#include <CouenneCutGenerator.hpp>
Public Member Functions | |
CouenneCutGenerator (Bonmin::OsiTMINLPInterface *=NULL, Bonmin::BabSetupBase *base=NULL, CouenneProblem *=NULL, struct ASL *=NULL) | |
constructor | |
CouenneCutGenerator (const CouenneCutGenerator &) | |
copy constructor | |
~CouenneCutGenerator () | |
destructor | |
CouenneCutGenerator * | clone () const |
clone method (necessary for the abstract CglCutGenerator class) | |
CouenneProblem * | Problem () 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 | |
void | printLineInfo () const |
print node, depth, LB/UB/LP info | |
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? | |
CouenneProblem * | problem_ |
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. | |
int | lastPrintLine |
Running count of printed info lines. |
Definition at line 67 of file CouenneCutGenerator.hpp.
Couenne::CouenneCutGenerator::CouenneCutGenerator | ( | Bonmin::OsiTMINLPInterface * | = NULL , |
|
Bonmin::BabSetupBase * | base = NULL , |
|||
CouenneProblem * | = NULL , |
|||
struct ASL * | = NULL | |||
) |
Couenne::CouenneCutGenerator::CouenneCutGenerator | ( | const CouenneCutGenerator & | ) |
copy constructor
Couenne::CouenneCutGenerator::~CouenneCutGenerator | ( | ) |
destructor
CouenneCutGenerator* Couenne::CouenneCutGenerator::clone | ( | ) | const [inline] |
clone method (necessary for the abstract CglCutGenerator class)
Definition at line 143 of file CouenneCutGenerator.hpp.
References CouenneCutGenerator().
CouenneProblem* Couenne::CouenneCutGenerator::Problem | ( | ) | const [inline] |
return pointer to symbolic problem
Definition at line 147 of file CouenneCutGenerator.hpp.
References problem_.
void Couenne::CouenneCutGenerator::setProblem | ( | CouenneProblem * | p | ) | [inline] |
return pointer to symbolic problem
Definition at line 151 of file CouenneCutGenerator.hpp.
References problem_.
int Couenne::CouenneCutGenerator::getnvars | ( | ) | const |
total number of variables (original + auxiliary)
bool Couenne::CouenneCutGenerator::isFirst | ( | ) | const [inline] |
has generateCuts been called yet?
Definition at line 158 of file CouenneCutGenerator.hpp.
References firstcall_.
bool Couenne::CouenneCutGenerator::addViolated | ( | ) | const [inline] |
should we add the violated cuts only (true), or all of them (false)?
Definition at line 162 of file CouenneCutGenerator.hpp.
References addviolated_.
enum conv_type Couenne::CouenneCutGenerator::ConvType | ( | ) | const [inline] |
get convexification type (see CouenneTypes.h)
Definition at line 166 of file CouenneCutGenerator.hpp.
References convtype_.
int Couenne::CouenneCutGenerator::nSamples | ( | ) | const [inline] |
get number of convexification samples
Definition at line 170 of file CouenneCutGenerator.hpp.
References nSamples_.
void Couenne::CouenneCutGenerator::generateCuts | ( | const OsiSolverInterface & | , | |
OsiCuts & | , | |||
const | CglTreeInfo = CglTreeInfo() | |||
) | const |
the main CglCutGenerator
int Couenne::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 Couenne::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 Couenne::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 Couenne::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 Couenne::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 Couenne::CouenneCutGenerator::addTangent | ( | OsiCuts & | , | |
int | , | |||
int | , | |||
CouNumber | , | |||
CouNumber | , | |||
CouNumber | , | |||
int | ||||
) | const |
add tangent at given poing (x,w) with given slope
void Couenne::CouenneCutGenerator::setBabPtr | ( | Bonmin::Bab * | p | ) | [inline] |
Method to set the Bab pointer.
Definition at line 232 of file CouenneCutGenerator.hpp.
References BabPtr_.
void Couenne::CouenneCutGenerator::getStats | ( | int & | nrc, | |
int & | ntc, | |||
double & | st | |||
) | [inline] |
Get statistics.
Definition at line 236 of file CouenneCutGenerator.hpp.
References nrootcuts_, ntotalcuts_, and septime_.
bool& Couenne::CouenneCutGenerator::infeasNode | ( | ) | const [inline] |
Allow to get and set the infeasNode_ flag (used only in generateCuts()).
Definition at line 243 of file CouenneCutGenerator.hpp.
References infeasNode_.
void Couenne::CouenneCutGenerator::genRowCuts | ( | const OsiSolverInterface & | , | |
OsiCuts & | cs, | |||
int | , | |||
int * | , | |||
t_chg_bounds * | = NULL | |||
) | const |
generate OsiRowCuts for current convexification
void Couenne::CouenneCutGenerator::genColCuts | ( | const OsiSolverInterface & | , | |
OsiCuts & | , | |||
int | , | |||
int * | ||||
) | const |
generate OsiColCuts for improved (implied and propagated) bounds
static void Couenne::CouenneCutGenerator::registerOptions | ( | Ipopt::SmartPtr< Bonmin::RegisteredOptions > | roptions | ) | [static] |
Add list of options to be read from file.
void Couenne::CouenneCutGenerator::printLineInfo | ( | ) | const |
print node, depth, LB/UB/LP info
ConstJnlstPtr Couenne::CouenneCutGenerator::Jnlst | ( | ) | const [inline] |
void Couenne::CouenneCutGenerator::setJnlst | ( | JnlstPtr | jnlst__ | ) | [inline] |
double& Couenne::CouenneCutGenerator::rootTime | ( | ) | [inline] |
Time spent at root node.
Definition at line 267 of file CouenneCutGenerator.hpp.
References rootTime_.
bool Couenne::CouenneCutGenerator::check_lp | ( | ) | const [inline] |
return check_lp flag (used in CouenneSolverInterface)
Definition at line 271 of file CouenneCutGenerator.hpp.
References check_lp_.
bool Couenne::CouenneCutGenerator::enableLpImpliedBounds | ( | ) | const [inline] |
returns value of enable_lp_implied_bounds_
Definition at line 275 of file CouenneCutGenerator.hpp.
References enable_lp_implied_bounds_.
bool Couenne::CouenneCutGenerator::firstcall_ [mutable, protected] |
True if no convexification cuts have been generated yet for this problem.
Definition at line 73 of file CouenneCutGenerator.hpp.
Referenced by isFirst().
bool Couenne::CouenneCutGenerator::addviolated_ [mutable, protected] |
True if we should add the violated cuts only, false if all of them should be added.
Definition at line 77 of file CouenneCutGenerator.hpp.
Referenced by addViolated().
enum conv_type Couenne::CouenneCutGenerator::convtype_ [protected] |
what kind of sampling should be performed?
Definition at line 80 of file CouenneCutGenerator.hpp.
Referenced by ConvType().
int Couenne::CouenneCutGenerator::nSamples_ [protected] |
how many cuts should be added for each function?
Definition at line 83 of file CouenneCutGenerator.hpp.
Referenced by nSamples().
CouenneProblem* Couenne::CouenneCutGenerator::problem_ [protected] |
pointer to symbolic repr. of constraint, variables, and bounds
Definition at line 86 of file CouenneCutGenerator.hpp.
Referenced by Problem(), and setProblem().
int Couenne::CouenneCutGenerator::nrootcuts_ [mutable, protected] |
number of cuts generated at the first call
Definition at line 89 of file CouenneCutGenerator.hpp.
Referenced by getStats().
int Couenne::CouenneCutGenerator::ntotalcuts_ [mutable, protected] |
total number of cuts generated
Definition at line 92 of file CouenneCutGenerator.hpp.
Referenced by getStats().
double Couenne::CouenneCutGenerator::septime_ [mutable, protected] |
separation time (includes generation of problem)
Definition at line 95 of file CouenneCutGenerator.hpp.
Referenced by getStats().
double Couenne::CouenneCutGenerator::objValue_ [mutable, protected] |
Record obj value at final point of CouenneConv.
Definition at line 98 of file CouenneCutGenerator.hpp.
Bonmin::OsiTMINLPInterface* Couenne::CouenneCutGenerator::nlp_ [protected] |
nonlinear solver interface as used within Bonmin (used at first Couenne pass of each b&b node
Definition at line 102 of file CouenneCutGenerator.hpp.
Bonmin::Bab* Couenne::CouenneCutGenerator::BabPtr_ [protected] |
pointer to the Bab object (used to retrieve the current primal bound through bestObj())
Definition at line 106 of file CouenneCutGenerator.hpp.
Referenced by setBabPtr().
bool Couenne::CouenneCutGenerator::infeasNode_ [mutable, protected] |
signal infeasibility of current node (found through bound tightening)
Definition at line 109 of file CouenneCutGenerator.hpp.
Referenced by infeasNode().
JnlstPtr Couenne::CouenneCutGenerator::jnlst_ [protected] |
SmartPointer to the Journalist.
Definition at line 112 of file CouenneCutGenerator.hpp.
Referenced by Jnlst(), and setJnlst().
double Couenne::CouenneCutGenerator::rootTime_ [mutable, protected] |
Time spent at the root node.
Definition at line 115 of file CouenneCutGenerator.hpp.
Referenced by rootTime().
bool Couenne::CouenneCutGenerator::check_lp_ [protected] |
Check all generated LPs through an independent call to OsiClpSolverInterface::initialSolve().
Definition at line 119 of file CouenneCutGenerator.hpp.
Referenced by check_lp().
bool Couenne::CouenneCutGenerator::enable_lp_implied_bounds_ [protected] |
Take advantage of OsiClpSolverInterface::tightenBounds (), known to have caused some problems some time ago.
Definition at line 123 of file CouenneCutGenerator.hpp.
Referenced by enableLpImpliedBounds().
int Couenne::CouenneCutGenerator::lastPrintLine [mutable, protected] |