
oracle	NLPIORACLE data structure
minsize	minimal required size

Definition at line 102 of file nlpioracle.c.

References assert(), NULL, SCIP_CALL, SCIP_OKAY, SCIPcalcMemGrowSize(), SCIPreallocBlockMemoryArray, SCIP_NlpiOracle::varlbs, SCIP_NlpiOracle::varlincount, SCIP_NlpiOracle::varnames, SCIP_NlpiOracle::varnlcount, SCIP_NlpiOracle::varssize, and SCIP_NlpiOracle::varubs.

Referenced by SCIPnlpiOracleAddVars().

◆ ensureConssSize()

static SCIP_RETCODE ensureConssSize	(	SCIP *	scip,
		SCIP_NLPIORACLE *	oracle,
		int	minsize )

static

ensures that constraints array in oracle has at least a given length

Parameters

scip	SCIP data structure
oracle	NLPIORACLE data structure
minsize	minimal required size

Definition at line 135 of file nlpioracle.c.

References assert(), SCIP_NlpiOracle::conss, SCIP_NlpiOracle::consssize, NULL, SCIP_CALL, SCIP_OKAY, and SCIPensureBlockMemoryArray.

Referenced by SCIPnlpiOracleAddConstraints().

◆ ensureConsLinSize()

static SCIP_RETCODE ensureConsLinSize	(	SCIP *	scip,
		SCIP_NLPIORACLECONS *	cons,
		int	minsize )

static

ensures that arrays for linear part in a oracle constraints have at least a given length

Parameters

scip	SCIP data structure
cons	oracle constraint
minsize	minimal required size

Definition at line 151 of file nlpioracle.c.

References assert(), SCIP_NlpiOracleCons::lincoefs, SCIP_NlpiOracleCons::linidxs, SCIP_NlpiOracleCons::linsize, NULL, SCIP_CALL, SCIP_OKAY, SCIPcalcMemGrowSize(), and SCIPreallocBlockMemoryArray.

Referenced by SCIPnlpiOracleChgLinearCoefs().

◆ ensureIntArraySize()

static SCIP_RETCODE ensureIntArraySize	(	SCIP *	scip,
		int **	intarray,
		int *	len,
		int	minsize )

static

ensures that a given array of integers has at least a given length

Parameters

scip	SCIP data structure
intarray	array of integers
len	length of array (modified if reallocated)
minsize	minimal required array length

Definition at line 177 of file nlpioracle.c.

References assert(), NULL, SCIP_CALL, SCIP_OKAY, and SCIPensureBlockMemoryArray.

Referenced by hessLagSparsitySetNzFlagForExpr(), and SCIPnlpiOracleGetJacobianSparsity().

◆ invalidateJacobiSparsity()

static void invalidateJacobiSparsity	(	SCIP *	scip,
		SCIP_NLPIORACLE *	oracle )

static

Invalidates the sparsity pattern of the Jacobian. Should be called when constraints are added or deleted.

Parameters

scip	SCIP data structure
oracle	pointer to store NLPIORACLE data structure

Definition at line 197 of file nlpioracle.c.

References assert(), SCIP_NlpiOracle::jaccols, SCIP_NlpiOracle::jacoffsets, SCIP_NlpiOracle::nconss, NULL, SCIPdebugMessage, and SCIPfreeBlockMemoryArray.

Referenced by SCIPnlpiOracleAddConstraints(), SCIPnlpiOracleChgExpr(), SCIPnlpiOracleChgLinearCoefs(), SCIPnlpiOracleDelConsSet(), SCIPnlpiOracleDelVarSet(), and SCIPnlpiOracleFree().

◆ invalidateHessianLagSparsity()

static void invalidateHessianLagSparsity	(	SCIP *	scip,
		SCIP_NLPIORACLE *	oracle )

static

Invalidates the sparsity pattern of the Hessian of the Lagragian. Should be called when the objective is set or constraints are added or deleted.

Parameters

scip	SCIP data structure
oracle	pointer to store NLPIORACLE data structure

Definition at line 221 of file nlpioracle.c.

References assert(), SCIP_NlpiOracle::heslagcols, SCIP_NlpiOracle::heslagoffsets, NULL, SCIP_NlpiOracle::nvars, SCIPdebugMessage, and SCIPfreeBlockMemoryArray.

Referenced by SCIPnlpiOracleAddConstraints(), SCIPnlpiOracleAddVars(), SCIPnlpiOracleChgExpr(), SCIPnlpiOracleDelConsSet(), SCIPnlpiOracleDelVarSet(), SCIPnlpiOracleFree(), and SCIPnlpiOracleSetObjective().

◆ updateVariableCounts()

static SCIP_RETCODE updateVariableCounts	(	SCIP *	scip,
		SCIP_NLPIORACLE *	oracle,
		int	factor,
		int	nlinidxs,
		const int *	linidxs,
		SCIP_EXPR *	expr )

static

increases or decreases variable counts in oracle w.r.t. linear and nonlinear appearance

Parameters

scip	SCIP data structure
oracle	oracle data structure
factor	whether to add (factor=1) or remove (factor=-1) variable counts
nlinidxs	number of linear indices
linidxs	indices of variables in linear part
expr	expression

Definition at line 243 of file nlpioracle.c.

References assert(), FALSE, NULL, SCIP_CALL, SCIP_EXPRITER_DFS, SCIP_OKAY, SCIPcreateExpriter(), SCIPexpriterGetNext(), SCIPexpriterInit(), SCIPexpriterIsEnd(), SCIPfreeExpriter(), SCIPgetIndexExprVaridx(), SCIPisExprVaridx(), SCIP_NlpiOracle::varlincount, and SCIP_NlpiOracle::varnlcount.

Referenced by createConstraint(), freeConstraint(), SCIPnlpiOracleChgExpr(), SCIPnlpiOracleChgLinearCoefs(), and SCIPnlpiOracleDelConsSet().

◆ sortLinearCoefficients()

static void sortLinearCoefficients	(	int *	nidxs,
		int *	idxs,
		SCIP_Real *	coefs )

static

sorts a linear term, merges duplicate entries and removes entries with coefficient 0.0

Parameters

nidxs	number of variables
idxs	indices of variables
coefs	coefficients of variables

Definition at line 288 of file nlpioracle.c.

References assert(), NULL, SCIP_Real, and SCIPsortIntReal().

Referenced by createConstraint(), and SCIPnlpiOracleChgLinearCoefs().

◆ createConstraint()

static SCIP_RETCODE createConstraint	(	SCIP *	scip,
		SCIP_NLPIORACLE *	oracle,
		SCIP_NLPIORACLECONS **	cons,
		int	nlinidxs,
		const int *	linidxs,
		const SCIP_Real *	lincoefs,
		SCIP_EXPR *	expr,
		SCIP_Real	lhs,
		SCIP_Real	rhs,
		const char *	name )

static

creates a NLPI constraint from given constraint data

Parameters

scip	SCIP data structure
oracle	pointer to NLPIORACLE data structure
cons	buffer where to store pointer to constraint
nlinidxs	length of linear part
linidxs	indices of linear part, or NULL if nlinidxs == 0
lincoefs	coefficients of linear part, or NULL if nlinidxs == 0
expr	expression, or NULL
lhs	left-hand-side of constraint
rhs	right-hand-side of constraint
name	name of constraint, or NULL

Definition at line 337 of file nlpioracle.c.

References assert(), EPSEQ, EPSLE, SCIP_NlpiOracle::exprinterpreter, NULL, SCIP_CALL, SCIP_DEFAULT_EPSILON, SCIP_OKAY, SCIP_Real, SCIPallocClearBlockMemory, SCIPcaptureExpr(), SCIPduplicateBlockMemoryArray, SCIPexprintCompile(), sortLinearCoefficients(), and updateVariableCounts().

Referenced by SCIPnlpiOracleAddConstraints(), SCIPnlpiOracleCreate(), and SCIPnlpiOracleSetObjective().

◆ freeConstraint()

static SCIP_RETCODE freeConstraint	(	SCIP *	scip,
		SCIP_NLPIORACLE *	oracle,
		SCIP_NLPIORACLECONS **	cons,
		SCIP_Bool	updatevarcount )

static

frees a constraint

Parameters

scip	SCIP data structure
oracle	pointer to NLPIORACLE data structure
cons	pointer to constraint that should be freed
updatevarcount	whether the update variable counts (typically TRUE)

Definition at line 400 of file nlpioracle.c.

References assert(), SCIP_NlpiOracle::exprinterpreter, NULL, SCIP_Bool, SCIP_CALL, SCIP_OKAY, SCIPdebugMessage, SCIPexprintFreeData(), SCIPfreeBlockMemory, SCIPfreeBlockMemoryArrayNull, SCIPreleaseExpr(), and updateVariableCounts().

Referenced by freeConstraints(), SCIPnlpiOracleDelConsSet(), SCIPnlpiOracleFree(), and SCIPnlpiOracleSetObjective().

◆ freeConstraints()

static SCIP_RETCODE freeConstraints	(	SCIP *	scip,
		SCIP_NLPIORACLE *	oracle )

static

frees all constraints

Attention: This omits updating the variable counts in the oracle.

Parameters

scip	SCIP data structure
oracle	pointer to NLPIORACLE data structure

Definition at line 444 of file nlpioracle.c.

References assert(), SCIP_NlpiOracle::conss, SCIP_NlpiOracle::consssize, FALSE, freeConstraint(), i, SCIP_NlpiOracle::nconss, NULL, SCIP_CALL, SCIP_OKAY, SCIPdebugMessage, and SCIPfreeBlockMemoryArrayNull.

Referenced by SCIPnlpiOracleDelConsSet(), and SCIPnlpiOracleFree().

◆ moveVariable()

static SCIP_RETCODE moveVariable	(	SCIP *	scip,
		SCIP_NLPIORACLE *	oracle,
		int	fromidx,
		int	toidx )

static

moves one variable The place where it moves to need to be empty (all NULL) but allocated. Note that this function does not update the variable indices in the constraints!

Parameters

scip	SCIP data structure
oracle	pointer to store NLPIORACLE data structure
fromidx	index of variable to move
toidx	index of place where to move variable to

Definition at line 473 of file nlpioracle.c.

References assert(), NULL, nvars, SCIP_OKAY, SCIPdebugMessage, SCIPinfinity(), SCIP_NlpiOracle::varlbs, SCIP_NlpiOracle::varlincount, SCIP_NlpiOracle::varnames, SCIP_NlpiOracle::varnlcount, and SCIP_NlpiOracle::varubs.

Referenced by SCIPnlpiOracleDelVarSet().

◆ freeVariables()

static void freeVariables	(	SCIP *	scip,
		SCIP_NLPIORACLE *	oracle )

static

frees all variables

Parameters

scip	SCIP data structure
oracle	pointer to store NLPIORACLE data structure

Definition at line 512 of file nlpioracle.c.

References assert(), i, NULL, SCIP_NlpiOracle::nvars, SCIPdebugMessage, SCIPfreeBlockMemoryArray, SCIPfreeBlockMemoryArrayNull, SCIP_NlpiOracle::varlbs, SCIP_NlpiOracle::varlincount, SCIP_NlpiOracle::varnames, SCIP_NlpiOracle::varnlcount, SCIP_NlpiOracle::varssize, and SCIP_NlpiOracle::varubs.

Referenced by SCIPnlpiOracleDelVarSet(), and SCIPnlpiOracleFree().

◆ mapIndices()

static void mapIndices	(	int *	indexmap,
		int	nindices,
		int *	indices )

static

applies a mapping of indices to one array of indices

Parameters

indexmap	mapping from old variable indices to new indices
nindices	number of indices in indices1 and indices2
indices	array of indices to adjust

Definition at line 546 of file nlpioracle.c.

References assert(), and NULL.

Referenced by SCIPnlpiOracleDelVarSet().

◆ clearDeletedLinearElements()

static void clearDeletedLinearElements	(	int **	linidxs,
		SCIP_Real **	coefs,
		int *	nidxs )

static

removes entries with index -1 (marked as deleted) from array of linear elements assumes that array is sorted by index, i.e., all -1 are at the beginning

Parameters

linidxs	variable indices
coefs	variable coefficients
nidxs	number of indices

Definition at line 566 of file nlpioracle.c.

References assert(), i, NULL, SCIP_Real, and SCIPdebugMessage.

Referenced by SCIPnlpiOracleDelVarSet().

◆ evalFunctionValue()

static SCIP_RETCODE evalFunctionValue	(	SCIP *	scip,
		SCIP_NLPIORACLE *	oracle,
		SCIP_NLPIORACLECONS *	cons,
		const SCIP_Real *	x,
		SCIP_Real *	val )

static

computes the value of a function

Parameters

scip	SCIP data structure
oracle	pointer to NLPIORACLE data structure
cons	oracle constraint
x	the point where to evaluate
val	pointer to store function value

Definition at line 604 of file nlpioracle.c.

References ABS, assert(), SCIP_NlpiOracleCons::expr, SCIP_NlpiOracleCons::exprintdata, SCIP_NlpiOracle::exprinterpreter, SCIP_NlpiOracleCons::lincoefs, SCIP_NlpiOracleCons::linidxs, SCIP_NlpiOracleCons::nlinidxs, NULL, SCIP_NlpiOracle::nvars, SCIP_CALL, SCIP_OKAY, SCIP_Real, SCIPdebugMessage, SCIPexprintEval(), SCIPisFinite, SCIPisInfinity(), and x.

Referenced by SCIPnlpiOracleEvalConstraintValue(), SCIPnlpiOracleEvalConstraintValues(), and SCIPnlpiOracleEvalObjectiveValue().

◆ evalFunctionGradient()

static SCIP_RETCODE evalFunctionGradient	(	SCIP *	scip,
		SCIP_NLPIORACLE *	oracle,
		SCIP_NLPIORACLECONS *	cons,
		const SCIP_Real *	x,
		SCIP_Bool	isnewx,
		SCIP_Real *RESTRICT	val,
		SCIP_Real *RESTRICT	grad )

static

computes the value and gradient of a function

Returns: SCIP_INVALIDDATA, if the function or its gradient could not be evaluated (domain error, etc.)

Parameters

scip	SCIP data structure
oracle	pointer to NLPIORACLE data structure
cons	oracle constraint
x	the point where to evaluate
isnewx	has the point x changed since the last call to some evaluation function?
val	pointer to store function value
grad	pointer to store function gradient

Definition at line 657 of file nlpioracle.c.

References ABS, assert(), BMSclearMemoryArray, SCIP_NlpiOracleCons::expr, SCIP_NlpiOracleCons::exprintdata, SCIP_NlpiOracle::exprinterpreter, i, SCIP_NlpiOracleCons::lincoefs, SCIP_NlpiOracleCons::linidxs, SCIP_NlpiOracleCons::nlinidxs, NULL, SCIP_NlpiOracle::nvars, RESTRICT, SCIP_Bool, SCIP_CALL, SCIP_INVALIDDATA, SCIP_OKAY, SCIP_Real, SCIPdebug, SCIPdebugMessage, SCIPdebugMsg, SCIPexprintGrad(), SCIPisFinite, SCIPisInfinity(), and x.

Referenced by SCIPnlpiOracleEvalConstraintGradient(), and SCIPnlpiOracleEvalObjectiveGradient().

◆ hessLagSparsitySetNzFlagForExpr()

static SCIP_RETCODE hessLagSparsitySetNzFlagForExpr	(	SCIP *	scip,
		SCIP_NLPIORACLE *	oracle,
		int **	colnz,
		int *	collen,
		int *	colnnz,
		int *	nzcount,
		SCIP_EXPR *	expr,
		SCIP_EXPRINTDATA *	exprintdata,
		int	dim )

static

collects indices of nonzero entries in the lower-left part of the hessian matrix of an expression adds the indices to a given set of indices, avoiding duplicates

Parameters

scip	SCIP data structure
oracle	NLPI oracle
colnz	indices of nonzero entries for each column
collen	space allocated to store indices of nonzeros for each column
colnnz	number of nonzero entries for each column
nzcount	counter for total number of nonzeros; should be increased when nzflag is set to 1 the first time
expr	expression
exprintdata	expression interpreter data for expression
dim	dimension of matrix

Definition at line 731 of file nlpioracle.c.

References assert(), ensureIntArraySize(), SCIP_NlpiOracle::exprinterpreter, i, NULL, nvars, SCIP_NlpiOracle::nvars, SCIP_CALL, SCIP_OKAY, SCIP_Real, SCIPallocBufferArray, SCIPdebugMessage, SCIPexprintHessianSparsity(), SCIPfreeBufferArray, SCIPsortedvecFindInt(), SCIPsortedvecInsertInt(), and x.

Referenced by SCIPnlpiOracleGetHessianLagSparsity().

◆ hessLagAddExpr()

static SCIP_RETCODE hessLagAddExpr	(	SCIP *	scip,
		SCIP_NLPIORACLE *	oracle,
		SCIP_Real	weight,
		const SCIP_Real *	x,
		SCIP_Bool	new_x,
		SCIP_EXPR *	expr,
		SCIP_EXPRINTDATA *	exprintdata,
		int *	hesoffset,
		int *	hescol,
		SCIP_Real *	values )

static

adds hessian of an expression into hessian structure

Parameters

scip	SCIP data structure
oracle	oracle
weight	weight of quadratic part
x	point for which hessian should be returned
new_x	whether point has been evaluated before
expr	expression
exprintdata	expression interpreter data for expression
hesoffset	row offsets in sparse matrix that is to be filled
hescol	column indices in sparse matrix that is to be filled
values	buffer for values of sparse matrix that is to be filled

Definition at line 791 of file nlpioracle.c.

References assert(), SCIP_NlpiOracle::exprinterpreter, FALSE, h, i, NULL, SCIP_Bool, SCIP_CALL, SCIP_ERROR, SCIP_INVALIDDATA, SCIP_OKAY, SCIP_Real, SCIPdebugMessage, SCIPerrorMessage, SCIPexprintHessian(), SCIPisFinite, SCIPsortedvecFindInt(), and x.

Referenced by SCIPnlpiOracleEvalHessianLag().

◆ printName()

static void printName	(	char *	buffer,
		char *	name,
		int	idx,
		char	prefix,
		const char *	suffix,
		SCIP_Bool	longnames )

static

prints a name, if available, makes sure it has not more than 64 characters, and adds a unique prefix if the longnames flag is set

Parameters

buffer	buffer to print to, has to be not NULL and should be at least 65 bytes
name	name, or NULL
idx	index of var or cons which the name corresponds to
prefix	a letter (typically 'x' or 'e') to distinguish variable and equation names, if names[idx] is not available
suffix	a suffer to add to the name, or NULL
longnames	whether prefixes for long names should be added

Definition at line 858 of file nlpioracle.c.

References assert(), NULL, SCIP_Bool, and SCIPsnprintf().

Referenced by printFunction(), and SCIPnlpiOraclePrintProblemGams().

◆ printFunction()

static SCIP_RETCODE printFunction	(	SCIP *	scip,
		SCIP_NLPIORACLE *	oracle,
		FILE *	file,
		SCIP_NLPIORACLECONS *	cons,
		SCIP_Bool	longvarnames )

static

prints a function

Parameters

scip	SCIP data structure
oracle	pointer to NLPIORACLE data structure
file	file to print to, has to be not NULL
cons	constraint which function to print
longvarnames	whether variable names need to be shorten to 64 characters

Definition at line 893 of file nlpioracle.c.

References assert(), SCIP_NlpiOracleCons::expr, i, SCIP_NlpiOracleCons::lincoefs, SCIP_NlpiOracleCons::linidxs, SCIP_NlpiOracleCons::nlinidxs, NULL, printName(), SCIP_Bool, SCIP_CALL, SCIP_OKAY, SCIPdebugMessage, SCIPinfoMessage(), SCIPprintExpr(), and SCIP_NlpiOracle::varnames.

Referenced by SCIPnlpiOraclePrintProblem(), and SCIPnlpiOraclePrintProblemGams().

◆ exprIsNonSmooth()

static SCIP_RETCODE exprIsNonSmooth	(	SCIP *	scip,
		SCIP_EXPR *	expr,
		SCIP_Bool *	nonsmooth )

static

returns whether an expression contains nonsmooth operands (min, max, abs, ...)

Parameters

scip	SCIP data structure
expr	expression
nonsmooth	buffer to store whether expression seems nonsmooth

Definition at line 930 of file nlpioracle.c.

References assert(), FALSE, NULL, SCIP_Bool, SCIP_CALL, SCIP_EXPRITER_DFS, SCIP_OKAY, SCIPcreateExpriter(), SCIPexprGetHdlr(), SCIPexprhdlrGetName(), SCIPexpriterGetNext(), SCIPexpriterInit(), SCIPexpriterIsEnd(), SCIPfreeExpriter(), SCIPisExprSignpower(), and TRUE.

Referenced by SCIPnlpiOraclePrintProblemGams().

Detailed Description

Data Structures

Functions

Typedef Documentation

◆ SCIP_NLPIORACLECONS

Function Documentation

◆ ensureVarsSize()

◆ ensureConssSize()

◆ ensureConsLinSize()

◆ ensureIntArraySize()

◆ invalidateJacobiSparsity()

◆ invalidateHessianLagSparsity()

◆ updateVariableCounts()

◆ sortLinearCoefficients()

◆ createConstraint()

◆ freeConstraint()

◆ freeConstraints()

◆ moveVariable()

◆ freeVariables()

◆ mapIndices()

◆ clearDeletedLinearElements()

◆ evalFunctionValue()

◆ evalFunctionGradient()

◆ hessLagSparsitySetNzFlagForExpr()

◆ hessLagAddExpr()

◆ printName()

◆ printFunction()

◆ exprIsNonSmooth()