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May 18, 2025
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Add feastol numerics checks #997

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Add feastol numerics checks
scip-ci May 17, 2025
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typos
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test
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add locktype
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add addVarLocksType
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relax, docstring, and locktype
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Add getNLocksDown, getNLocksUp, getNLocksUpType, getNLocksDownType an…
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2 changes: 2 additions & 0 deletions CHANGELOG.md
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Original file line number Diff line number Diff line change
Expand Up @@ -3,6 +3,8 @@
## Unreleased
### Added
- Added support for knapsack constraints
- Added isPositive(), isNegative(), isFeasLE(), isFeasLT(), isFeasGE(), isFeasGT(), isHugeValue(), and tests
- Added SCIP_LOCKTYPE, addVarLocksType
### Fixed
### Changed
### Removed
Expand Down
78 changes: 44 additions & 34 deletions src/pyscipopt/scip.pxd
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Expand Up @@ -313,6 +313,11 @@ cdef extern from "scip/scip.h":
SCIP_BENDERSENFOTYPE SCIP_BENDERSENFOTYPE_PSEUDO
SCIP_BENDERSENFOTYPE SCIP_BENDERSENFOTYPE_CHECK

ctypedef int SCIP_LOCKTYPE
cdef extern from "scip/type_var.h":
SCIP_LOCKTYPE SCIP_LOCKTYPE_MODEL
SCIP_LOCKTYPE SCIP_LOCKTYPE_CONFLICT

ctypedef int SCIP_LPSOLSTAT
cdef extern from "scip/type_lp.h":
SCIP_LPSOLSTAT SCIP_LPSOLSTAT_NOTSOLVED
Expand Down Expand Up @@ -541,9 +546,9 @@ cdef extern from "scip/scip.h":
ctypedef union SCIP_DOMCHG:
pass

ctypedef void (*messagecallback) (SCIP_MESSAGEHDLR *messagehdlr, FILE *file, const char *msg) noexcept
ctypedef void (*errormessagecallback) (void *data, FILE *file, const char *msg)
ctypedef SCIP_RETCODE (*messagehdlrfree) (SCIP_MESSAGEHDLR *messagehdlr)
ctypedef void (*messagecallback) (SCIP_MESSAGEHDLR* messagehdlr, FILE* file, const char* msg) noexcept
ctypedef void (*errormessagecallback) (void* data, FILE* file, const char* msg)
ctypedef SCIP_RETCODE (*messagehdlrfree) (SCIP_MESSAGEHDLR* messagehdlr)

# General SCIP Methods
SCIP_RETCODE SCIPcreate(SCIP** scip)
Expand All @@ -569,15 +574,15 @@ cdef extern from "scip/scip.h":
SCIP_Bool* valid)
SCIP_RETCODE SCIPcopyOrigVars(SCIP* sourcescip, SCIP* targetscip, SCIP_HASHMAP* varmap, SCIP_HASHMAP* consmap, SCIP_VAR** fixedvars, SCIP_Real* fixedvals, int nfixedvars )
SCIP_RETCODE SCIPcopyOrigConss(SCIP* sourcescip, SCIP* targetscip, SCIP_HASHMAP* varmap, SCIP_HASHMAP* consmap, SCIP_Bool enablepricing, SCIP_Bool* valid)
SCIP_RETCODE SCIPmessagehdlrCreate(SCIP_MESSAGEHDLR **messagehdlr,
SCIP_RETCODE SCIPmessagehdlrCreate(SCIP_MESSAGEHDLR** messagehdlr,
SCIP_Bool bufferedoutput,
const char *filename,
const char* filename,
SCIP_Bool quiet,
messagecallback,
messagecallback,
messagecallback,
messagehdlrfree,
SCIP_MESSAGEHDLRDATA *messagehdlrdata)
SCIP_MESSAGEHDLRDATA* messagehdlrdata)

SCIP_RETCODE SCIPsetMessagehdlr(SCIP* scip, SCIP_MESSAGEHDLR* messagehdlr)
void SCIPsetMessagehdlrQuiet(SCIP* scip, SCIP_Bool quiet)
Expand Down Expand Up @@ -787,6 +792,7 @@ cdef extern from "scip/scip.h":
SCIP_RETCODE SCIPtransformVar(SCIP* scip, SCIP_VAR* var, SCIP_VAR** transvar)
SCIP_RETCODE SCIPgetTransformedVar(SCIP* scip, SCIP_VAR* var, SCIP_VAR** transvar)
SCIP_RETCODE SCIPaddVarLocks(SCIP* scip, SCIP_VAR* var, int nlocksdown, int nlocksup)
SCIP_RETCODE SCIPaddVarLocksType(SCIP* scip, SCIP_VAR* var, SCIP_LOCKTYPE locktype, int nlocksdown, int nlocksup)
SCIP_VAR** SCIPgetVars(SCIP* scip)
SCIP_VAR** SCIPgetOrigVars(SCIP* scip)
const char* SCIPvarGetName(SCIP_VAR* var)
Expand All @@ -813,11 +819,11 @@ cdef extern from "scip/scip.h":
void SCIPvarSetData(SCIP_VAR* var, SCIP_VARDATA* vardata)
SCIP_VARDATA* SCIPvarGetData(SCIP_VAR* var)
SCIP_Real SCIPvarGetAvgSol(SCIP_VAR* var)
SCIP_Real SCIPgetVarPseudocost(SCIP* scip, SCIP_VAR *var, SCIP_BRANCHDIR dir)
SCIP_Real SCIPgetVarPseudocost(SCIP* scip, SCIP_VAR* var, SCIP_BRANCHDIR dir)
SCIP_Real SCIPvarGetCutoffSum(SCIP_VAR* var, SCIP_BRANCHDIR dir)
SCIP_Longint SCIPvarGetNBranchings(SCIP_VAR* var, SCIP_BRANCHDIR dir)
SCIP_Bool SCIPvarMayRoundUp(SCIP_VAR* var)
SCIP_Bool SCIPvarMayRoundDown(SCIP_VAR * var)
SCIP_Bool SCIPvarMayRoundDown(SCIP_VAR* var)

# LP Methods
SCIP_RETCODE SCIPgetLPColsData(SCIP* scip, SCIP_COL*** cols, int* ncols)
Expand All @@ -831,8 +837,8 @@ cdef extern from "scip/scip.h":
SCIP_LPSOLSTAT SCIPgetLPSolstat(SCIP* scip)
int SCIPgetNLPRows(SCIP* scip)
int SCIPgetNLPCols(SCIP* scip)
SCIP_COL** SCIPgetLPCols(SCIP *scip)
SCIP_ROW** SCIPgetLPRows(SCIP *scip)
SCIP_COL** SCIPgetLPCols(SCIP* scip)
SCIP_ROW** SCIPgetLPRows(SCIP* scip)
SCIP_Bool SCIPallColsInLP(SCIP* scip)

# Cutting Plane Methods
Expand Down Expand Up @@ -872,11 +878,11 @@ cdef extern from "scip/scip.h":
const char* SCIPconshdlrGetName(SCIP_CONSHDLR* conshdlr)
SCIP_RETCODE SCIPdelConsLocal(SCIP* scip, SCIP_CONS* cons)
SCIP_RETCODE SCIPdelCons(SCIP* scip, SCIP_CONS* cons)
SCIP_RETCODE SCIPsetConsChecked(SCIP *scip, SCIP_CONS *cons, SCIP_Bool check)
SCIP_RETCODE SCIPsetConsRemovable(SCIP *scip, SCIP_CONS *cons, SCIP_Bool removable)
SCIP_RETCODE SCIPsetConsInitial(SCIP *scip, SCIP_CONS *cons, SCIP_Bool initial)
SCIP_RETCODE SCIPsetConsModifiable(SCIP *scip, SCIP_CONS *cons, SCIP_Bool modifiable)
SCIP_RETCODE SCIPsetConsEnforced(SCIP *scip, SCIP_CONS *cons, SCIP_Bool enforce)
SCIP_RETCODE SCIPsetConsChecked(SCIP* scip, SCIP_CONS* cons, SCIP_Bool check)
SCIP_RETCODE SCIPsetConsRemovable(SCIP* scip, SCIP_CONS* cons, SCIP_Bool removable)
SCIP_RETCODE SCIPsetConsInitial(SCIP* scip, SCIP_CONS* cons, SCIP_Bool initial)
SCIP_RETCODE SCIPsetConsModifiable(SCIP* scip, SCIP_CONS* cons, SCIP_Bool modifiable)
SCIP_RETCODE SCIPsetConsEnforced(SCIP* scip, SCIP_CONS* cons, SCIP_Bool enforce)

# Primal Solution Methods
SCIP_SOL** SCIPgetSols(SCIP* scip)
Expand Down Expand Up @@ -906,8 +912,8 @@ cdef extern from "scip/scip.h":
SCIP_Real SCIPgetGap(SCIP* scip)
int SCIPgetDepth(SCIP* scip)
SCIP_RETCODE SCIPcutoffNode(SCIP* scip, SCIP_NODE* node)
SCIP_Bool SCIPhasPrimalRay(SCIP * scip)
SCIP_Real SCIPgetPrimalRayVal(SCIP * scip, SCIP_VAR * var)
SCIP_Bool SCIPhasPrimalRay(SCIP* scip)
SCIP_Real SCIPgetPrimalRayVal(SCIP* scip, SCIP_VAR* var)
SCIP_RETCODE SCIPaddSolFree(SCIP* scip, SCIP_SOL** sol, SCIP_Bool* stored)
SCIP_RETCODE SCIPaddSol(SCIP* scip, SCIP_SOL* sol, SCIP_Bool* stored)
SCIP_RETCODE SCIPreadSol(SCIP* scip, const char* filename)
Expand Down Expand Up @@ -1051,7 +1057,7 @@ cdef extern from "scip/scip.h":
SCIP_RETCODE (*consgetnvars) (SCIP* scip, SCIP_CONSHDLR* conshdlr, SCIP_CONS* cons, int* nvars, SCIP_Bool* success),
SCIP_RETCODE (*consgetdivebdchgs) (SCIP* scip, SCIP_CONSHDLR* conshdlr, SCIP_DIVESET* diveset, SCIP_SOL* sol, SCIP_Bool* success, SCIP_Bool* infeasible),
SCIP_RETCODE (*consgetpermsymgraph)(SCIP* scip, SCIP_CONSHDLR* conshdlr, SCIP_CONS* cons, SYM_GRAPH* graph, SCIP_Bool* success),
SCIP_RETCODE (*consgetsignedpermsymgraph)(SCIP * scip, SCIP_CONSHDLR * conshdlr, SCIP_CONS * cons, SYM_GRAPH * graph, SCIP_Bool * success),
SCIP_RETCODE (*consgetsignedpermsymgraph)(SCIP* scip, SCIP_CONSHDLR* conshdlr, SCIP_CONS* cons, SYM_GRAPH* graph, SCIP_Bool* success),
SCIP_CONSHDLRDATA* conshdlrdata)
SCIP_CONSHDLRDATA* SCIPconshdlrGetData(SCIP_CONSHDLR* conshdlr)
SCIP_CONSHDLR* SCIPfindConshdlr(SCIP* scip, const char* name)
Expand Down Expand Up @@ -1339,13 +1345,17 @@ cdef extern from "scip/scip.h":
SCIP_Bool SCIPisLT(SCIP* scip, SCIP_Real val1, SCIP_Real val2)
SCIP_Bool SCIPisGE(SCIP* scip, SCIP_Real val1, SCIP_Real val2)
SCIP_Bool SCIPisGT(SCIP* scip, SCIP_Real val1, SCIP_Real val2)
SCIP_Bool SCIPisEQ(SCIP *scip, SCIP_Real val1, SCIP_Real val2)
SCIP_Bool SCIPisFeasEQ(SCIP *scip, SCIP_Real val1, SCIP_Real val2)
SCIP_Bool SCIPisHugeValue(SCIP *scip, SCIP_Real val)
SCIP_Bool SCIPisPositive(SCIP *scip, SCIP_Real val)
SCIP_Bool SCIPisNegative(SCIP *scip, SCIP_Real val)
SCIP_Bool SCIPisIntegral(SCIP *scip, SCIP_Real val)
SCIP_Real SCIPgetTreesizeEstimation(SCIP *scip)
SCIP_Bool SCIPisEQ(SCIP* scip, SCIP_Real val1, SCIP_Real val2)
SCIP_Bool SCIPisFeasEQ(SCIP* scip, SCIP_Real val1, SCIP_Real val2)
SCIP_Bool SCIPisFeasLT(SCIP* scip, SCIP_Real val1, SCIP_Real val2)
SCIP_Bool SCIPisFeasGT(SCIP* scip, SCIP_Real val1, SCIP_Real val2)
SCIP_Bool SCIPisFeasLE(SCIP* scip, SCIP_Real val1, SCIP_Real val2)
SCIP_Bool SCIPisFeasGE(SCIP* scip, SCIP_Real val1, SCIP_Real val2)
SCIP_Bool SCIPisHugeValue(SCIP* scip, SCIP_Real val)
SCIP_Bool SCIPisPositive(SCIP* scip, SCIP_Real val)
SCIP_Bool SCIPisNegative(SCIP* scip, SCIP_Real val)
SCIP_Bool SCIPisIntegral(SCIP* scip, SCIP_Real val)
SCIP_Real SCIPgetTreesizeEstimation(SCIP* scip)

# Statistic Methods
SCIP_RETCODE SCIPprintStatistics(SCIP* scip, FILE* outfile)
Expand Down Expand Up @@ -1611,22 +1621,22 @@ cdef extern from "scip/cons_sos2.h":
SCIP_VAR* var)

cdef extern from "scip/cons_disjunction.h":
SCIP_RETCODE SCIPcreateConsDisjunction(SCIP *scip,
SCIP_CONS **cons,
const char *name,
SCIP_RETCODE SCIPcreateConsDisjunction(SCIP* scip,
SCIP_CONS** cons,
const char* name,
int nconss,
SCIP_CONS **conss,
SCIP_CONS *relaxcons,
SCIP_CONS** conss,
SCIP_CONS* relaxcons,
SCIP_Bool initial,
SCIP_Bool enforce,
SCIP_Bool check,
SCIP_Bool local,
SCIP_Bool modifiable,
SCIP_Bool dynamic)

SCIP_RETCODE SCIPaddConsElemDisjunction(SCIP *scip,
SCIP_CONS *cons,
SCIP_CONS *addcons)
SCIP_RETCODE SCIPaddConsElemDisjunction(SCIP* scip,
SCIP_CONS* cons,
SCIP_CONS* addcons)

cdef extern from "scip/cons_and.h":
SCIP_RETCODE SCIPcreateConsAnd(SCIP* scip,
Expand Down Expand Up @@ -1963,7 +1973,7 @@ cdef extern from "scip/pub_lp.h":
SCIP_Real* SCIPcolGetVals(SCIP_COL* col)
int SCIPcolGetAge(SCIP_COL* col)
int SCIPcolGetIndex(SCIP_COL* col)
SCIP_Real SCIPcolGetObj(SCIP_COL *col)
SCIP_Real SCIPcolGetObj(SCIP_COL* col)

cdef extern from "scip/scip_tree.h":
SCIP_RETCODE SCIPgetOpenNodesData(SCIP* scip, SCIP_NODE*** leaves, SCIP_NODE*** children, SCIP_NODE*** siblings, int* nleaves, int* nchildren, int* nsiblings)
Expand Down
89 changes: 87 additions & 2 deletions src/pyscipopt/scip.pxi
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Expand Up @@ -255,6 +255,9 @@
ROWCHANGED = SCIP_EVENTTYPE_ROWCHANGED
ROWEVENT = SCIP_EVENTTYPE_ROWEVENT

cdef class PY_SCIP_LOCKTYPE:
MODEL = SCIP_LOCKTYPE_MODEL
CONFLICT = SCIP_LOCKTYPE_CONFLICT

cdef class PY_SCIP_LPSOLSTAT:
NOTSOLVED = SCIP_LPSOLSTAT_NOTSOLVED
Expand Down Expand Up @@ -298,7 +301,7 @@
if rc == SCIP_OKAY:
pass
elif rc == SCIP_ERROR:
raise Exception('SCIP: unspecified error!')

Check failure on line 304 in src/pyscipopt/scip.pxi

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SCIP: unspecified error!
elif rc == SCIP_NOMEMORY:
raise MemoryError('SCIP: insufficient memory error!')
elif rc == SCIP_READERROR:
Expand Down Expand Up @@ -3070,7 +3073,7 @@

def isFeasEQ(self, val1, val2):
"""
Checks, if relative difference of values is in range of feasibility tolerance.
Returns if |val1 - val2| <= feastol.

Parameters
----------
Expand All @@ -3083,6 +3086,70 @@

"""
return SCIPisFeasEQ(self._scip, val1, val2)

def isFeasLT(self, val1, val2):
"""
Returns if relative difference between val1 - val2 <= -feastol.

Parameters
----------
val1 : float
val2 : float

Returns
-------
bool

"""
return SCIPisFeasLT(self._scip, val1, val2)

def isFeasLE(self, val1, val2):
"""
Returns if val1 - val2 <= feastol.

Parameters
----------
val1 : float
val2 : float

Returns
-------
bool

"""
return SCIPisFeasLE(self._scip, val1, val2)

def isFeasGT(self, val1, val2):
"""
Returns if val1 - val2 > feastol.

Parameters
----------
val1 : float
val2 : float

Returns
-------
bool

"""
return SCIPisFeasGT(self._scip, val1, val2)

def isFeasGE(self, val1, val2):
"""
Returns if val1 - val2 >= -feastol.

Parameters
----------
val1 : float
val2 : float

Returns
-------
bool

"""
return SCIPisFeasGE(self._scip, val1, val2)

def isLE(self, val1, val2):
"""
Expand Down Expand Up @@ -3792,7 +3859,7 @@

return Variable.create(_tvar)

def addVarLocks(self, Variable var, nlocksdown, nlocksup):
def addVarLocks(self, Variable var, int nlocksdown, int nlocksup):
"""
Adds given values to lock numbers of variable for rounding.

Expand All @@ -3808,6 +3875,24 @@
"""
PY_SCIP_CALL(SCIPaddVarLocks(self._scip, var.scip_var, nlocksdown, nlocksup))

def addVarLocksType(self, Variable var, int locktype, int nlocksdown, int nlocksup):
"""
adds given values to lock numbers of type locktype of variable for rounding

Parameters
----------
var : Variable
variable to adjust the locks for
type : str
type of the variable locks
nlocksdown : int
modification in number of rounding down locks
nlocksup : int
modification in number of rounding up locks

"""
PY_SCIP_CALL(SCIPaddVarLocksType(self._scip, var.scip_var, locktype, nlocksdown, nlocksup))

def fixVar(self, Variable var, val):
"""
Fixes the variable var to the value val if possible.
Expand Down
18 changes: 10 additions & 8 deletions tests/helpers/utils.py
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Expand Up @@ -51,17 +51,18 @@ def random_mip_1(disable_sepa=True, disable_heur=True, disable_presolve=True, no


def random_lp_1():
return random_mip_1().relax()
random_mip_1().relax()
return random_mip_1()


def random_nlp_1():
model = Model()

v = model.addVar()
w = model.addVar()
x = model.addVar()
y = model.addVar()
z = model.addVar()
v = model.addVar(name="v", ub=2)
w = model.addVar(name="w", ub=3)
x = model.addVar(name="x", ub=4)
y = model.addVar(name="y", ub=1.4)
z = model.addVar(name="z", ub=4)

model.addCons(exp(v) + log(w) + sqrt(x) + sin(y) + z ** 3 * y <= 5)
model.setObjective(v + w + x + y + z, sense='maximize')
Expand All @@ -87,7 +88,7 @@ def knapsack_model(weights=[4, 2, 6, 3, 7, 5], costs=[7, 2, 5, 4, 3, 4], knapsac
knapsackVars.append(s.addVar(varNames[i], vtype='I', obj=costs[i], ub=1.0))

# adding a linear constraint for the knapsack constraint
s.addCons(quicksum(w * v for (w, v) in zip(weights, knapsackVars)) <= knapsackSize)
s.addCons(quicksum(w * v for (w, v) in zip(weights, knapsackVars)) <= knapsack_size)

return s

Expand Down Expand Up @@ -249,4 +250,5 @@ def bin_packing_lp(sizes, capacity):


def gastrans_lp():
return gastrans_model().relax()
gastrans_model().relax()
return gastrans_model()
21 changes: 21 additions & 0 deletions tests/test_numerics.py
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Original file line number Diff line number Diff line change
@@ -0,0 +1,21 @@
from pyscipopt import Model
import pytest

def test_numerical_checks():
m = Model()

m.setParam("numerics/epsilon", 1e-10)
m.setParam("numerics/feastol", 1e-3)

assert m.isFeasEQ(1, 1.00001)
assert not m.isEQ(1, 1.00001)

assert m.isFeasLE(1, 0.99999)
assert not m.isLE(1, 0.99999)

assert m.isFeasGE(1, 1.00001)
assert not m.isGE(1, 1.00001)

assert not m.isFeasGT(1, 0.99999)
assert m.isGT(1, 0.99999)