Merge branch 'gh92-nl-set-objvar-initsol' into 'v90-bugfix'

compute and set value for objvar when having initsol in nl-reader

See merge request integer/scip!3431

Author: Ksenia Bestuzheva

CHANGELOG

@@ -11,6 +11,7 @@ Fixed bugs
 - make sure that symmetry detection callbacks report success
 - make arithmetics in cuts.c more robust to avoid invalid scg cuts due to numerical rounding sensitivity
 - allow to copy cons_pseudoboolean even if no AND constraints are present in order to avoid a warning
+- set value for variable that is introduced to reformulate nonlinear objective function when reading .nl files with initial solution
 
 Miscellaneous
 -------------

src/scip/reader_nl.cpp

@@ -1573,6 +1573,20 @@ class AMPLProblemHandler : public mp::NLHandler<AMPLProblemHandler, SCIP_EXPR*>
          SCIP_CALL_THROW( SCIPaddLinearVarNonlinear(scip, objcons, objvar, -1.0) );
          SCIP_CALL_THROW( SCIPaddCons(scip, objcons) );
 
+         if( initsol != NULL )
+         {
+            /* compute value for objvar in initial solution from other variable values */
+            SCIP_CALL_THROW( SCIPevalExpr(scip, objexpr, initsol, 0) );
+            if( SCIPexprGetEvalValue(objexpr) != SCIP_INVALID )
+            {
+               SCIPsetSolVal(scip, initsol, objvar, SCIPexprGetEvalValue(objexpr));
+            }
+            else
+            {
+               SCIPwarningMessage(scip, "Objective function could not be evaluated in initial point. Domain error.");
+            }
+         }
+
          SCIP_CALL_THROW( SCIPreleaseCons(scip, &objcons) );
          SCIP_CALL_THROW( SCIPreleaseVar(scip, &objvar) );
       }

tests/src/reader/nl.c

@@ -282,3 +282,26 @@ Test(readernl, dualsol, .description = "check whether solving a LP without preso
 
    free(args[1]);
 }
+
+/* check whether initial value of introduced nlobjvar is set */
+Test(readernl, nlobjvar, .description = "check whether initial value of introduced nlobjvar is set")
+{
+   char filename[SCIP_MAXSTRLEN];
+
+   /* skip test if nl reader not available (SCIP compiled with AMPL=false) */
+   if( SCIPfindReader(scip, "nlreader") == NULL )
+      return;
+
+   /* get file to read: suffix1.nl that lives in the same directory as this file */
+   TESTsetTestfilename(filename, __FILE__, "nlobj.nl");
+
+   /* read nl file */
+   SCIP_CALL( SCIPreadProb(scip, filename, NULL) );
+
+   /* we should have an initial solution as well */
+   cr_expect(SCIPgetNSols(scip) == 1);
+
+   /* only if the solution is feasible, it will be available in the transformed problem, too */
+   SCIP_CALL( SCIPtransformProb(scip) );
+   cr_expect(SCIPgetNSols(scip) == 1);
+}

tests/src/reader/nlobj.mod

@@ -0,0 +1,6 @@
+# create nl file via  ampl -P -ognlobj nlobj.mod
+
+var x >= 0 := 1;
+var y >= 0 := 2;
+
+minimize obj: x + 2*y*y + 5 ;

tests/src/reader/nlobj.nl

@@ -0,0 +1,29 @@
+g3 0 1 0	# problem nlobj
+ 2 0 1 0 0	# vars, constraints, objectives, ranges, eqns
+ 0 1	# nonlinear constraints, objectives
+ 0 0	# network constraints: nonlinear, linear
+ 0 1 0	# nonlinear vars in constraints, objectives, both
+ 0 0 0 1	# linear network variables; functions; arith, flags
+ 0 0 0 0 0	# discrete variables: binary, integer, nonlinear (b,c,o)
+ 0 2	# nonzeros in Jacobian, gradients
+ 0 0	# max name lengths: constraints, variables
+ 0 0 0 0 0	# common exprs: b,c,o,c1,o1
+O0 0
+o0
+o2
+o2
+n2
+v0
+v0
+n5
+x2
+0 2
+1 1
+b
+2 0
+2 0
+k1
+0
+G0 2
+0 0
+1 1