CouenneCutGenerator Class Reference

Cut Generator for linear convexifications. More...

#include <CouenneCutGenerator.hpp>

Collaboration diagram for CouenneCutGenerator:

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List of all members.

Public Member Functions

 CouenneCutGenerator (Bonmin::OsiTMINLPInterface *=NULL, Bonmin::BabSetupBase *base=NULL, CouenneProblem *=NULL, struct ASL *=NULL)
 constructor
 CouenneCutGenerator (const CouenneCutGenerator &)
 copy constructor
 ~CouenneCutGenerator ()
 destructor
CouenneCutGeneratorclone () const
 clone method (necessary for the abstract CglCutGenerator class)
CouenneProblemProblem () const
 return pointer to symbolic problem
void setProblem (CouenneProblem *p)
 return pointer to symbolic problem
int getnvars () const
 total number of variables (original + auxiliary)
bool isFirst () const
 has generateCuts been called yet?
bool addViolated () const
 should we add the violated cuts only (true), or all of them (false)?
enum conv_type ConvType () const
 get convexification type (see CouenneTypes.h)
int nSamples () const
 get number of convexification samples
void generateCuts (const OsiSolverInterface &, OsiCuts &, const CglTreeInfo=CglTreeInfo()) const
 the main CglCutGenerator
int createCut (OsiCuts &, CouNumber, CouNumber, int, CouNumber, int=-1, CouNumber=0., int=-1, CouNumber=0., bool=false) const
 create cut and check violation. Insert and return status
int createCut (OsiCuts &, CouNumber, int, int, CouNumber, int=-1, CouNumber=0., int=-1, CouNumber=0., bool=false) const
 create cut and check violation. Other version with only one bound
void addEnvelope (OsiCuts &, int, unary_function, unary_function, int, int, CouNumber, CouNumber, CouNumber, t_chg_bounds *=NULL, bool=false) const
 Add general linear envelope to convex function, given its variables' indices, the (univariate) function and its first derivative.
void addEnvelope (OsiCuts &, int, funtriplet *, int, int, CouNumber, CouNumber, CouNumber, t_chg_bounds *=NULL, bool=false) const
 Add general linear envelope to convex function, given its variables' indices, the (univariate) function and its first derivative.
int addSegment (OsiCuts &, int, int, CouNumber, CouNumber, CouNumber, CouNumber, int) const
 Add half-plane through (x1,y1) and (x2,y2) -- resp.
int addTangent (OsiCuts &, int, int, CouNumber, CouNumber, CouNumber, int) const
 add tangent at given poing (x,w) with given slope
void setBabPtr (Bonmin::Bab *p)
 Method to set the Bab pointer.
void getStats (int &nrc, int &ntc, double &st)
 Get statistics.
bool & infeasNode () const
 Allow to get and set the infeasNode_ flag (used only in generateCuts()).
void genRowCuts (const OsiSolverInterface &, OsiCuts &cs, int, int *, t_chg_bounds *=NULL) const
 generate OsiRowCuts for current convexification
void genColCuts (const OsiSolverInterface &, OsiCuts &, int, int *) const
 generate OsiColCuts for improved (implied and propagated) bounds
ConstJnlstPtr Jnlst () const
 Provide Journalist.
void setJnlst (JnlstPtr jnlst__)
double & rootTime ()
 Time spent at root node.
bool check_lp () const
 return check_lp flag (used in CouenneSolverInterface)
bool enableLpImpliedBounds () const
 returns value of enable_lp_implied_bounds_

Static Public Member Functions

static void registerOptions (Ipopt::SmartPtr< Bonmin::RegisteredOptions > roptions)
 Add list of options to be read from file.

Protected Attributes

bool firstcall_
 True if no convexification cuts have been generated yet for this problem.
bool addviolated_
 True if we should add the violated cuts only, false if all of them should be added.
enum conv_type convtype_
 what kind of sampling should be performed?
int nSamples_
 how many cuts should be added for each function?
CouenneProblemproblem_
 pointer to symbolic repr. of constraint, variables, and bounds
int nrootcuts_
 number of cuts generated at the first call
int ntotalcuts_
 total number of cuts generated
double septime_
 separation time (includes generation of problem)
double objValue_
 Record obj value at final point of CouenneConv.
Bonmin::OsiTMINLPInterface * nlp_
 nonlinear solver interface as used within Bonmin (used at first Couenne pass of each b&b node
Bonmin::Bab * BabPtr_
 pointer to the Bab object (used to retrieve the current primal bound through bestObj())
bool infeasNode_
 signal infeasibility of current node (found through bound tightening)
JnlstPtr jnlst_
 SmartPointer to the Journalist.
double rootTime_
 Time spent at the root node.
bool check_lp_
 Check all generated LPs through an independent call to OsiClpSolverInterface::initialSolve().
bool enable_lp_implied_bounds_
 Take advantage of OsiClpSolverInterface::tightenBounds (), known to have caused some problems some time ago.

Detailed Description

Cut Generator for linear convexifications.

Definition at line 35 of file CouenneCutGenerator.hpp.


Constructor & Destructor Documentation

CouenneCutGenerator::CouenneCutGenerator ( Bonmin::OsiTMINLPInterface *  = NULL,
Bonmin::BabSetupBase *  base = NULL,
CouenneProblem = NULL,
struct ASL *  = NULL 
)

constructor

Referenced by clone().

CouenneCutGenerator::CouenneCutGenerator ( const CouenneCutGenerator  ) 

copy constructor

CouenneCutGenerator::~CouenneCutGenerator (  ) 

destructor


Member Function Documentation

CouenneCutGenerator* CouenneCutGenerator::clone (  )  const [inline]

clone method (necessary for the abstract CglCutGenerator class)

Definition at line 108 of file CouenneCutGenerator.hpp.

References CouenneCutGenerator().

CouenneProblem* CouenneCutGenerator::Problem (  )  const [inline]

return pointer to symbolic problem

Definition at line 112 of file CouenneCutGenerator.hpp.

References problem_.

void CouenneCutGenerator::setProblem ( CouenneProblem p  )  [inline]

return pointer to symbolic problem

Definition at line 116 of file CouenneCutGenerator.hpp.

References problem_.

int CouenneCutGenerator::getnvars (  )  const

total number of variables (original + auxiliary)

bool CouenneCutGenerator::isFirst (  )  const [inline]

has generateCuts been called yet?

Definition at line 123 of file CouenneCutGenerator.hpp.

References firstcall_.

bool CouenneCutGenerator::addViolated (  )  const [inline]

should we add the violated cuts only (true), or all of them (false)?

Definition at line 127 of file CouenneCutGenerator.hpp.

References addviolated_.

enum conv_type CouenneCutGenerator::ConvType (  )  const [inline]

get convexification type (see CouenneTypes.h)

Definition at line 131 of file CouenneCutGenerator.hpp.

References convtype_.

int CouenneCutGenerator::nSamples (  )  const [inline]

get number of convexification samples

Definition at line 135 of file CouenneCutGenerator.hpp.

References nSamples_.

void CouenneCutGenerator::generateCuts ( const OsiSolverInterface &  ,
OsiCuts &  ,
const   CglTreeInfo = CglTreeInfo() 
) const

the main CglCutGenerator

int CouenneCutGenerator::createCut ( OsiCuts &  ,
CouNumber  ,
CouNumber  ,
int  ,
CouNumber  ,
int  = -1,
CouNumber  = 0.,
int  = -1,
CouNumber  = 0.,
bool  = false 
) const

create cut and check violation. Insert and return status

int CouenneCutGenerator::createCut ( OsiCuts &  ,
CouNumber  ,
int  ,
int  ,
CouNumber  ,
int  = -1,
CouNumber  = 0.,
int  = -1,
CouNumber  = 0.,
bool  = false 
) const

create cut and check violation. Other version with only one bound

void CouenneCutGenerator::addEnvelope ( OsiCuts &  ,
int  ,
unary_function  ,
unary_function  ,
int  ,
int  ,
CouNumber  ,
CouNumber  ,
CouNumber  ,
t_chg_bounds = NULL,
bool  = false 
) const

Add general linear envelope to convex function, given its variables' indices, the (univariate) function and its first derivative.

void CouenneCutGenerator::addEnvelope ( OsiCuts &  ,
int  ,
funtriplet ,
int  ,
int  ,
CouNumber  ,
CouNumber  ,
CouNumber  ,
t_chg_bounds = NULL,
bool  = false 
) const

Add general linear envelope to convex function, given its variables' indices, the (univariate) function and its first derivative.

int CouenneCutGenerator::addSegment ( OsiCuts &  ,
int  ,
int  ,
CouNumber  ,
CouNumber  ,
CouNumber  ,
CouNumber  ,
int   
) const

Add half-plane through (x1,y1) and (x2,y2) -- resp.

4th, 5th, 6th, and 7th argument

int CouenneCutGenerator::addTangent ( OsiCuts &  ,
int  ,
int  ,
CouNumber  ,
CouNumber  ,
CouNumber  ,
int   
) const

add tangent at given poing (x,w) with given slope

void CouenneCutGenerator::setBabPtr ( Bonmin::Bab *  p  )  [inline]

Method to set the Bab pointer.

Definition at line 197 of file CouenneCutGenerator.hpp.

References BabPtr_.

void CouenneCutGenerator::getStats ( int &  nrc,
int &  ntc,
double &  st 
) [inline]

Get statistics.

Definition at line 201 of file CouenneCutGenerator.hpp.

References nrootcuts_, ntotalcuts_, and septime_.

bool& CouenneCutGenerator::infeasNode (  )  const [inline]

Allow to get and set the infeasNode_ flag (used only in generateCuts()).

Definition at line 208 of file CouenneCutGenerator.hpp.

References infeasNode_.

void CouenneCutGenerator::genRowCuts ( const OsiSolverInterface &  ,
OsiCuts &  cs,
int  ,
int *  ,
t_chg_bounds = NULL 
) const

generate OsiRowCuts for current convexification

void CouenneCutGenerator::genColCuts ( const OsiSolverInterface &  ,
OsiCuts &  ,
int  ,
int *   
) const

generate OsiColCuts for improved (implied and propagated) bounds

static void CouenneCutGenerator::registerOptions ( Ipopt::SmartPtr< Bonmin::RegisteredOptions >  roptions  )  [static]

Add list of options to be read from file.

ConstJnlstPtr CouenneCutGenerator::Jnlst (  )  const [inline]

Provide Journalist.

Definition at line 222 of file CouenneCutGenerator.hpp.

References jnlst_.

void CouenneCutGenerator::setJnlst ( JnlstPtr  jnlst__  )  [inline]

Definition at line 225 of file CouenneCutGenerator.hpp.

References jnlst_.

double& CouenneCutGenerator::rootTime (  )  [inline]

Time spent at root node.

Definition at line 229 of file CouenneCutGenerator.hpp.

References rootTime_.

bool CouenneCutGenerator::check_lp (  )  const [inline]

return check_lp flag (used in CouenneSolverInterface)

Definition at line 233 of file CouenneCutGenerator.hpp.

References check_lp_.

bool CouenneCutGenerator::enableLpImpliedBounds (  )  const [inline]

returns value of enable_lp_implied_bounds_

Definition at line 237 of file CouenneCutGenerator.hpp.

References enable_lp_implied_bounds_.


Member Data Documentation

bool CouenneCutGenerator::firstcall_ [mutable, protected]

True if no convexification cuts have been generated yet for this problem.

Definition at line 41 of file CouenneCutGenerator.hpp.

Referenced by isFirst().

bool CouenneCutGenerator::addviolated_ [mutable, protected]

True if we should add the violated cuts only, false if all of them should be added.

Definition at line 45 of file CouenneCutGenerator.hpp.

Referenced by addViolated().

enum conv_type CouenneCutGenerator::convtype_ [protected]

what kind of sampling should be performed?

Definition at line 48 of file CouenneCutGenerator.hpp.

Referenced by ConvType().

int CouenneCutGenerator::nSamples_ [protected]

how many cuts should be added for each function?

Definition at line 51 of file CouenneCutGenerator.hpp.

Referenced by nSamples().

CouenneProblem* CouenneCutGenerator::problem_ [protected]

pointer to symbolic repr. of constraint, variables, and bounds

Definition at line 54 of file CouenneCutGenerator.hpp.

Referenced by Problem(), and setProblem().

int CouenneCutGenerator::nrootcuts_ [mutable, protected]

number of cuts generated at the first call

Definition at line 57 of file CouenneCutGenerator.hpp.

Referenced by getStats().

int CouenneCutGenerator::ntotalcuts_ [mutable, protected]

total number of cuts generated

Definition at line 60 of file CouenneCutGenerator.hpp.

Referenced by getStats().

double CouenneCutGenerator::septime_ [mutable, protected]

separation time (includes generation of problem)

Definition at line 63 of file CouenneCutGenerator.hpp.

Referenced by getStats().

double CouenneCutGenerator::objValue_ [mutable, protected]

Record obj value at final point of CouenneConv.

Definition at line 66 of file CouenneCutGenerator.hpp.

Bonmin::OsiTMINLPInterface* CouenneCutGenerator::nlp_ [protected]

nonlinear solver interface as used within Bonmin (used at first Couenne pass of each b&b node

Definition at line 70 of file CouenneCutGenerator.hpp.

Bonmin::Bab* CouenneCutGenerator::BabPtr_ [protected]

pointer to the Bab object (used to retrieve the current primal bound through bestObj())

Definition at line 74 of file CouenneCutGenerator.hpp.

Referenced by setBabPtr().

bool CouenneCutGenerator::infeasNode_ [mutable, protected]

signal infeasibility of current node (found through bound tightening)

Definition at line 77 of file CouenneCutGenerator.hpp.

Referenced by infeasNode().

JnlstPtr CouenneCutGenerator::jnlst_ [protected]

SmartPointer to the Journalist.

Definition at line 80 of file CouenneCutGenerator.hpp.

Referenced by Jnlst(), and setJnlst().

double CouenneCutGenerator::rootTime_ [mutable, protected]

Time spent at the root node.

Definition at line 83 of file CouenneCutGenerator.hpp.

Referenced by rootTime().

bool CouenneCutGenerator::check_lp_ [protected]

Check all generated LPs through an independent call to OsiClpSolverInterface::initialSolve().

Definition at line 87 of file CouenneCutGenerator.hpp.

Referenced by check_lp().

bool CouenneCutGenerator::enable_lp_implied_bounds_ [protected]

Take advantage of OsiClpSolverInterface::tightenBounds (), known to have caused some problems some time ago.

Definition at line 91 of file CouenneCutGenerator.hpp.

Referenced by enableLpImpliedBounds().


The documentation for this class was generated from the following file:
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