1    	/* * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * */
2    	/*                                                                           */
3    	/*                  This file is part of the program and library             */
4    	/*         SCIP --- Solving Constraint Integer Programs                      */
5    	/*                                                                           */
6    	/*  Copyright (c) 2002-2023 Zuse Institute Berlin (ZIB)                      */
7    	/*                                                                           */
8    	/*  Licensed under the Apache License, Version 2.0 (the "License");          */
9    	/*  you may not use this file except in compliance with the License.         */
10   	/*  You may obtain a copy of the License at                                  */
11   	/*                                                                           */
12   	/*      http://www.apache.org/licenses/LICENSE-2.0                           */
13   	/*                                                                           */
14   	/*  Unless required by applicable law or agreed to in writing, software      */
15   	/*  distributed under the License is distributed on an "AS IS" BASIS,        */
16   	/*  WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied. */
17   	/*  See the License for the specific language governing permissions and      */
18   	/*  limitations under the License.                                           */
19   	/*                                                                           */
20   	/*  You should have received a copy of the Apache-2.0 license                */
21   	/*  along with SCIP; see the file LICENSE. If not visit scipopt.org.         */
22   	/*                                                                           */
23   	/* * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * */
24   	
25   	/**@file    prop_obbt.h
26   	 * @ingroup PROPAGATORS
27   	 * @brief   optimization-based bound tightening propagator
28   	 * @author  Stefan Weltge
29   	 *
30   	 * In Optimization-Based Bound Tightening (OBBT), we solve auxiliary LPs of the form
31   	 * \f[
32   	 *      \min / \max \, \{ x_i \mid x \in P' \},
33   	 * \f]
34   	 * where \f$P'\f$ is the current LP relaxation restricted by the primal cutoff constraint \f$c^T x <= z\f$, \f$z\f$ the
35   	 * current cutoff bound. Trivially, the optimal objective value of this LP provides a valid lower/upper bound on
36   	 * variable \f$x_i\f$.
37   	 *
38   	 * Since solving LPs may be expensive, the propagator inspects solutions \f$x \in P'\f$ and does not run for variable
39   	 * bounds which are tight at \f$x\f$: First, we check SCIP's last LP relaxation solution. Second, we solve a sequence of
40   	 * filtering LP's \f$\min / \max \, \{ \sum w_i \, x_i \mid x \in P' \}\f$ in order to push several variables towards
41   	 * one of their bounds in one LP solve. Third, we inspect all solutions of the auxiliary LPs solved along the way.
42   	 *
43   	 * By default, OBBT is only applied for nonbinary variables that occur in nonlinear constraints.
44   	 *
45   	 * After we learned a better variable bound the propagator tries to separate the solution of the current OBBT LP with
46   	 * the refined outer approximation in order to strengthen the learned bound. Additionally, we trigger a
47   	 * propagation round of SCIP after a fixed number of learned bound tightenings.
48   	 *
49   	 * Additionally, the propagator uses the dual solution of the auxiliary LPs to construct globally valid generalized
50   	 * variable bounds which may be propagated during the branch-and-bound search.
51   	 */
52   	
53   	/*---+----1----+----2----+----3----+----4----+----5----+----6----+----7----+----8----+----9----+----0----+----1----+----2*/
54   	
55   	#ifndef __SCIP_PROP_OBBT_H__
56   	#define __SCIP_PROP_OBBT_H__
57   	
58   	#include "scip/def.h"
59   	#include "scip/type_retcode.h"
60   	#include "scip/type_scip.h"
61   	
62   	#ifdef __cplusplus
63   	extern "C" {
64   	#endif
65   	
66   	/** creates the obbt propagator and includes it in SCIP
67   	 *
68   	 * @ingroup PropagatorIncludes
69   	 */
70   	SCIP_EXPORT
71   	SCIP_RETCODE SCIPincludePropObbt(
72   	   SCIP*                 scip                /**< SCIP data structure */
73   	   );
74   	
75   	#ifdef __cplusplus
76   	}
77   	#endif
78   	
79   	#endif
80