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user_generate_cuts_in_lp

int user_generate_cuts_in_lp(void *user, int varnum, var_desc **vars, 
                             double *x, int *new_row_num, 
                             waiting_row ***new_rows)

Description:

The user might decide to generate cuts directly within the LP process instead of using the cut generator. This can be accomplished either through a call to this function or simply by configuring SYMPHONY such that the cut generator is called directly from the LP solver. One example of when this might be done is when generating Gomory cuts (this is planned to be part of SYMPHONY later) or something else that requires knowledge of the current LP tableau. The IN arguments are the same as in user_send_lp_solution() (except that there is no where argument). Not only the generated cuts but the corresponding rows must be returned (the cuts are in the waiting_row structures) because the user_unpack_cuts() function will not be invoked for the generated cuts. Also, the user must fill out the violation field for every row. The reason for this is that any cut generated here will definitely correspond to the current LP solution so the user must have already computed the violation when generating the cut.

Post-processing consists of checking if any of the new cuts are already in the local pool (or dominated by a cut in the local pool). Since the user will probably use this function to generate tableau-dependent cuts, it is highly unlikely that any of the new cuts would already be in the pool. Therefore the user will probably return USER_AND_PP to force SYMPHONY to skip post-processing.

Arguments:

Return values:

Post-processing:

SYMPHONY checks if any of the newly generated rows are already in the local pool.

Wrapper invoked from:

receive_cuts() before the cuts from the CG process are received. Since the user will probably use this function to generate tableau-dependent cuts, it is highly unlikely that any of the new cuts would already be in the pool. Therefore the user will probably return USER_AND_PP to force SYMPHONY to skip post-processing.

Notes:

• Just like in user_unpack_cuts(), the user has to allocate space for the rows.
• Unless the name field of a cut is explicitly set to CUT__SEND_TO_CP, SYMPHONY will assume that the cut is locally valid only and set that field to CUT__DO_NOT_SEND_TO_CP.