[Scip] Problem with using non linear constraint handler

[Ahmad Moradi]

the file in .cip format attached....

On Tue, Dec 11, 2012 at 1:45 PM, Ahmad Moradi <ahmad.moradi at gmail.com>wrote:

> Dear all,
>
> I have a network design problem with nonlinear objective function and
> linear constraints. Let x_e be some variable defined on edge e, then the
> objective function looks like   \sum_e f(x_e)   where f is a concave
> function. I added the objective function as a nonlinear constraint, 0 =< z
> - \sum_e f(x_e) <= +inf to SCIP through the following code in which I
> considered f = SQRT(x_e)
>
>
> ----------------------------------------------------------------------------------------------------
>       SCIP_CONS*  zcon;
>       char                zcon_name[255];
>       SCIPsnprintf(zcon_name, 255, "z_constraint");
>
>       SCIP_Real      coef;
>       coef = 1.0;
>
>       SCIP_CALL( SCIPcreateConsNonlinear( scip, &zcon, zcon_name, 1, &z,
> &coef, 0, NULL, NULL, 0.0, SCIPinfinity(scip),
>  TRUE, TRUE, TRUE, TRUE, TRUE, FALSE, FALSE, FALSE, FALSE, FALSE) );
>       coef = -1.0;
>
>       for ( int i = 0; i < g.num_edges; i++) {
>  SCIP_EXPR* varexpr;
> SCIP_EXPR* expr;
>  SCIP_EXPRTREE* exprtree;
>  SCIP_CALL( SCIPexprCreate(SCIPblkmem(scip), &varexpr, SCIP_EXPR_VARIDX,
> 0) );
> (*) SCIP_CALL( SCIPexprCreate(SCIPblkmem(scip), &expr, SCIP_EXPR_SQRT,
> varexpr) );
> SCIP_CALL( SCIPexprtreeCreate(SCIPblkmem(scip), &exprtree, expr, 1, 0,
> NULL) );
>  SCIP_CALL( SCIPexprtreeSetVars(exprtree, 1, &(g.fwd_arc_var[i]) ) );
>  SCIP_CALL( SCIPaddExprtreesNonlinear(scip, zcon, 1, &exprtree , &coef) );
>
>  SCIP_CALL( SCIPexprtreeFree(&exprtree) );
>       }
>
>       SCIP_CALL_EXC( SCIPaddCons(scip, zcon) );
>
>       SCIP_CALL_EXC( SCIPreleaseCons(scip, &zcon) );
> ----------------------------------------------------------------------------------------------------------
>
> However, After running the code, SCIP's optimal solution violates the
> z_constraint and I could not figure out why? The same probles happend while
> using
>
>       SCIP_CALL( SCIPexprCreate(SCIPblkmem(scip), &expr,
> SCIP_EXPR_REALPOWER, varexpr, 0.5) );
>
> instead of (*). Other than that I noticed, SCIP will write the
> z_constraint while using SCIPprintOrigProblem() and omit it while using
> SCIPprintTransProblem(). I am confusing whether the constraint is deleted
> by presolving or not?
>
> Bests,
> Ahmad
> PS: I have already attached the log file to this email and an instance of
> the problem in .cip format
>
>
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