53#include "tinycthread/tinycthread.h"
56#if defined(_WIN32) || defined(_WIN64)
57#define snprintf _snprintf
60#if ( MSK_VERSION_MAJOR < 7 )
61#error "The MOSEK interface only works for MOSEK versions 7.0.0.0 and newer"
64#define scipmskobjsen MSKobjsensee
65#define SENSE2MOSEK(objsen) (((objsen)==SCIP_OBJSEN_MINIMIZE)?(MSK_OBJECTIVE_SENSE_MINIMIZE):(MSK_OBJECTIVE_SENSE_MAXIMIZE))
69#define MOSEK_CALL(x) do \
71 MSKrescodee _restat_; \
73 if( (_restat_) != MSK_RES_OK && (_restat_ ) != MSK_RES_TRM_MAX_NUM_SETBACKS ) \
75 SCIPerrorMessage("LP Error: MOSEK returned %d.\n", (int)_restat_); \
76 return SCIP_LPERROR; \
82#define SCIP_ABORT_FALSE(x) do \
84 SCIP_RETCODE _restat_; \
85 if( (_restat_ = (x)) != SCIP_OKAY ) \
87 SCIPerrorMessage("LP Error: MOSEK returned %d.\n", (int)_restat_); \
94#define IS_POSINF(x) ((x) >= MSK_INFINITY)
95#define IS_NEGINF(x) ((x) <= -MSK_INFINITY)
96#define MOSEK_relDiff(val1, val2) ( ((val1)-(val2))/(MAX3(1.0,REALABS(val1),REALABS(val2))) )
99 #if defined(_Thread_local)
102 static _Thread_local
int numlp = 0;
103 #define SCIP_REUSEENV
109 #define SCIP_REUSEENV
112#if MSK_VERSION_MAJOR >= 9
113#define NEAR_REL_TOLERANCE 1.0
115#define DEBUG_PRINT_STAT 0
116#define DEBUG_PARAM_SETTING 0
117#define DEBUG_CHECK_DATA 0
118#define DEBUG_EASY_REPRODUCE 0
119#define DEBUG_DO_INTPNT_FEAS_CHECK 0
120#define DEBUG_CHECK_STATE_TOL 1e-5
122#define SHOW_RELATIVE_OPTIMAL_GAP 0
123#define ASSERT_ON_NUMERICAL_TROUBLES 0
124#define ASSERT_ON_WARNING 0
125#define FORCE_MOSEK_LOG 0
126#define FORCE_MOSEK_SUMMARY 0
127#define FORCE_NO_MAXITER 0
128#define SETBACK_LIMIT 250
129#define STRONGBRANCH_PRICING MSK_SIM_SELECTION_SE
130#define SUPRESS_NAME_ERROR 1
132#define WRITE_PRIMAL 0
133#define WRITE_INTPNT 0
134#if WRITE_DUAL > 0 || WRITE_PRIMAL > 0 || WRITE_INTPNT > 0 || FORCE_MOSEK_LOG > 0 || FORCE_MOSEK_SUMMARY > 0
137#define DEGEN_LEVEL MSK_SIM_DEGEN_FREE
138#define ALWAYS_SOLVE_PRIMAL_FORM 1
139#if DEBUG_PRINT_STAT > 0
140static int numstrongbranchmaxiterup = 0;
141static int numstrongbranchmaxiterdo = 0;
142static int numprimalmaxiter = 0;
143static int numdualmaxiter = 0;
144static int numstrongbranchobjup = 0;
145static int numstrongbranchobjdo = 0;
146static int numprimalobj = 0;
147static int numdualobj = 0;
150#if DEBUG_PRINT_STAT > 0
151static int numstrongbranchmaxiterup = 0;
152static int numstrongbranchmaxiterdo = 0;
153static int numprimalmaxiter = 0;
154static int numdualmaxiter = 0;
155static int numstrongbranchobjup = 0;
156static int numstrongbranchobjdo = 0;
157static int numprimalobj = 0;
158static int numdualobj = 0;
198#define COLS_PER_PACKET SCIP_DUALPACKETSIZE
200#define ROWS_PER_PACKET SCIP_DUALPACKETSIZE
225 MSKsoltypee whichsol,
234 res = MSK_getprosta(task, whichsol, prosta);
235 if ( res != MSK_RES_OK )
240 res = MSK_getsolsta(task, whichsol, solsta);
241 if ( res != MSK_RES_OK )
269 MSKuserhandle_t handle,
273#if SUPRESS_NAME_ERROR
275 (void) snprintf(errstr, 32,
"MOSEK Error %d", MSK_RES_ERR_DUP_NAME);
276 if (0 == strncmp(errstr, str, strlen(errstr)))
280 if ( handle ==
NULL )
281 printf(
"MOSEK: %s", str);
286#if DEBUG_CHECK_DATA > 0
291 const char* functionname
311 MOSEK_CALL( MSK_solutiondef(lpi->
task, MSK_SOL_BAS, &gotbasicsol) );
334 for(
i = 0;
i < numvar;
i++ )
339 for(
i = 0;
i < numcon;
i++ )
344 for(
i = 0;
i < numcon; ++
i )
348 if( ( tskc[
i] == MSK_SK_FIX && tbkc[
i] != MSK_BK_FX ) ||
349 ( tskc[
i] == MSK_SK_LOW && !(tbkc[
i] == MSK_BK_FX || tbkc[
i] == MSK_BK_LO || tbkc[
i] == MSK_BK_RA ) ) ||
350 ( tskc[
i] == MSK_SK_UPR && !(tbkc[
i] == MSK_BK_FX || tbkc[
i] == MSK_BK_UP || tbkc[
i] == MSK_BK_RA ) ) )
352 SCIPerrorMessage(
"STATUS KEY ERROR i %d bkc %d skc %d %s\n",
i, tbkc[
i], tskc[
i], functionname);
356 if( tbkc[
i] == MSK_BK_LO || tbkc[
i] == MSK_BK_FX || tbkc[
i] == MSK_BK_RA )
364 if( tbkc[
i] == MSK_BK_UP || tbkc[
i] == MSK_BK_FX || tbkc[
i] == MSK_BK_RA )
373 for(
i = 0;
i < numvar; ++
i )
375 if( tbkx[
i] == MSK_BK_LO || tbkx[
i] == MSK_BK_FX || tbkx[
i] == MSK_BK_RA )
383 if( tbkx[
i] == MSK_BK_UP || tbkx[
i] == MSK_BK_FX || tbkx[
i] == MSK_BK_RA )
489 for(
i = 0;
i < n;
i++ )
510 else if (lb[
i] == ub[
i])
541 for(
i = 0;
i < n-1;
i++)
548 assert(aptre[n-1] >= beg[n-1]);
552 for(
i = 0;
i < n;
i++ )
573 for(
i = first;
i <= last;
i++ )
597 for(
i = 0;
i < n;
i++ )
613 for(
i = 0;
i < n;
i++ )
633 for(
i = 0;
i < len;
i++ )
753#define STR_HELPER(x) #x
754#define STR(x) STR_HELPER(x)
756#if MSK_VERSION_MAJOR < 9
757 #define mskname "MOSEK " STR(MSK_VERSION_MAJOR) "." STR(MSK_VERSION_MINOR) "." STR(MSK_VERSION_BUILD) "." STR(MSK_VERSION_REVISION)
759 #define mskname "MOSEK " STR(MSK_VERSION_MAJOR) "." STR(MSK_VERSION_MINOR) "." STR(MSK_VERSION_REVISION)
778 return "Linear Programming Solver developed by MOSEK Optimization Software (www.mosek.com)";
790 return (
void*) lpi->
task;
804 SCIPerrorMessage(
"SCIPlpiSetIntegralityInformation() has not been implemented yet.\n");
863#if MSK_VERSION_MAJOR < 8
868 (*lpi)->lpid =
numlp++;
871 (*lpi)->numlp = &
numlp;
877 MOSEK_CALL( MSK_linkfunctoenvstream((*lpi)->mosekenv, MSK_STREAM_LOG, (MSKuserhandle_t) messagehdlr,
printstr) );
878#if MSK_VERSION_MAJOR < 8
883 MOSEK_CALL( MSK_makeemptytask((*lpi)->mosekenv, &((*lpi)->task)) );
885 MOSEK_CALL( MSK_linkfunctotaskstream((*lpi)->task, MSK_STREAM_LOG, (MSKuserhandle_t) messagehdlr,
printstr) );
889 MOSEK_CALL( MSK_putintparam((*lpi)->task, MSK_IPAR_OPTIMIZER, MSK_OPTIMIZER_FREE_SIMPLEX) );
891 MOSEK_CALL( MSK_putintparam((*lpi)->task, MSK_IPAR_SIM_SWITCH_OPTIMIZER, MSK_ON) );
892 MOSEK_CALL( MSK_puttaskname((*lpi)->task, (
char*) name) );
893 MOSEK_CALL( MSK_putobjname((*lpi)->task,
"obj") );
896 MOSEK_CALL( MSK_putdouparam((*lpi)->task, MSK_DPAR_DATA_TOL_AIJ_HUGE, MSK_INFINITY * 2));
897 MOSEK_CALL( MSK_putdouparam((*lpi)->task, MSK_DPAR_DATA_TOL_C_HUGE, MSK_INFINITY));
900 MOSEK_CALL( MSK_putdouparam((*lpi)->task, MSK_DPAR_DATA_TOL_AIJ_LARGE, MSK_INFINITY * 2));
901 MOSEK_CALL( MSK_putdouparam((*lpi)->task, MSK_DPAR_DATA_TOL_CJ_LARGE, MSK_INFINITY));
904 MOSEK_CALL( MSK_putdouparam((*lpi)->task, MSK_DPAR_DATA_TOL_BOUND_WRN, MSK_INFINITY));
906 (*lpi)->termcode = MSK_RES_OK;
907 (*lpi)->itercount = 0;
910 (*lpi)->lastalgo = MSK_OPTIMIZER_FREE;
915 (*lpi)->aptre =
NULL;
920 (*lpi)->aptresize = 0;
921 (*lpi)->lastsolvetype = (MSKsoltypee) -1;
922 (*lpi)->lpinfo =
FALSE;
923 (*lpi)->restrictselectdef = 50;
924 (*lpi)->fromscratch =
FALSE;
925 (*lpi)->clearstate =
FALSE;
926 (*lpi)->messagehdlr = messagehdlr;
930 MOSEK_CALL( MSK_putintparam((*lpi)->task, MSK_IPAR_LOG, MSK_OFF) );
931 MOSEK_CALL( MSK_putintparam((*lpi)->task, MSK_IPAR_LOG_SIM, MSK_OFF) );
956 assert(*(*lpi)->numlp > 0);
959 if( *(*lpi)->numlp == 0 )
962 MOSEK_CALL( MSK_deleteenv((*lpi)->reusemosekenv) );
963 *(*lpi)->reusemosekenv =
NULL;
966 MOSEK_CALL( MSK_deleteenv(&(*lpi)->mosekenv) );
1001 for( j = 0; j < nnonz; j++ )
1022#if DEBUG_CHECK_DATA > 0
1023 SCIP_CALL( scip_checkdata(lpi,
"SCIPlpiLoadColLP") );
1041 MOSEK_CALL( MSK_inputdata(lpi->
task, nrows, ncols, nrows, ncols,
obj, 0.0, beg, lpi->
aptre, ind, val,
1042 lpi->
bkc, lhs, rhs, lpi->
bkx, lb, ub) );
1046 if( colnames !=
NULL )
1050 for(
c = 0;
c < ncols;
c++ )
1056 if( rownames !=
NULL )
1060 for(
r = 0;
r < nrows;
r++ )
1066#if DEBUG_CHECK_DATA > 0
1067 SCIP_CALL( scip_checkdata(lpi,
"SCIPlpiLoadColLP") );
1087#if MSK_VERSION_MAJOR < 7
1109#if DEBUG_CHECK_DATA > 0
1110 SCIP_CALL( scip_checkdata(lpi,
"SCIPlpiAddCols") );
1123 MOSEK_CALL( MSK_putvarboundslice(lpi->
task, oldcols, oldcols+ncols, lpi->
bkx, lb, ub) );
1133 for (j = 0; j < nnonz; ++j)
1135 assert( 0 <= ind[j] && ind[j] < nrows );
1142 MOSEK_CALL( MSK_putacolslice(lpi->
task, oldcols, oldcols+ncols, beg, lpi->
aptre, ind, val) );
1145 if( colnames !=
NULL )
1149 for(
c = 0;
c < ncols;
c++ )
1155#if DEBUG_CHECK_DATA > 0
1156 SCIP_CALL( scip_checkdata(lpi,
"SCIPlpiAddCols") );
1179#if DEBUG_CHECK_DATA > 0
1180 SCIP_CALL( scip_checkdata(lpi,
"SCIPlpiDelCols") );
1185 MOSEK_CALL( MSK_removevars(lpi->
task, lastcol-firstcol+1, sub) );
1189#if DEBUG_CHECK_DATA > 0
1190 SCIP_CALL( scip_checkdata(lpi,
"SCIPlpiDelCols") );
1219#if DEBUG_CHECK_DATA > 0
1220 SCIP_CALL( scip_checkdata(lpi,
"SCIPlpiDelColset") );
1228 for(
i = 0;
i < ncols;
i++)
1248#if DEBUG_CHECK_DATA > 0
1249 SCIP_CALL( scip_checkdata(lpi,
"SCIPlpiDelColset") );
1281#if DEBUG_CHECK_DATA > 0
1282 SCIP_CALL( scip_checkdata(lpi,
"SCIPlpiAddRows") );
1295 MOSEK_CALL( MSK_putconboundslice(lpi->
task, oldrows, oldrows+nrows, lpi->
bkc, lhs, rhs) );
1305 for (j = 0; j < nnonz; ++j)
1308 assert( 0 <= ind[j] && ind[j] < ncols );
1314 MOSEK_CALL( MSK_putarowslice(lpi->
task, oldrows, oldrows+nrows, beg, lpi->
aptre, ind, val) );
1317 if( rownames !=
NULL )
1321 for(
r = 0;
r < nrows;
r++ )
1327#if DEBUG_CHECK_DATA > 0
1328 SCIP_CALL( scip_checkdata(lpi,
"SCIPlpiAddRows") );
1351#if DEBUG_CHECK_DATA > 0
1352 SCIP_CALL( scip_checkdata(lpi,
"SCIPlpiDelRows") );
1359 MOSEK_CALL( MSK_removecons(lpi->
task, lastrow-firstrow+1, sub) );
1363#if DEBUG_CHECK_DATA > 0
1364 SCIP_CALL( scip_checkdata(lpi,
"SCIPlpiDelRows") );
1392#if DEBUG_CHECK_DATA > 0
1393 SCIP_CALL( scip_checkdata(lpi,
"SCIPlpiDelRowset") );
1402 for(
i = 0;
i < nrows;
i++ )
1422#if DEBUG_CHECK_DATA > 0
1423 SCIP_CALL( scip_checkdata(lpi,
"SCIPlpiDelRowset end") );
1476#if DEBUG_CHECK_DATA > 0
1477 SCIP_CALL( scip_checkdata(lpi,
"SCIPlpiChgBounds") );
1482 for (
i = 0;
i < ncols; ++
i)
1486 SCIPerrorMessage(
"LP Error: fixing lower bound for variable %d to infinity.\n", ind[
i]);
1491 SCIPerrorMessage(
"LP Error: fixing upper bound for variable %d to -infinity.\n", ind[
i]);
1499#if MSK_VERSION_MAJOR < 9
1500 MOSEK_CALL( MSK_putboundlist(lpi->
task, MSK_ACC_VAR, ncols, ind, lpi->
bkx, lb, ub) );
1505#if DEBUG_CHECK_DATA > 0
1506 SCIP_CALL( scip_checkdata(lpi,
"SCIPlpiChgBounds") );
1533#if DEBUG_CHECK_DATA > 0
1534 SCIP_CALL( scip_checkdata(lpi,
"SCIPlpiChgSides") );
1540#if MSK_VERSION_MAJOR < 9
1541 MOSEK_CALL( MSK_putboundlist(lpi->
task, MSK_ACC_CON, nrows, ind, lpi->
bkc, lhs, rhs) );
1546#if DEBUG_CHECK_DATA > 0
1547 SCIP_CALL( scip_checkdata(lpi,
"SCIPlpiChgSides") );
1569#if DEBUG_CHECK_DATA > 0
1570 SCIP_CALL( scip_checkdata(lpi,
"SCIPlpiChgCoef") );
1575#if DEBUG_CHECK_DATA > 0
1576 SCIP_CALL( scip_checkdata(lpi,
"SCIPlpiChgCoef") );
1619#if DEBUG_CHECK_DATA > 0
1620 SCIP_CALL( scip_checkdata(lpi,
"SCIPlpiChgObj") );
1625#if DEBUG_CHECK_DATA > 0
1626 SCIP_CALL( scip_checkdata(lpi,
"SCIPlpiChgObj") );
1654#if DEBUG_CHECK_DATA > 0
1655 SCIP_CALL( scip_checkdata(lpi,
"SCIPlpiScaleRow") );
1675#if MSK_VERSION_MAJOR < 9
1676 MOSEK_CALL( MSK_getbound(lpi->
task, MSK_ACC_CON, row, &bkc, &blc, &buc) );
1678 MOSEK_CALL( MSK_putbound(lpi->
task, MSK_ACC_CON, row, bkc, blc, buc) );
1685#if DEBUG_CHECK_DATA > 0
1686 SCIP_CALL( scip_checkdata(lpi,
"SCIPlpiScaleRow") );
1715#if DEBUG_CHECK_DATA > 0
1716 SCIP_CALL( scip_checkdata(lpi,
"SCIPlpiScaleCol") );
1735#if MSK_VERSION_MAJOR < 9
1736 MOSEK_CALL( MSK_getbound(lpi->
task, MSK_ACC_VAR, col, &bkx, &blx, &bux) );
1738 MOSEK_CALL( MSK_putbound(lpi->
task, MSK_ACC_VAR, col, bkx, blx, bux) );
1748#if DEBUG_CHECK_DATA > 0
1749 SCIP_CALL( scip_checkdata(lpi,
"SCIPlpiScaleCol") );
1835#if DEBUG_CHECK_DATA > 0
1836 SCIP_CALL( scip_checkdata(lpi,
"getASlice") );
1841#if MSK_VERSION_MAJOR <= 9
1851#if MSK_VERSION_MAJOR < 9
1852 MOSEK_CALL( MSK_getaslicenumnz(lpi->
task, iscon ? MSK_ACC_CON : MSK_ACC_VAR, first, last+1, nnonz) );
1854 MOSEK_CALL( MSK_getaslice(lpi->
task, iscon ? MSK_ACC_CON : MSK_ACC_VAR, first, last+1, *nnonz, &surplus, beg, lpi->
aptre, ind, val) );
1859 MOSEK_CALL( MSK_getarowslicenumnz(lpi->
task, first, last+1, nnonz) );
1860#if MSK_VERSION_MAJOR == 9
1862 MOSEK_CALL( MSK_getarowslice(lpi->
task, first, last+1, *nnonz, &surplus, beg, lpi->
aptre, ind, val) );
1865 MOSEK_CALL( MSK_getarowslice(lpi->
task, first, last+1, *nnonz, beg, lpi->
aptre, ind, val) );
1870 MOSEK_CALL( MSK_getacolslicenumnz(lpi->
task, first, last+1, nnonz) );
1871#if MSK_VERSION_MAJOR == 9
1873 MOSEK_CALL( MSK_getacolslice(lpi->
task, first, last+1, *nnonz, &surplus, beg, lpi->
aptre, ind, val) );
1876 MOSEK_CALL( MSK_getacolslice(lpi->
task, first, last+1, *nnonz, beg, lpi->
aptre, ind, val) );
1882#if DEBUG_CHECK_DATA > 0
1883 SCIP_CALL( scip_checkdata(lpi,
"getASlice") );
1915 assert(0 <= firstcol && firstcol <= lastcol && lastcol < ncols);
1953 assert(0 <= firstrow && firstrow <= lastrow && lastrow < nrows);
1959#if DEBUG_CHECK_DATA > 0
1960 SCIP_CALL( scip_checkdata(lpi,
"SCIPlpiGetRows") );
1966#if DEBUG_CHECK_DATA > 0
1967 SCIP_CALL( scip_checkdata(lpi,
"SCIPlpiGetRows") );
1980 int namestoragesize,
1987 assert(0 <= firstcol && firstcol <= lastcol);
1988 assert(colnames !=
NULL || namestoragesize == 0);
1989 assert(namestorage !=
NULL || namestoragesize == 0);
1990 assert(namestoragesize >= 0);
2005 int namestoragesize,
2012 assert(0 <= firstrow && firstrow <= lastrow);
2013 assert(rownames !=
NULL || namestoragesize == 0);
2014 assert(namestorage !=
NULL || namestoragesize == 0);
2015 assert(namestoragesize >= 0);
2029 MSKobjsensee mskobjsen;
2055 assert(firstcol <= lastcol);
2060 MOSEK_CALL( MSK_getcslice(lpi->
task, firstcol, lastcol+1, vals) );
2077 assert(firstcol <= lastcol);
2081#if DEBUG_CHECK_DATA > 0
2082 SCIP_CALL( scip_checkdata(lpi,
"SCIPlpiGetBounds") );
2085#if MSK_VERSION_MAJOR < 9
2086 MOSEK_CALL( MSK_getboundslice(lpi->
task, MSK_ACC_VAR, firstcol, lastcol+1,
NULL, lbs, ubs) );
2106 assert(firstrow <= lastrow);
2110#if DEBUG_CHECK_DATA > 0
2111 SCIP_CALL( scip_checkdata(lpi,
"SCIPlpiGetSides") );
2114#if MSK_VERSION_MAJOR < 9
2115 MOSEK_CALL( MSK_getboundslice(lpi->
task, MSK_ACC_CON, firstrow, lastrow+1,
NULL, lhss, rhss) );
2117 MOSEK_CALL( MSK_getconboundslice(lpi->
task, firstrow, lastrow+1,
NULL, lhss, rhss) );
2120#if DEBUG_CHECK_DATA > 0
2121 SCIP_CALL( scip_checkdata(lpi,
"SCIPlpiGetSides") );
2142#if DEBUG_CHECK_DATA > 0
2143 SCIP_CALL( scip_checkdata(lpi,
"SCIPlpiGetCoef") );
2148#if DEBUG_CHECK_DATA > 0
2149 SCIP_CALL( scip_checkdata(lpi,
"SCIPlpiGetCoef") );
2181 MSKrescodee* termcode,
2187#if ASSERT_ON_NUMERICAL_TROUBLES > 0
2188 if ( res == MSK_RES_TRM_MAX_NUM_SETBACKS || res == MSK_RES_TRM_NUMERICAL_PROBLEM )
2199 if ( res == MSK_RES_TRM_MAX_ITERATIONS || res == MSK_RES_TRM_MAX_TIME
2200 || res == MSK_RES_TRM_OBJECTIVE_RANGE || res == MSK_RES_TRM_STALL )
2206 *termcode = MSK_RES_OK;
2217 int itercount_primal;
2235 MOSEK_CALL( MSK_getintparam(lpi->
task, MSK_IPAR_SIM_MAX_ITERATIONS, &maxiter) );
2238#if DEBUG_EASY_REPRODUCE
2239 MOSEK_CALL( MSK_putintparam(lpi->
task, MSK_IPAR_AUTO_SORT_A_BEFORE_OPT, MSK_ON) );
2240 MOSEK_CALL( MSK_putintparam(lpi->
task, MSK_IPAR_SIM_HOTSTART_LU, MSK_OFF) );
2242 MOSEK_CALL( MSK_putintparam(lpi->
task, MSK_IPAR_SIM_HOTSTART_LU, MSK_ON) );
2245 MOSEK_CALL( MSK_putintparam(lpi->
task, MSK_IPAR_AUTO_UPDATE_SOL_INFO, MSK_OFF) );
2251 MOSEK_CALL( MSK_putintparam(lpi->
task, MSK_IPAR_LOG_SIM_FREQ, 1) );
2259 MOSEK_CALL( MSK_solutiondef(lpi->
task, MSK_SOL_BAS, &gotbasicsol) );
2263 MOSEK_CALL( MSK_putintparam(lpi->
task, MSK_IPAR_PRESOLVE_USE, MSK_PRESOLVE_MODE_OFF) );
2267 MOSEK_CALL( MSK_putintparam(lpi->
task, MSK_IPAR_PRESOLVE_USE, MSK_PRESOLVE_MODE_ON) );
2270#if ALWAYS_SOLVE_PRIMAL_FORM > 0
2272 MOSEK_CALL( MSK_putintparam(lpi->
task, MSK_IPAR_SIM_SOLVE_FORM, MSK_SOLVE_PRIMAL) );
2275#if DEBUG_CHECK_DATA > 0
2276 SCIP_CALL( scip_checkdata(lpi,
"SolveWSimplex") );
2279 if( gotbasicsol && maxiter < 20000 )
2282 MOSEK_CALL( MSK_putintparam(lpi->
task, MSK_IPAR_SIM_DUAL_RESTRICT_SELECTION, 0) );
2283 MOSEK_CALL( MSK_putintparam(lpi->
task, MSK_IPAR_SIM_PRIMAL_RESTRICT_SELECTION, 0) );
2292#if FORCE_NO_MAXITER > 0
2293 MOSEK_CALL( MSK_putintparam(lpi->
task, MSK_IPAR_SIM_MAX_ITERATIONS, 2000000000) );
2296#if DEBUG_CHECK_DATA > 0
2297 SCIP_CALL( scip_checkdata(lpi,
"Begin optimize with simplex") );
2300#if FORCE_MOSEK_SUMMARY > 1
2310#if MSK_VERSION_MAJOR < 10
2312 if( lpi->
termcode == MSK_RES_TRM_MAX_NUM_SETBACKS )
2316 MOSEK_CALL( MSK_getintparam(lpi->
task, MSK_IPAR_SIM_SCALING, &scaling) );
2317 MOSEK_CALL( MSK_putintparam(lpi->
task, MSK_IPAR_SIM_SCALING, MSK_SCALING_AGGRESSIVE) );
2319 MOSEK_CALL( MSK_putintparam(lpi->
task, MSK_IPAR_SIM_SCALING, scaling) );
2323#if FORCE_MOSEK_SUMMARY
2335#if DEBUG_CHECK_DATA > 0
2336 SCIP_CALL( scip_checkdata(lpi,
"End optimize with simplex") );
2341 MOSEK_CALL( MSK_putintparam(lpi->
task, MSK_IPAR_SIM_MAX_ITERATIONS, maxiter) );
2344 MOSEK_CALL( MSK_getintinf(lpi->
task, MSK_IINF_SIM_PRIMAL_ITER, &itercount_primal) );
2345 MOSEK_CALL( MSK_getintinf(lpi->
task, MSK_IINF_SIM_DUAL_ITER, &itercount_dual) );
2347 lpi->
itercount = itercount_primal + itercount_dual;
2355 SCIPdebugMessage(
"maxiter = %d, termcode = %d, prosta = %d, solsta = %d, objval = %g : %g, iter = %d+%d\n",
2356 maxiter, lpi->
termcode, prosta, solsta, pobj, dobj, itercount_primal, itercount_dual);
2360 case MSK_SOL_STA_OPTIMAL:
2361 case MSK_SOL_STA_PRIM_AND_DUAL_FEAS:
2362 case MSK_SOL_STA_PRIM_FEAS:
2363 case MSK_SOL_STA_DUAL_FEAS:
2364 case MSK_SOL_STA_PRIM_INFEAS_CER:
2365 case MSK_SOL_STA_DUAL_INFEAS_CER:
2370 case MSK_SOL_STA_UNKNOWN:
2373 lpi->
termcode == MSK_RES_TRM_OBJECTIVE_RANGE || lpi->
termcode == MSK_RES_TRM_STALL ||
2376 if ( lpi->
termcode != MSK_RES_TRM_MAX_ITERATIONS && lpi->
termcode != MSK_RES_TRM_MAX_TIME &&
2377 lpi->
termcode != MSK_RES_TRM_OBJECTIVE_RANGE )
2380 lpi->
termcode = MSK_RES_TRM_NUMERICAL_PROBLEM;
2381#if ASSERT_ON_WARNING
2387#if MSK_VERSION_MAJOR < 9
2388 case MSK_SOL_STA_NEAR_OPTIMAL:
2389 case MSK_SOL_STA_NEAR_PRIM_FEAS:
2390 case MSK_SOL_STA_NEAR_DUAL_FEAS:
2391 case MSK_SOL_STA_NEAR_PRIM_AND_DUAL_FEAS:
2392 case MSK_SOL_STA_NEAR_PRIM_INFEAS_CER:
2393 case MSK_SOL_STA_NEAR_DUAL_INFEAS_CER:
2398 lpi->
termcode = MSK_RES_TRM_NUMERICAL_PROBLEM;
2399#if ASSERT_ON_WARNING
2405 case MSK_SOL_STA_INTEGER_OPTIMAL:
2406#if MSK_VERSION_MAJOR < 9
2407 case MSK_SOL_STA_NEAR_INTEGER_OPTIMAL:
2414#if ASSERT_ON_WARNING
2424 case MSK_PRO_STA_PRIM_AND_DUAL_FEAS:
2425 case MSK_PRO_STA_PRIM_FEAS:
2426 case MSK_PRO_STA_DUAL_FEAS:
2427 case MSK_PRO_STA_PRIM_AND_DUAL_INFEAS:
2428 case MSK_PRO_STA_PRIM_INFEAS:
2429 case MSK_PRO_STA_DUAL_INFEAS:
2430 case MSK_PRO_STA_UNKNOWN:
2433#if MSK_VERSION_MAJOR < 9
2434 case MSK_PRO_STA_NEAR_PRIM_AND_DUAL_FEAS:
2435 case MSK_PRO_STA_NEAR_PRIM_FEAS:
2436 case MSK_PRO_STA_NEAR_DUAL_FEAS:
2438 case MSK_PRO_STA_ILL_POSED:
2439 case MSK_PRO_STA_PRIM_INFEAS_OR_UNBOUNDED:
2443 lpi->
termcode = MSK_RES_TRM_NUMERICAL_PROBLEM;
2445#if ASSERT_ON_WARNING
2455#if ASSERT_ON_WARNING
2463#if SHOW_RELATIVE_OPTIMAL_GAP
2464 if ( solsta == MSK_SOL_STA_OPTIMAL && fabs(pobj) + fabs(dobj) > 1.0e-6 && fabs(pobj-dobj) > 0.0001*(fabs(pobj) + fabs(dobj)))
2466 SCIPerrorMessage(
"Simplex[%d] returned optimal solution with different objvals %g != %g reldiff %.2g%%\n",
2467 lpi->
optimizecount, pobj, dobj, 100.0 * fabs(pobj-dobj)/
MAX(fabs(pobj), fabs(dobj)));
2472 if (lpi->
termcode == MSK_RES_TRM_OBJECTIVE_RANGE)
2474 if (solsta != MSK_SOL_STA_DUAL_FEAS && solsta != MSK_SOL_STA_OPTIMAL && solsta != MSK_SOL_STA_PRIM_AND_DUAL_FEAS)
2484 if (maxiter >= 2000000000)
2486 MOSEK_CALL( MSK_putintparam(lpi->
task, MSK_IPAR_SIM_MAX_ITERATIONS, maxiter) );
2488 if (lpi->
termcode == MSK_RES_TRM_MAX_ITERATIONS)
2497#if DEBUG_DO_INTPNT_FEAS_CHECK
2498 if (solsta == MSK_SOL_STA_PRIM_INFEAS_CER || solsta == MSK_SOL_STA_DUAL_INFEAS_CER)
2506 if (solsta == MSK_SOL_STA_PRIM_INFEAS_CER || solsta == MSK_SOL_STA_DUAL_INFEAS_CER)
2517#if DEBUG_PRINT_STAT > 0
2518 SCIPdebugMessage(
"Max iter stat : Count %d branchup = %d branchlo = %d primal %d dual %d\n",
2519 lpi->
optimizecount, numstrongbranchmaxiterup, numstrongbranchmaxiterdo, numprimalmaxiter, numdualmaxiter);
2520 SCIPdebugMessage(
"Objcut iter stat : Count %d branchup = %d branchlo = %d primal %d dual %d\n",
2521 lpi->
optimizecount, numstrongbranchobjup, numstrongbranchobjdo, numprimalobj, numdualobj);
2524#if DEBUG_CHECK_DATA > 0
2525 SCIP_CALL( scip_checkdata(lpi,
"SolveWSimplex") );
2544 MOSEK_CALL( MSK_putintparam(lpi->
task, MSK_IPAR_SIM_HOTSTART_LU, MSK_ON) );
2548 MSK_SIM_HOTSTART_NONE : MSK_SIM_HOTSTART_STATUS_KEYS) );
2551#if DEBUG_CHECK_DATA > 0
2552 SCIP_CALL( scip_checkdata(lpi,
"SCIPlpiSolvePrimal") );
2555 MOSEK_CALL( MSK_putintparam(lpi->
task, MSK_IPAR_OPTIMIZER, MSK_OPTIMIZER_PRIMAL_SIMPLEX) );
2556 lpi->
lastalgo = MSK_OPTIMIZER_PRIMAL_SIMPLEX;
2565 MSK_writedata(lpi->
task, fname);
2571#ifdef SCIP_DISABLED_CODE
2573 if ( lpi->
termcode == MSK_RES_TRM_OBJECTIVE_RANGE )
2579 if( solsta != MSK_SOL_STA_PRIM_FEAS )
2586#if DEBUG_PRINT_STAT > 0
2587 if (lpi->
termcode == MSK_RES_TRM_OBJECTIVE_RANGE)
2591#if DEBUG_PRINT_STAT > 0
2592 if (lpi->
termcode == MSK_RES_TRM_MAX_ITERATIONS)
2596#if DEBUG_CHECK_DATA > 0
2597 SCIP_CALL( scip_checkdata(lpi,
"SCIPlpiSolvePrimal") );
2617#if (MSK_VERSION_MAJOR < 8) || (MSK_VERSION_MAJOR == 8 && MSK_VERSION_MINOR == 0)
2618 MOSEK_CALL( MSK_putintparam(lpi->
task, MSK_IPAR_SIM_INTEGER, MSK_ON) );
2620 MOSEK_CALL( MSK_putintparam(lpi->
task, MSK_IPAR_SIM_HOTSTART_LU, MSK_ON) );
2624 MSK_SIM_HOTSTART_NONE : MSK_SIM_HOTSTART_STATUS_KEYS) );
2627 MOSEK_CALL( MSK_putintparam(lpi->
task, MSK_IPAR_OPTIMIZER, MSK_OPTIMIZER_DUAL_SIMPLEX) );
2628 lpi->
lastalgo = MSK_OPTIMIZER_DUAL_SIMPLEX;
2636 MSK_writedata(lpi->
task, fname);
2642#ifdef SCIP_DISABLED_CODE
2644 if ( lpi->
termcode == MSK_RES_TRM_OBJECTIVE_RANGE )
2650 if( solsta != MSK_SOL_STA_DUAL_FEAS )
2657#if DEBUG_PRINT_STAT > 0
2658 if (lpi->
termcode == MSK_RES_TRM_OBJECTIVE_RANGE)
2662#if DEBUG_PRINT_STAT > 0
2663 if (lpi->
termcode == MSK_RES_TRM_MAX_ITERATIONS)
2701#if DEBUG_CHECK_DATA > 0
2702 SCIP_CALL( scip_checkdata(lpi,
"SCIPlpiSolveBarrier") );
2705#ifdef SCIP_DISABLED_CODE
2708 MSK_SIM_HOTSTART_NONE : MSK_INTPNT_HOTSTART_PRIMAL_DUAL) );
2712 MOSEK_CALL( MSK_putintparam(lpi->
task, MSK_IPAR_INTPNT_BASIS, crossover ? MSK_BI_ALWAYS : MSK_BI_NEVER) );
2713 MOSEK_CALL( MSK_putintparam(lpi->
task, MSK_IPAR_OPTIMIZER, MSK_OPTIMIZER_INTPNT) );
2714 lpi->
lastalgo = MSK_OPTIMIZER_INTPNT;
2716#if MSK_VERSION_MAJOR >= 9
2717 MOSEK_CALL( MSK_putdouparam(lpi->
task, MSK_DPAR_INTPNT_CO_TOL_NEAR_REL, NEAR_REL_TOLERANCE) );
2727 MSK_writedata(lpi->
task, fname);
2733#if DEBUG_PRINT_STAT > 0
2734 if (lpi->
termcode == MSK_RES_TRM_MAX_ITERATIONS)
2746 case MSK_SOL_STA_OPTIMAL:
2747 case MSK_SOL_STA_PRIM_AND_DUAL_FEAS:
2748 case MSK_SOL_STA_PRIM_FEAS:
2749 case MSK_SOL_STA_DUAL_FEAS:
2750 case MSK_SOL_STA_PRIM_INFEAS_CER:
2751 case MSK_SOL_STA_DUAL_INFEAS_CER:
2755 case MSK_SOL_STA_UNKNOWN:
2756#if MSK_VERSION_MAJOR < 9
2757 case MSK_SOL_STA_NEAR_OPTIMAL:
2758 case MSK_SOL_STA_NEAR_PRIM_FEAS:
2759 case MSK_SOL_STA_NEAR_DUAL_FEAS:
2760 case MSK_SOL_STA_NEAR_PRIM_AND_DUAL_FEAS:
2761 case MSK_SOL_STA_NEAR_PRIM_INFEAS_CER:
2762 case MSK_SOL_STA_NEAR_DUAL_INFEAS_CER:
2767 lpi->
termcode = MSK_RES_TRM_NUMERICAL_PROBLEM;
2769#if ASSERT_ON_WARNING
2773 case MSK_SOL_STA_INTEGER_OPTIMAL:
2774#if MSK_VERSION_MAJOR < 9
2775 case MSK_SOL_STA_NEAR_INTEGER_OPTIMAL:
2782#if ASSERT_ON_WARNING
2791 case MSK_PRO_STA_PRIM_AND_DUAL_FEAS:
2792 case MSK_PRO_STA_PRIM_FEAS:
2793 case MSK_PRO_STA_DUAL_FEAS:
2794 case MSK_PRO_STA_PRIM_AND_DUAL_INFEAS:
2795 case MSK_PRO_STA_PRIM_INFEAS:
2796 case MSK_PRO_STA_DUAL_INFEAS:
2798 case MSK_PRO_STA_UNKNOWN:
2799#if MSK_VERSION_MAJOR < 9
2800 case MSK_PRO_STA_NEAR_PRIM_AND_DUAL_FEAS:
2801 case MSK_PRO_STA_NEAR_PRIM_FEAS:
2802 case MSK_PRO_STA_NEAR_DUAL_FEAS:
2804 case MSK_PRO_STA_ILL_POSED:
2805 case MSK_PRO_STA_PRIM_INFEAS_OR_UNBOUNDED:
2809 lpi->
termcode = MSK_RES_TRM_NUMERICAL_PROBLEM;
2813#if ASSERT_ON_WARNING
2822#if ASSERT_ON_WARNING
2829#if DEBUG_CHECK_DATA > 0
2830 SCIP_CALL( scip_checkdata(lpi,
"SCIPlpiSolveBarrier") );
2881 MSKobjsensee objsen;
2901#if DEBUG_CHECK_DATA > 0
2902 SCIP_CALL( scip_checkdata(lpi,
"SCIPlpiStrongbranch") );
2916 MOSEK_CALL( MSK_getintparam(lpi->
task, MSK_IPAR_SIM_MAX_ITERATIONS, &olditerlim) );
2917 MOSEK_CALL( MSK_getintparam(lpi->
task, MSK_IPAR_SIM_DUAL_SELECTION, &oldselection) );
2918 MOSEK_CALL( MSK_getintparam(lpi->
task, MSK_IPAR_SIM_HOTSTART, &oldhotstart) );
2920 MOSEK_CALL( MSK_putintparam(lpi->
task, MSK_IPAR_SIM_MAX_ITERATIONS, itlim) );
2923 if (objsen == MSK_OBJECTIVE_SENSE_MINIMIZE)
2932#if MSK_VERSION_MAJOR < 9
2933 MOSEK_CALL( MSK_getbound(lpi->
task, MSK_ACC_VAR, col, &bkx, &blx, &bux) );
2940 newub =
EPSCEIL(psol-1.0, 1e-06);
2942 if (newub < blx - 0.5)
2953 else if (
EPSEQ(blx, newub,1.0e-6))
2961#if MSK_VERSION_MAJOR < 9
2962 MOSEK_CALL( MSK_putbound(lpi->
task, MSK_ACC_VAR, col, newbk, blx, newub) );
2964 MOSEK_CALL( MSK_putvarbound(lpi->
task, col, newbk, blx, newub) );
3007#if DEBUG_PRINT_STAT > 0
3008 if (lpi->
termcode == MSK_RES_TRM_OBJECTIVE_RANGE)
3009 ++numstrongbranchobjup;
3011 if (lpi->
termcode == MSK_RES_TRM_MAX_ITERATIONS)
3012 ++numstrongbranchmaxiterup;
3017#if MSK_VERSION_MAJOR < 9
3018 MOSEK_CALL( MSK_putbound(lpi->
task, MSK_ACC_VAR, col, bkx, blx, bux) );
3025 if (newlb > bux + 0.5)
3036 else if (
EPSEQ(bux, newlb,1.0e-6))
3044#if MSK_VERSION_MAJOR < 9
3045 MOSEK_CALL( MSK_putbound(lpi->
task, MSK_ACC_VAR, col, newbk, newlb, bux) );
3047 MOSEK_CALL( MSK_putvarbound(lpi->
task, col, newbk, newlb, bux) );
3087#if DEBUG_PRINT_STAT > 0
3088 if (lpi->
termcode == MSK_RES_TRM_OBJECTIVE_RANGE)
3089 ++numstrongbranchobjdo;
3091 if (lpi->
termcode == MSK_RES_TRM_MAX_ITERATIONS)
3092 ++numstrongbranchmaxiterdo;
3096#if MSK_VERSION_MAJOR < 9
3097 MOSEK_CALL( MSK_putbound(lpi->
task, MSK_ACC_VAR, col, bkx, blx, bux) );
3101 MOSEK_CALL( MSK_putintparam(lpi->
task, MSK_IPAR_SIM_MAX_ITERATIONS, olditerlim) );
3102 MOSEK_CALL( MSK_putintparam(lpi->
task, MSK_IPAR_SIM_DUAL_SELECTION, oldselection) );
3103 MOSEK_CALL( MSK_putintparam(lpi->
task, MSK_IPAR_SIM_HOTSTART, oldhotstart) );
3112#if DEBUG_CHECK_DATA > 0
3113 SCIP_CALL( scip_checkdata(lpi,
"SCIPlpiStrongbranch") );
3177 for (j = 0; j < ncols; ++j)
3241 for (j = 0; j < ncols; ++j)
3295 case MSK_PRO_STA_PRIM_AND_DUAL_FEAS:
3296 *primalfeasible =
TRUE;
3297 *dualfeasible =
TRUE;
3299 case MSK_PRO_STA_PRIM_FEAS:
3300 *primalfeasible =
TRUE;
3301 *dualfeasible =
FALSE;
3303 case MSK_PRO_STA_DUAL_FEAS:
3304 *primalfeasible =
FALSE;
3305 *dualfeasible =
TRUE;
3307 case MSK_PRO_STA_DUAL_INFEAS:
3309 *primalfeasible = (lpi->
lastalgo == MSK_OPTIMIZER_PRIMAL_SIMPLEX);
3310 *dualfeasible =
FALSE;
3312 case MSK_PRO_STA_UNKNOWN:
3313 case MSK_PRO_STA_PRIM_INFEAS:
3314 case MSK_PRO_STA_PRIM_AND_DUAL_INFEAS:
3315 case MSK_PRO_STA_ILL_POSED:
3316#if MSK_VERSION_MAJOR < 9
3317 case MSK_PRO_STA_NEAR_PRIM_AND_DUAL_FEAS:
3318 case MSK_PRO_STA_NEAR_PRIM_FEAS:
3319 case MSK_PRO_STA_NEAR_DUAL_FEAS:
3321 case MSK_PRO_STA_PRIM_INFEAS_OR_UNBOUNDED:
3322 *primalfeasible =
FALSE;
3323 *dualfeasible =
FALSE;
3350 return ( solsta == MSK_SOL_STA_DUAL_INFEAS_CER
3351 || prosta == MSK_PRO_STA_DUAL_INFEAS
3352 || prosta == MSK_PRO_STA_PRIM_AND_DUAL_INFEAS );
3372 return (solsta == MSK_SOL_STA_DUAL_INFEAS_CER);
3389 return (solsta == MSK_SOL_STA_DUAL_INFEAS_CER && lpi->
lastalgo == MSK_OPTIMIZER_PRIMAL_SIMPLEX);
3419 return (prosta == MSK_PRO_STA_PRIM_FEAS || prosta == MSK_PRO_STA_PRIM_AND_DUAL_FEAS || (prosta == MSK_PRO_STA_DUAL_INFEAS && lpi->
lastalgo == MSK_OPTIMIZER_PRIMAL_SIMPLEX));
3440 return ( solsta == MSK_SOL_STA_PRIM_INFEAS_CER
3441 || prosta == MSK_PRO_STA_PRIM_INFEAS
3442 || prosta == MSK_PRO_STA_PRIM_AND_DUAL_INFEAS );
3462 return (solsta == MSK_SOL_STA_PRIM_INFEAS_CER);
3504 return (prosta == MSK_PRO_STA_DUAL_FEAS || prosta == MSK_PRO_STA_PRIM_AND_DUAL_FEAS);
3522 return (solsta == MSK_SOL_STA_OPTIMAL);
3544 MSKobjsensee objsen;
3549 res = MSK_getobjsense(lpi->
task, &objsen);
3550 if ( res != MSK_RES_OK )
3553 if ( objsen == MSK_OBJECTIVE_SENSE_MINIMIZE )
3555 res = MSK_getdouparam(lpi->
task, MSK_DPAR_UPPER_OBJ_CUT, &objlimit);
3559 res = MSK_getdouparam(lpi->
task, MSK_DPAR_LOWER_OBJ_CUT, &objlimit);
3561 if ( res != MSK_RES_OK )
3564 if ( lpi->
termcode == MSK_RES_TRM_OBJECTIVE_RANGE )
3567 res = MSK_getdouparam(lpi->
task, MSK_DPAR_UPPER_OBJ_CUT, &objvalue);
3574 if ( res != MSK_RES_OK )
3577 if ( objsen == MSK_OBJECTIVE_SENSE_MAXIMIZE )
3586 return ( lpi->
termcode == MSK_RES_OK
3587 || lpi->
termcode == MSK_RES_TRM_MAX_ITERATIONS
3588 || lpi->
termcode == MSK_RES_TRM_MAX_TIME
3589 || lpi->
termcode == MSK_RES_TRM_OBJECTIVE_RANGE );
3601 return ( lpi->
termcode == MSK_RES_TRM_OBJECTIVE_RANGE );
3613 return ( lpi->
termcode == MSK_RES_TRM_MAX_ITERATIONS );
3625 return ( lpi->
termcode == MSK_RES_TRM_MAX_TIME );
3646 return (
int) solsta;
3682 if ( lpi->
termcode == MSK_RES_TRM_OBJECTIVE_RANGE )
3723 if ( lpi->
termcode == MSK_RES_TRM_OBJECTIVE_RANGE )
3747 if ( solsta == MSK_SOL_STA_DUAL_INFEAS_CER )
3756 for (j = 0; j < ncols; ++j)
3796 for(
i = 0;
i < ncols;
i++ )
3799 redcost[
i] -= sux[
i];
3839 MOSEK_CALL( MSK_getsolution(lpi->
task, lpi->
lastsolvetype,
NULL,
NULL,
NULL,
NULL,
NULL,
NULL,
NULL, dualfarkas,
3893 if (res == MSK_RES_ERR_BASIS_SINGULAR)
3929 for(
i = 0;
i < n;
i++ )
3943#if MSK_VERSION_MAJOR < 9
3975#if MSK_VERSION_MAJOR < 10
4005 for(
i = 0;
i < m;
i++ )
4018#if MSK_VERSION_MAJOR < 9
4046#if MSK_VERSION_MAJOR < 10
4067 for(
i = 0;
i < n;
i++ )
4072 resstat[
i] = MSK_SK_LOW;
4075 resstat[
i] = MSK_SK_BAS;
4078 resstat[
i] = MSK_SK_UPR;
4081 resstat[
i] = MSK_SK_SUPBAS;
4100 for(
i = 0;
i < n;
i++ )
4105 resstat[
i] = MSK_SK_UPR;
4108 resstat[
i] = MSK_SK_BAS;
4111 resstat[
i] = MSK_SK_LOW;
4114 resstat[
i] = MSK_SK_SUPBAS;
4214 for (
i = 0;
i < nrows;
i++ )
4216 if (bind[
i] < nrows)
4217 bind[
i] = -1 - bind[
i];
4219 bind[
i] = bind[
i] - nrows;
4257 MOSEK_CALL( MSK_putnaintparam(lpi->
task, MSK_IPAR_BASIS_SOLVE_USE_PLUS_ONE_, MSK_ON) );
4263 for (
i = 0;
i < nrows; ++
i)
4268 if ( ninds !=
NULL && inds !=
NULL )
4274#if MSK_VERSION_MAJOR < 10
4275 MOSEK_CALL( MSK_solvewithbasis(lpi->
task, 1, ninds, inds, coef) );
4277 MOSEK_CALL( MSK_solvewithbasis(lpi->
task, 1, *ninds, inds, coef, ninds) );
4279 assert( *ninds <= nrows );
4292#if MSK_VERSION_MAJOR < 10
4293 MOSEK_CALL( MSK_solvewithbasis(lpi->
task, 1, &numnz, sub, coef) );
4295 MOSEK_CALL( MSK_solvewithbasis(lpi->
task, 1, numnz, sub, coef, &numnz) );
4297 assert( numnz <= nrows );
4301 MOSEK_CALL( MSK_putintparam(lpi->
task, MSK_IPAR_SIM_HOTSTART_LU, MSK_ON) );
4344 MOSEK_CALL( MSK_putnaintparam(lpi->
task, MSK_IPAR_BASIS_SOLVE_USE_PLUS_ONE_, MSK_ON) );
4350 for (
i = 0;
i < nrows; ++
i)
4355 if ( ninds !=
NULL && inds !=
NULL )
4360#if MSK_VERSION_MAJOR < 10
4361 MOSEK_CALL( MSK_solvewithbasis(lpi->
task, 0, ninds, inds, coef) );
4363 MOSEK_CALL( MSK_solvewithbasis(lpi->
task, 0, *ninds, inds, coef, ninds) );
4365 assert( *ninds <= nrows );
4377#if MSK_VERSION_MAJOR < 10
4378 MOSEK_CALL( MSK_solvewithbasis(lpi->
task, 0, &numnz, sub, coef) );
4380 MOSEK_CALL( MSK_solvewithbasis(lpi->
task, 0, numnz, sub, coef, &numnz) );
4382 assert( numnz <= nrows );
4386 MOSEK_CALL( MSK_putintparam(lpi->
task, MSK_IPAR_SIM_HOTSTART_LU, MSK_ON) );
4430 if ( ninds !=
NULL )
4439 if( binvrow ==
NULL )
4451 for (
i = 0;
i < ncols; ++
i)
4457 for (k = 0; k < numnz; ++k)
4459 assert( 0 <= csub[k] && csub[k] < nrows );
4460 coef[
i] += binv[csub[k]] * cval[k];
4506 MOSEK_CALL( MSK_putnaintparam(lpi->
task, MSK_IPAR_BASIS_SOLVE_USE_PLUS_ONE_, MSK_ON) );
4512 for (
i = 0;
i < nrows; ++
i)
4516 if ( ninds !=
NULL && inds !=
NULL )
4520 for (
i = 0;
i < numnz; ++
i)
4522 assert( 0 <= inds[
i] && inds[
i] < nrows );
4523 coef[inds[
i]] = val[
i];
4528#if MSK_VERSION_MAJOR < 10
4529 MOSEK_CALL( MSK_solvewithbasis(lpi->
task, 0, ninds, inds, coef) );
4531 MOSEK_CALL( MSK_solvewithbasis(lpi->
task, 0, *ninds, inds, coef, ninds) );
4533 assert( *ninds <= nrows );
4542 for (
i = 0;
i < numnz; ++
i)
4544 assert( 0 <= sub[
i] && sub[
i] < nrows );
4545 coef[sub[
i]] = val[
i];
4548#if MSK_VERSION_MAJOR < 10
4549 MOSEK_CALL( MSK_solvewithbasis(lpi->
task, 0, &numnz, sub, coef) );
4551 MOSEK_CALL( MSK_solvewithbasis(lpi->
task, 0, numnz, sub, coef, &numnz) );
4554 if ( ninds !=
NULL )
4561 MOSEK_CALL( MSK_putintparam(lpi->
task, MSK_IPAR_SIM_HOTSTART_LU, MSK_ON) );
4589 (*lpistate)->solsta = MSK_SOL_STA_UNKNOWN;
4590 (*lpistate)->num = -1;
4591 (*lpistate)->ncols = ncols;
4592 (*lpistate)->nrows = nrows;
4640 for(
i = 0;
i < n;
i++ )
4651#if MSK_VERSION_MAJOR < 9
4720 int *skxi = (
int *) lpi->
skx;
4721 int *skci = (
int *) lpi->
skc;
4723 assert(
sizeof(
int) ==
sizeof(MSKstakeye));
4745 assert(
sizeof(
int) ==
sizeof(MSKstakeye));
4779 MOSEK_CALL( MSK_solutiondef(lpi->
task, MSK_SOL_BAS, &gotbasicsol) );
4828#ifdef SCIP_DISABLED_CODE
4832 if (lpistate ==
NULL)
4838 if (lpistate->
nrows == 0 || lpistate->
ncols == 0)
4848#ifdef SCIP_DISABLED_CODE
4855 for (
i = lpistate->
ncols;
i < ncols; ++
i)
4859#if MSK_VERSION_MAJOR < 9
4868 lpi->
skx[
i] = MSK_SK_SUPBAS;
4870 lpi->
skx[
i] = MSK_SK_UPR;
4873 lpi->
skx[
i] = MSK_SK_LOW;
4875 for (
i = lpistate->
nrows;
i < nrows; ++
i)
4876 lpi->
skc[
i] = MSK_SK_BAS;
4917 if( *lpistate !=
NULL )
4937 return ( lpistate !=
NULL && lpistate->
num >= 0);
4986 SCIPdebugMessage(
"No LP state written, since it was cleared after the last solve \n");
4995 for( v = 0; v <
nvars; v++ )
4998 if( strcmp(name,
"") == 0 )
5007 for(
c = 0;
c < nconss;
c++ )
5010 if( strcmp(name,
"") == 0 )
5021 " names instead. Note that this state cannot be read back in later!\n",
5022 v <
nvars ?
"variable" :
"constraint", v <
nvars ? v :
c);
5026 MOSEK_CALL( MSK_putintparam(lpi->
task, MSK_IPAR_WRITE_SOL_HEAD, MSK_ON) );
5027 MOSEK_CALL( MSK_putintparam(lpi->
task, MSK_IPAR_WRITE_SOL_VARIABLES, MSK_ON) );
5028 MOSEK_CALL( MSK_putintparam(lpi->
task, MSK_IPAR_WRITE_SOL_CONSTRAINTS, MSK_ON) );
5104 "SCIP_LPPAR_FROMSCRATCH",
5105 "SCIP_LPPAR_FASTMIP",
5106 "SCIP_LPPAR_SCALING",
5107 "SCIP_LPPAR_PRESOLVING",
5108 "SCIP_LPPAR_PRICING",
5109 "SCIP_LPPAR_LPINFO",
5110 "SCIP_LPPAR_FEASTOL",
5111 "SCIP_LPPAR_DUALFEASTOL",
5112 "SCIP_LPPAR_BARRIERCONVTOL",
5113 "SCIP_LPPAR_OBJLIM",
5114 "SCIP_LPPAR_LPITLIM",
5115 "SCIP_LPPAR_LPTILIM",
5116 "SCIP_LPPAR_MARKOWITZ",
5117 "SCIP_LPPAR_ROWREPSWITCH",
5119 "SCIP_LPPAR_THREADS",
5120 "SCIP_LPPAR_CONDITIONLIMIT",
5121 "SCIP_LPPAR_TIMING",
5122 "SCIP_LPPAR_RANDOMSEED",
5123 "SCIP_LPPAR_POLISHING",
5124 "SCIP_LPPAR_REFACTOR"
5184 MOSEK_CALL( MSK_getintparam(lpi->
task, MSK_IPAR_PRESOLVE_USE, ival) );
5185 *ival = (*ival != MSK_PRESOLVE_MODE_OFF);
5191 *ival = (int) lpi->
lpinfo;
5194 MOSEK_CALL( MSK_getintparam(lpi->
task, MSK_IPAR_SIM_MAX_ITERATIONS, ival) );
5197 MOSEK_CALL( MSK_getintparam(lpi->
task, MSK_IPAR_NUM_THREADS, ival) );
5200 MOSEK_CALL( MSK_getintparam(lpi->
task, MSK_IPAR_SIM_REFACTOR_FREQ, ival) );
5216 static int pricing[7] =
5218 (int)MSK_SIM_SELECTION_SE,
5219 (
int)MSK_SIM_SELECTION_FREE,
5220 (int)MSK_SIM_SELECTION_FULL,
5221 (
int)MSK_SIM_SELECTION_PARTIAL,
5222 (int)MSK_SIM_SELECTION_SE,
5223 (
int)MSK_SIM_SELECTION_ASE,
5224 (int)MSK_SIM_SELECTION_DEVEX,
5250 assert( ival >= 0 && ival <= 2 );
5254 MOSEK_CALL( MSK_putintparam(lpi->
task, MSK_IPAR_SIM_SCALING, MSK_SCALING_NONE) );
5255 MOSEK_CALL( MSK_putintparam(lpi->
task, MSK_IPAR_INTPNT_SCALING, MSK_SCALING_NONE) );
5257#if MSK_VERSION_MAJOR < 10
5258 else if( ival == 1 )
5260 MOSEK_CALL( MSK_putintparam(lpi->
task, MSK_IPAR_SIM_SCALING, MSK_SCALING_FREE) );
5261 MOSEK_CALL( MSK_putintparam(lpi->
task, MSK_IPAR_INTPNT_SCALING, MSK_SCALING_FREE) );
5265 MOSEK_CALL( MSK_putintparam(lpi->
task, MSK_IPAR_SIM_SCALING, MSK_SCALING_AGGRESSIVE) );
5266 MOSEK_CALL( MSK_putintparam(lpi->
task, MSK_IPAR_INTPNT_SCALING, MSK_SCALING_AGGRESSIVE) );
5271 MOSEK_CALL( MSK_putintparam(lpi->
task, MSK_IPAR_SIM_SCALING, MSK_SCALING_FREE) );
5272 MOSEK_CALL( MSK_putintparam(lpi->
task, MSK_IPAR_INTPNT_SCALING, MSK_SCALING_FREE) );
5279 ival ? MSK_PRESOLVE_MODE_FREE : MSK_PRESOLVE_MODE_OFF) );
5285 MOSEK_CALL( MSK_putintparam(lpi->
task, MSK_IPAR_SIM_PRIMAL_SELECTION, pricing[ival]) );
5286 MOSEK_CALL( MSK_putintparam(lpi->
task, MSK_IPAR_SIM_DUAL_SELECTION, pricing[ival]) );
5300 MOSEK_CALL( MSK_putintparam(lpi->
task, MSK_IPAR_LOG, ival ? 4 : MSK_OFF) );
5301 MOSEK_CALL( MSK_putintparam(lpi->
task, MSK_IPAR_LOG_SIM, ival ? 4 : MSK_OFF) );
5306#if DEBUG_PARAM_SETTING
5314 MOSEK_CALL( MSK_putintparam(lpi->
task, MSK_IPAR_SIM_MAX_ITERATIONS, ival) );
5318 MOSEK_CALL( MSK_putintparam(lpi->
task, MSK_IPAR_NUM_THREADS, ival) );
5322 MOSEK_CALL( MSK_putintparam(lpi->
task, MSK_IPAR_SIM_REFACTOR_FREQ, ival) );
5348 MOSEK_CALL( MSK_getdouparam(lpi->
task, MSK_DPAR_BASIS_TOL_X, dval) );
5351 MOSEK_CALL( MSK_getdouparam(lpi->
task, MSK_DPAR_BASIS_TOL_S, dval) );
5354 MOSEK_CALL( MSK_getdouparam(lpi->
task, MSK_DPAR_INTPNT_TOL_REL_GAP, dval) );
5358 MSKobjsensee objsen;
5360 if (objsen == MSK_OBJECTIVE_SENSE_MINIMIZE)
5362 MOSEK_CALL( MSK_getdouparam(lpi->
task, MSK_DPAR_UPPER_OBJ_CUT, dval) );
5366 MOSEK_CALL( MSK_getdouparam(lpi->
task, MSK_DPAR_LOWER_OBJ_CUT, dval) );
5371 MOSEK_CALL( MSK_getdouparam(lpi->
task, MSK_DPAR_OPTIMIZER_MAX_TIME, dval) );
5404 MOSEK_CALL( MSK_putdouparam(lpi->
task, MSK_DPAR_BASIS_TOL_X, dval) );
5412 MOSEK_CALL( MSK_putdouparam(lpi->
task, MSK_DPAR_BASIS_TOL_S, dval) );
5420 MOSEK_CALL( MSK_putdouparam(lpi->
task, MSK_DPAR_INTPNT_TOL_REL_GAP, dval) );
5425 MSKobjsensee objsen;
5427 if (objsen == MSK_OBJECTIVE_SENSE_MINIMIZE)
5429 MOSEK_CALL( MSK_putdouparam(lpi->
task, MSK_DPAR_UPPER_OBJ_CUT, dval) );
5433 MOSEK_CALL( MSK_putdouparam(lpi->
task, MSK_DPAR_LOWER_OBJ_CUT, dval) );
5443 MOSEK_CALL( MSK_putdouparam(lpi->
task, MSK_DPAR_OPTIMIZER_MAX_TIME, dval) );
5480 return MSK_INFINITY;
5508#if MSK_VERSION_MAJOR < 9
5519#if MSK_VERSION_MAJOR < 9
5520 MOSEK_CALL( MSK_getintparam(lpi->
task, MSK_IPAR_READ_DATA_FORMAT, &olddataformat) );
5521 MOSEK_CALL( MSK_putintparam(lpi->
task, MSK_IPAR_READ_DATA_FORMAT, MSK_DATA_FORMAT_LP) );
5523 MOSEK_CALL( MSK_putintparam(lpi->
task, MSK_IPAR_READ_DATA_FORMAT, olddataformat) );
5525 MOSEK_CALL( MSK_readdataformat(lpi->
task, fname, MSK_DATA_FORMAT_LP, MSK_COMPRESS_FREE) );
5537#if MSK_VERSION_MAJOR < 9
5545#if MSK_VERSION_MAJOR >= 9
5552#if MSK_VERSION_MAJOR < 9
5553 MOSEK_CALL( MSK_getintparam(lpi->
task, MSK_IPAR_WRITE_DATA_FORMAT, &olddataformat) );
5554 MOSEK_CALL( MSK_putintparam(lpi->
task, MSK_IPAR_WRITE_DATA_FORMAT, MSK_DATA_FORMAT_LP) );
5556 MOSEK_CALL( MSK_putintparam(lpi->
task, MSK_IPAR_WRITE_DATA_FORMAT, olddataformat) );
void SCIPdecodeDualBit(const SCIP_DUALPACKET *inp, int *out, int count)
void SCIPencodeDualBit(const int *inp, SCIP_DUALPACKET *out, int count)
packing single and dual bit values
unsigned int SCIP_DUALPACKET
SCIP_RETCODE SCIPlpiChgSides(SCIP_LPI *lpi, int nrows, const int *ind, const SCIP_Real *lhs, const SCIP_Real *rhs)
SCIP_RETCODE SCIPlpiSetState(SCIP_LPI *lpi, BMS_BLKMEM *blkmem, const SCIP_LPISTATE *lpistate)
SCIP_RETCODE SCIPlpiGetBInvACol(SCIP_LPI *lpi, int c, SCIP_Real *coef, int *inds, int *ninds)
static SCIP_RETCODE convertstat_mosek2scip_slack(SCIP_LPI *lpi, SCIP_Bool iscon, MSKstakeye *sk, int m, int *stat)
SCIP_RETCODE SCIPlpiGetRealpar(SCIP_LPI *lpi, SCIP_LPPARAM type, SCIP_Real *dval)
SCIP_Real SCIPlpiInfinity(SCIP_LPI *lpi)
SCIP_Bool SCIPlpiIsObjlimExc(SCIP_LPI *lpi)
SCIP_RETCODE SCIPlpiChgObjsen(SCIP_LPI *lpi, SCIP_OBJSEN objsen)
static void lpistateUnpack(const SCIP_LPISTATE *lpistate, MSKstakeye *skx, MSKstakeye *skc)
SCIP_Bool SCIPlpiIsInfinity(SCIP_LPI *lpi, SCIP_Real val)
SCIP_RETCODE SCIPlpiClear(SCIP_LPI *lpi)
SCIP_RETCODE SCIPlpiClearState(SCIP_LPI *lpi)
static SCIP_RETCODE getSolutionStatus(SCIP_LPI *lpi, MSKprostae *prosta, MSKsolstae *solsta)
SCIP_Bool SCIPlpiExistsDualRay(SCIP_LPI *lpi)
SCIP_Bool SCIPlpiExistsPrimalRay(SCIP_LPI *lpi)
SCIP_RETCODE SCIPlpiGetBase(SCIP_LPI *lpi, int *cstat, int *rstat)
SCIP_RETCODE SCIPlpiReadState(SCIP_LPI *lpi, const char *fname)
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)
static MSKrescodee filterTRMrescode(SCIP_MESSAGEHDLR *messagehdlr, MSKrescodee *termcode, MSKrescodee res)
SCIP_RETCODE SCIPlpiGetPrimalRay(SCIP_LPI *lpi, SCIP_Real *ray)
SCIP_RETCODE SCIPlpiGetIntpar(SCIP_LPI *lpi, SCIP_LPPARAM type, int *ival)
SCIP_RETCODE SCIPlpiWriteLP(SCIP_LPI *lpi, const char *fname)
SCIP_RETCODE SCIPlpiSetIntegralityInformation(SCIP_LPI *lpi, int ncols, int *intInfo)
SCIP_Bool SCIPlpiIsDualInfeasible(SCIP_LPI *lpi)
static SCIP_RETCODE checkState1(SCIP_LPI *lpi, int n, MSKstakeye *sk, SCIP_Bool isrow)
static SCIP_RETCODE lpistatePack(SCIP_LPI *lpi, SCIP_LPISTATE *lpistate)
static SCIP_RETCODE SolveWSimplex(SCIP_LPI *lpi)
SCIP_RETCODE SCIPlpiSetRealpar(SCIP_LPI *lpi, SCIP_LPPARAM type, SCIP_Real dval)
static SCIP_RETCODE checkState(SCIP_LPI *lpi, int ncols, int nrows)
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 SCIPlpiSetNorms(SCIP_LPI *lpi, BMS_BLKMEM *blkmem, const SCIP_LPINORMS *lpinorms)
SCIP_RETCODE SCIPlpiGetNNonz(SCIP_LPI *lpi, int *nnonz)
SCIP_Bool SCIPlpiHasPrimalSolve(void)
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 SCIPlpiGetBounds(SCIP_LPI *lpi, int firstcol, int lastcol, SCIP_Real *lbs, SCIP_Real *ubs)
SCIP_Bool SCIPlpiHasBarrierSolve(void)
SCIP_RETCODE SCIPlpiGetDualfarkas(SCIP_LPI *lpi, SCIP_Real *dualfarkas)
SCIP_RETCODE SCIPlpiGetObjval(SCIP_LPI *lpi, SCIP_Real *objval)
SCIP_RETCODE SCIPlpiScaleCol(SCIP_LPI *lpi, int col, SCIP_Real scaleval)
int SCIPlpiGetInternalStatus(SCIP_LPI *lpi)
static void lpistateFree(SCIP_LPISTATE **lpistate, BMS_BLKMEM *blkmem)
SCIP_RETCODE SCIPlpiStartStrongbranch(SCIP_LPI *lpi)
SCIP_RETCODE SCIPlpiGetSolFeasibility(SCIP_LPI *lpi, SCIP_Bool *primalfeasible, SCIP_Bool *dualfeasible)
static SCIP_RETCODE getASlice(SCIP_LPI *lpi, SCIP_Bool iscon, int first, int last, int *nnonz, int *beg, int *ind, double *val)
SCIP_RETCODE SCIPlpiFreeNorms(SCIP_LPI *lpi, BMS_BLKMEM *blkmem, SCIP_LPINORMS **lpinorms)
SCIP_Bool SCIPlpiIsIterlimExc(SCIP_LPI *lpi)
SCIP_RETCODE SCIPlpiChgBounds(SCIP_LPI *lpi, int ncols, const int *ind, const SCIP_Real *lb, const SCIP_Real *ub)
SCIP_Bool SCIPlpiIsPrimalUnbounded(SCIP_LPI *lpi)
SCIP_RETCODE SCIPlpiIgnoreInstability(SCIP_LPI *lpi, SCIP_Bool *success)
SCIP_RETCODE SCIPlpiWriteState(SCIP_LPI *lpi, const char *fname)
SCIP_RETCODE SCIPlpiFree(SCIP_LPI **lpi)
static SCIP_RETCODE handle_singular(SCIP_LPI *lpi, int *basis, MSKrescodee res)
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 SCIPlpiGetCoef(SCIP_LPI *lpi, int row, int col, SCIP_Real *val)
SCIP_Bool SCIPlpiIsPrimalFeasible(SCIP_LPI *lpi)
SCIP_RETCODE SCIPlpiReadLP(SCIP_LPI *lpi, const char *fname)
SCIP_RETCODE SCIPlpiGetRealSolQuality(SCIP_LPI *lpi, SCIP_LPSOLQUALITY qualityindicator, SCIP_Real *quality)
SCIP_Bool SCIPlpiIsDualFeasible(SCIP_LPI *lpi)
SCIP_RETCODE SCIPlpiGetNorms(SCIP_LPI *lpi, BMS_BLKMEM *blkmem, SCIP_LPINORMS **lpinorms)
SCIP_Bool SCIPlpiIsTimelimExc(SCIP_LPI *lpi)
SCIP_Bool SCIPlpiHasStateBasis(SCIP_LPI *lpi, SCIP_LPISTATE *lpistate)
SCIP_RETCODE SCIPlpiSetIntpar(SCIP_LPI *lpi, SCIP_LPPARAM type, int ival)
const char * SCIPlpiGetSolverName(void)
SCIP_RETCODE SCIPlpiSetBase(SCIP_LPI *lpi, const int *cstat, const int *rstat)
SCIP_Bool SCIPlpiHasPrimalRay(SCIP_LPI *lpi)
SCIP_RETCODE SCIPlpiGetBInvRow(SCIP_LPI *lpi, int r, SCIP_Real *coef, int *inds, int *ninds)
SCIP_RETCODE SCIPlpiDelRows(SCIP_LPI *lpi, int firstrow, int lastrow)
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 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 SCIPlpiGetBInvCol(SCIP_LPI *lpi, int c, SCIP_Real *coef, int *inds, int *ninds)
SCIP_RETCODE SCIPlpiGetColNames(SCIP_LPI *lpi, int firstcol, int lastcol, char **colnames, char *namestorage, int namestoragesize, int *storageleft)
SCIP_RETCODE SCIPlpiGetBInvARow(SCIP_LPI *lpi, int row, const SCIP_Real *binvrow, SCIP_Real *coef, int *inds, int *ninds)
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_Bool SCIPlpiWasSolved(SCIP_LPI *lpi)
const char * SCIPlpiGetSolverDesc(void)
SCIP_RETCODE SCIPlpiSolveBarrier(SCIP_LPI *lpi, SCIP_Bool crossover)
static void convertstat_scip2mosek(const int *stat, int n, MSKstakeye *resstat)
SCIP_Bool SCIPlpiIsOptimal(SCIP_LPI *lpi)
SCIP_RETCODE SCIPlpiGetRowNames(SCIP_LPI *lpi, int firstrow, int lastrow, char **rownames, char *namestorage, int namestoragesize, int *storageleft)
SCIP_Bool SCIPlpiHasDualSolve(void)
SCIP_RETCODE SCIPlpiEndStrongbranch(SCIP_LPI *lpi)
SCIP_RETCODE SCIPlpiGetSides(SCIP_LPI *lpi, int firstrow, int lastrow, SCIP_Real *lhss, SCIP_Real *rhss)
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_RETCODE SCIPlpiGetSol(SCIP_LPI *lpi, SCIP_Real *objval, SCIP_Real *primsol, SCIP_Real *dualsol, SCIP_Real *activity, SCIP_Real *redcost)
SCIP_Bool SCIPlpiHasDualRay(SCIP_LPI *lpi)
SCIP_RETCODE SCIPlpiDelColset(SCIP_LPI *lpi, int *dstat)
SCIP_RETCODE SCIPlpiGetObj(SCIP_LPI *lpi, int firstcol, int lastcol, SCIP_Real *vals)
SCIP_RETCODE SCIPlpiFreeState(SCIP_LPI *lpi, BMS_BLKMEM *blkmem, SCIP_LPISTATE **lpistate)
SCIP_Bool SCIPlpiIsPrimalInfeasible(SCIP_LPI *lpi)
SCIP_RETCODE SCIPlpiSolveDual(SCIP_LPI *lpi)
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)
static SCIP_RETCODE lpistateCreate(SCIP_LPISTATE **lpistate, BMS_BLKMEM *blkmem, int ncols, int nrows)
SCIP_RETCODE SCIPlpiSolvePrimal(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_Bool SCIPlpiIsDualUnbounded(SCIP_LPI *lpi)
static SCIP_RETCODE convertstat_mosek2scip(SCIP_LPI *lpi, SCIP_Bool iscon, MSKstakeye *sk, int n, int *stat)
SCIP_RETCODE SCIPlpiGetIterations(SCIP_LPI *lpi, int *iterations)
SCIP_RETCODE SCIPlpiGetBasisInd(SCIP_LPI *lpi, int *bind)
SCIP_RETCODE SCIPlpiCreate(SCIP_LPI **lpi, SCIP_MESSAGEHDLR *messagehdlr, const char *name, SCIP_OBJSEN objsen)
static void convertstat_scip2mosek_slack(const int *stat, int n, MSKstakeye *resstat)
void * SCIPlpiGetSolverPointer(SCIP_LPI *lpi)
SCIP_RETCODE SCIPlpiChgObj(SCIP_LPI *lpi, int ncols, const int *ind, const SCIP_Real *obj)
SCIP_RETCODE SCIPlpiGetObjsen(SCIP_LPI *lpi, SCIP_OBJSEN *objsen)
SCIP_Bool SCIPlpiIsStable(SCIP_LPI *lpi)
SCIP_RETCODE SCIPlpiGetNCols(SCIP_LPI *lpi, int *ncols)
SCIP_RETCODE SCIPlpiInterrupt(SCIP_LPI *lpi, SCIP_Bool interrupt)
SCIP_RETCODE SCIPlpiDelCols(SCIP_LPI *lpi, int firstcol, int lastcol)
SCIP_RETCODE SCIPlpiDelRowset(SCIP_LPI *lpi, int *dstat)
SCIP_RETCODE SCIPlpiScaleRow(SCIP_LPI *lpi, int row, SCIP_Real scaleval)
SCIP_RETCODE SCIPlpiGetNRows(SCIP_LPI *lpi, int *nrows)
SCIP_RETCODE SCIPlpiGetState(SCIP_LPI *lpi, BMS_BLKMEM *blkmem, SCIP_LPISTATE **lpistate)
SCIP_RETCODE SCIPlpiChgCoef(SCIP_LPI *lpi, int row, int col, SCIP_Real newval)
assert(minobj< SCIPgetCutoffbound(scip))
interface methods for specific LP solvers
static int rowpacketNum(int nrows)
SCIP_DUALPACKET ROWPACKET
SCIP_DUALPACKET COLPACKET
static int colpacketNum(int ncols)
static SCIP_RETCODE getIndicesRange(int first, int last, int **sub)
static void MSKAPI printstr(MSKuserhandle_t handle, const char *str)
static SCIP_RETCODE getEndptrs(int n, const int *beg, int nnonz, MSKint32t *aptre)
#define MOSEK_relDiff(val1, val2)
static SCIP_RETCODE setbase(SCIP_LPI *lpi)
static void generateMskBoundkeys(int n, const double *lb, const double *ub, MSKboundkeye *bk)
static int rowpacketNum(int nrows)
static const char * paramname[]
static SCIP_RETCODE getbase(SCIP_LPI *lpi, int ncols, int nrows)
static SCIP_RETCODE ensureBkxMem(SCIP_LPI *lpi, int ncols)
#define DEBUG_CHECK_STATE_TOL
static MSKenv_t reusemosekenv
static void scale_bound(MSKboundkeye *bk, double *bl, double *bu, double s)
static SCIP_RETCODE ensureAptreMem(SCIP_LPI *lpi, int n)
#define SCIP_ABORT_FALSE(x)
enum MSKoptimizertype_enum MSKoptimizertype
static SCIP_RETCODE getIndicesFromDense(int *dstat, int n, int *count, int **sub)
#define SENSE2MOSEK(objsen)
static void scale_vec(int len, double *vec, double s)
static int colpacketNum(int ncols)
static const char * paramty2str(SCIP_LPPARAM type)
#define STRONGBRANCH_PRICING
static SCIP_RETCODE ensureStateMem(SCIP_LPI *lpi, int ncols, int nrows)
static MSKrescodee MSK_getsolutionstatus(MSKtask_t task, MSKsoltypee whichsol, MSKprostae *prosta, MSKsolstae *solsta)
static SCIP_RETCODE ensureBkcMem(SCIP_LPI *lpi, int nrows)
static void invalidateSolution(SCIP_LPI *lpi)
#define BMSfreeMemory(ptr)
#define BMSfreeBlockMemory(mem, ptr)
#define BMSallocBlockMemory(mem, ptr)
#define BMSreallocMemoryArray(ptr, num)
#define BMSallocMemoryArray(ptr, num)
#define BMSfreeMemoryArray(ptr)
#define BMSallocBlockMemoryArray(mem, ptr, num)
#define BMSfreeBlockMemoryArray(mem, ptr, num)
struct BMS_BlkMem BMS_BLKMEM
#define BMSfreeMemoryArrayNull(ptr)
#define BMSallocMemory(ptr)
void SCIPmessagePrintInfo(SCIP_MESSAGEHDLR *messagehdlr, const char *formatstr,...)
void SCIPmessagePrintWarning(SCIP_MESSAGEHDLR *messagehdlr, const char *formatstr,...)
public methods for message output
static SCIP_RETCODE presolve(SCIP *scip, SCIP_Bool *unbounded, SCIP_Bool *infeasible, SCIP_Bool *vanished)
MSKoptimizertype lastalgo
MSKsoltypee lastsolvetype
SCIP_MESSAGEHDLR * messagehdlr
@ SCIP_PRICING_STEEPQSTART
@ SCIP_PRICING_LPIDEFAULT
enum SCIP_Pricing SCIP_PRICING
enum SCIP_LPParam SCIP_LPPARAM
struct SCIP_LPiState SCIP_LPISTATE
struct SCIP_LPiNorms SCIP_LPINORMS
@ SCIP_LPPAR_BARRIERCONVTOL
@ SCIP_LPPAR_CONDITIONLIMIT
@ SCIP_LPPAR_ROWREPSWITCH
enum SCIP_LPSolQuality SCIP_LPSOLQUALITY
enum SCIP_ObjSen SCIP_OBJSEN
struct SCIP_Messagehdlr SCIP_MESSAGEHDLR
enum SCIP_Retcode SCIP_RETCODE