Add access functions for row duals (#986)

* Add access functions for row duals

* Add cut dual test function

* Update Changelog

* Rename test_cut_dual.py to test_row_dual.py

---------

Co-authored-by: João Dionísio <[email protected]>

Author: chrhansk

CHANGELOG.md

@@ -5,6 +5,8 @@
 - Added getLinearConsIndicator
 - Added SCIP_LPPARAM, setIntParam, setRealParam, getIntParam, getRealParam, isOptimal, getObjVal, getRedcost for lpi
 - Added isFeasPositive
+- Added SCIP function SCIProwGetDualsol and wrapper getDualsol
+- Added SCIP function SCIProwGetDualfarkas and wrapper getDualfarkas
 ### Fixed
 - Fixed bug when accessing matrix variable attributes
 ### Changed

src/pyscipopt/scip.pxd

@@ -1895,6 +1895,8 @@ cdef extern from "scip/pub_lp.h":
     SCIP_Real SCIProwGetLhs(SCIP_ROW* row)
     SCIP_Real SCIProwGetRhs(SCIP_ROW* row)
     SCIP_Real SCIProwGetConstant(SCIP_ROW* row)
+    SCIP_Real SCIProwGetDualsol(SCIP_ROW* row)
+    SCIP_Real SCIProwGetDualfarkas(SCIP_ROW* row)
     int SCIProwGetLPPos(SCIP_ROW* row)
     SCIP_BASESTAT SCIProwGetBasisStatus(SCIP_ROW* row)
     SCIP_Bool SCIProwIsIntegral(SCIP_ROW* row)

src/pyscipopt/scip.pxi

@@ -679,6 +679,28 @@ cdef class Row:
         """
         return SCIProwGetConstant(self.scip_row)
 
+    def getDualsol(self):
+        """
+        Returns the dual solution of row.
+
+        Returns
+        -------
+        float
+
+        """
+        return SCIProwGetDualsol(self.scip_row)
+
+    def getDualfarkas(self):
+        """
+        Returns the dual Farkas solution of row.
+
+        Returns
+        -------
+        float
+
+        """
+        return SCIProwGetDualfarkas(self.scip_row)
+
     def getLPPos(self):
         """
         Gets position of row in current LP, or -1 if it is not in LP.

tests/test_row_dual.py

@@ -0,0 +1,96 @@
+from pyscipopt import Model, Sepa, SCIP_RESULT, SCIP_PARAMSETTING
+
+
+class SimpleSepa(Sepa):
+
+    def __init__(self, x, y):
+        self.cut = None
+        self.x = x
+        self.y = y
+        self.has_checked = False
+
+    def sepainit(self):
+        scip = self.model
+        self.trans_x = scip.getTransformedVar(self.x)
+        self.trans_y = scip.getTransformedVar(self.y)
+
+    def sepaexeclp(self):
+        result = SCIP_RESULT.SEPARATED
+        scip = self.model
+
+        if self.cut is not None and not self.has_checked:
+            # rhs * dual should be equal to optimal objective (= -1)
+            assert scip.isFeasEQ(self.cut.getDualsol(), -1.0)
+            self.has_checked = True
+
+        cut = scip.createEmptyRowSepa(self,
+                                      lhs=-scip.infinity(),
+                                      rhs=1.0)
+
+        scip.cacheRowExtensions(cut)
+
+        scip.addVarToRow(cut, self.trans_x, 1.)
+        scip.addVarToRow(cut, self.trans_y, 1.)
+
+        scip.flushRowExtensions(cut)
+
+        scip.addCut(cut, forcecut=True)
+
+        self.cut = cut
+
+        return {"result": result}
+
+    def sepaexit(self):
+        assert self.has_checked, "Separator called < 2 times"
+
+
+def model():
+    # create solver instance
+    s = Model()
+
+    # turn off presolve
+    s.setPresolve(SCIP_PARAMSETTING.OFF)
+    # turn off heuristics
+    s.setHeuristics(SCIP_PARAMSETTING.OFF)
+    # turn off propagation
+    s.setIntParam("propagating/maxrounds", 0)
+    s.setIntParam("propagating/maxroundsroot", 0)
+
+    # turn off all other separators
+    s.setIntParam("separating/strongcg/freq", -1)
+    s.setIntParam("separating/gomory/freq", -1)
+    s.setIntParam("separating/aggregation/freq", -1)
+    s.setIntParam("separating/mcf/freq", -1)
+    s.setIntParam("separating/closecuts/freq", -1)
+    s.setIntParam("separating/clique/freq", -1)
+    s.setIntParam("separating/zerohalf/freq", -1)
+    s.setIntParam("separating/mixing/freq", -1)
+    s.setIntParam("separating/rapidlearning/freq", -1)
+    s.setIntParam("separating/rlt/freq", -1)
+
+    # only two rounds of cuts
+    # s.setIntParam("separating/maxroundsroot", 10)
+
+    return s
+
+
+def test_row_dual():
+    s = model()
+    # add variable
+    x = s.addVar("x", vtype='I', obj=-1, lb=0.)
+    y = s.addVar("y", vtype='I', obj=-1, lb=0.)
+
+    # add constraint
+    s.addCons(x <= 1.5)
+    s.addCons(y <= 1.5)
+
+    # include separator
+    sepa = SimpleSepa(x, y)
+    s.includeSepa(sepa, "python_simple", "generates a simple cut",
+                  priority=1000,
+                  freq=1)
+
+    s.addCons(x + y <= 1.75)
+
+    # solve problem
+    s.optimize()