CSP_lp Class Reference

#include <CSP_lp.hpp>

Inheritance diagram for CSP_lp:

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Collaboration diagram for CSP_lp:

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List of all members.

Public Member Functions

 CSP_lp ()
 ~CSP_lp ()
virtual void unpack_module_data (BCP_buffer &buf)
 Unpack the initial information sent to the LP process by the Tree Manager.
virtual void pack_var_algo (const BCP_var_algo *var, BCP_buffer &buf)
 Pack an algorithmic variable.
virtual BCP_var_algounpack_var_algo (BCP_buffer &buf)
 Unpack an algorithmic variable.
virtual OsiSolverInterfaceinitialize_solver_interface ()
 Create a ptr to an OsiSolverInterface object that will be used for solving the LP relaxations.
virtual void initialize_new_search_tree_node (const BCP_vec< BCP_var * > &vars, const BCP_vec< BCP_cut * > &cuts, const BCP_vec< BCP_obj_status > &var_status, const BCP_vec< BCP_obj_status > &cut_status, BCP_vec< int > &var_changed_pos, BCP_vec< double > &var_new_bd, BCP_vec< int > &cut_changed_pos, BCP_vec< double > &cut_new_bd)
 This method serves as hook for the user to do some preprocessing on a search tree node before the node is processed.
virtual void modify_lp_parameters (OsiSolverInterface *lp, bool in_strong_branching)
 This method provides an opportunity for the user to change parameters of the LP solver before optimization in the LP solver starts.
virtual double compute_lower_bound (const double old_lower_bound, const BCP_lp_result &lpres, const BCP_vec< BCP_var * > &vars, const BCP_vec< BCP_cut * > &cuts)
 Compute a true lower bound for the subproblem.
virtual BCP_solutiongenerate_heuristic_solution (const BCP_lp_result &lpres, const BCP_vec< BCP_var * > &vars, const BCP_vec< BCP_cut * > &cuts)
 Try to generate a heuristic solution (or return one generated during cut/variable generation.
virtual void restore_feasibility (const BCP_lp_result &lpres, const std::vector< double * > dual_rays, const BCP_vec< BCP_var * > &vars, const BCP_vec< BCP_cut * > &cuts, BCP_vec< BCP_var * > &vars_to_add, BCP_vec< BCP_col * > &cols_to_add)
 Restoring feasibility.
virtual void vars_to_cols (const BCP_vec< BCP_cut * > &cuts, BCP_vec< BCP_var * > &vars, BCP_vec< BCP_col * > &cols, const BCP_lp_result &lpres, BCP_object_origin origin, bool allow_multiple)
 Convert a set of variables into corresponding columns for the current LP relaxation.
void vars_to_cols (BCP_vec< BCP_var * > &vars, BCP_vec< BCP_col * > &cols)
virtual void generate_cuts_in_lp (const BCP_lp_result &lpres, const BCP_vec< BCP_var * > &vars, const BCP_vec< BCP_cut * > &cuts, BCP_vec< BCP_cut * > &new_cuts, BCP_vec< BCP_row * > &new_rows)
 Generate cuts within the LP process.
virtual void generate_vars_in_lp (const BCP_lp_result &lpres, const BCP_vec< BCP_var * > &vars, const BCP_vec< BCP_cut * > &cuts, const bool before_fathom, BCP_vec< BCP_var * > &new_vars, BCP_vec< BCP_col * > &new_cols)
 Generate variables within the LP process.
virtual BCP_object_compare_result compare_cuts (const BCP_cut *c0, const BCP_cut *c1)
 Compare two generated cuts.
virtual BCP_object_compare_result compare_vars (const BCP_var *v0, const BCP_var *v1)
 Compare two generated variables.
virtual void logical_fixing (const BCP_lp_result &lpres, const BCP_vec< BCP_var * > &vars, const BCP_vec< BCP_cut * > &cuts, const BCP_vec< BCP_obj_status > &var_status, const BCP_vec< BCP_obj_status > &cut_status, const int var_bound_changes_since_logical_fixing, BCP_vec< int > &changed_pos, BCP_vec< double > &new_bd)
 This method provides an opportunity for the user to tighten the bounds of variables.
virtual BCP_branching_decision select_branching_candidates (const BCP_lp_result &lpres, const BCP_vec< BCP_var * > &vars, const BCP_vec< BCP_cut * > &cuts, const BCP_lp_var_pool &local_var_pool, const BCP_lp_cut_pool &local_cut_pool, BCP_vec< BCP_lp_branching_object * > &cands)
 Decide whether to branch or not and select a set of branching candidates if branching is decided upon.
BCP_lp_branching_objectbranch_on_half (const BCP_lp_result &lpres, const BCP_vec< BCP_var * > &vars)
virtual BCP_branching_object_relation compare_branching_candidates (BCP_presolved_lp_brobj *new_solved, BCP_presolved_lp_brobj *old_solved)
 Decide which branching object is preferred for branching.
virtual void set_actions_for_children (BCP_presolved_lp_brobj *best)
 Decide what to do with the children of the selected branching object.
virtual void purge_slack_pool (const BCP_vec< BCP_cut * > &slack_pool, BCP_vec< int > &to_be_purged)
 Selectively purge the list of slack cuts.

Public Attributes

BCP_parameter_set< CSP_lp_parpar
CSPROBLEMcsproblem
CSP_colgencolgen

Private Attributes

std::vector< PATTERN * > improving_patterns_

Detailed Description

Definition at line 19 of file CSP_lp.hpp.


Constructor & Destructor Documentation

CSP_lp::CSP_lp (  )  [inline]

Definition at line 40 of file CSP_lp.hpp.

CSP_lp::~CSP_lp (  )  [inline]

Definition at line 43 of file CSP_lp.hpp.

References colgen, csproblem, and improving_patterns_.


Member Function Documentation

virtual void CSP_lp::unpack_module_data ( BCP_buffer buf  )  [virtual]

Unpack the initial information sent to the LP process by the Tree Manager.

This information was packed by the method BCP_tm_user::pack_module_data() invoked with BCP_ProcessType_LP as the third (target process type) argument.

Reimplemented from BCP_lp_user.

virtual void CSP_lp::pack_var_algo ( const BCP_var_algo var,
BCP_buffer buf 
) [inline, virtual]

Pack an algorithmic variable.

Definition at line 62 of file CSP_lp.hpp.

References CSP_var_pack().

virtual BCP_var_algo* CSP_lp::unpack_var_algo ( BCP_buffer buf  )  [inline, virtual]

Unpack an algorithmic variable.

Definition at line 68 of file CSP_lp.hpp.

References CSP_var_unpack().

virtual OsiSolverInterface* CSP_lp::initialize_solver_interface (  )  [virtual]

Create a ptr to an OsiSolverInterface object that will be used for solving the LP relaxations.

The default implementation uses Clp. This is probably OK for most users. The only reason to override this method is to be able to choose at runtime which lp solver to instantiate (maybe even different solvers on different processors). In this case she should probably also override the pack_warmstart() and unpack_warmstart() methods in this class and in the BCP_tm_user class.

Reimplemented from BCP_lp_user.

virtual void CSP_lp::initialize_new_search_tree_node ( const BCP_vec< BCP_var * > &  vars,
const BCP_vec< BCP_cut * > &  cuts,
const BCP_vec< BCP_obj_status > &  var_status,
const BCP_vec< BCP_obj_status > &  cut_status,
BCP_vec< int > &  var_changed_pos,
BCP_vec< double > &  var_new_bd,
BCP_vec< int > &  cut_changed_pos,
BCP_vec< double > &  cut_new_bd 
) [virtual]

This method serves as hook for the user to do some preprocessing on a search tree node before the node is processed.

Also, logical fixing results can be returned in the last four parameters. This might be very useful if the branching implies significant tightening.
Default: empty method.

Parameters:
vars (IN) The variables in the current formulation
cuts (IN) The cuts in the current formulation
var_status (IN) The stati of the variables
cut_status (IN) The stati of the cuts
var_changed_pos (OUT) The positions of the variables whose bounds should be tightened
var_new_bd (OUT) The new lb/ub of those variables
cut_changed_pos (OUT) The positions of the cuts whose bounds should be tightened
cut_new_bd (OUT) The new lb/ub of those cuts

Reimplemented from BCP_lp_user.

virtual void CSP_lp::modify_lp_parameters ( OsiSolverInterface lp,
bool  in_strong_branching 
) [virtual]

This method provides an opportunity for the user to change parameters of the LP solver before optimization in the LP solver starts.

The second argument indicates whether the optimization is a "regular" optimization or it will take place in strong branching. Default: empty method.

Reimplemented from BCP_lp_user.

virtual double CSP_lp::compute_lower_bound ( const double  old_lower_bound,
const BCP_lp_result lpres,
const BCP_vec< BCP_var * > &  vars,
const BCP_vec< BCP_cut * > &  cuts 
) [virtual]

Compute a true lower bound for the subproblem.

In case column generation is done the lower bound for the subproblem might not be the same as the objective value of the current LP relaxation. Here the user has an option to return a true lower bound.
The default implementation returns the objective value of the current LP relaxation if no column generation is done, otherwise returns the current (somehow previously computed) true lower bound.

Reimplemented from BCP_lp_user.

virtual BCP_solution* CSP_lp::generate_heuristic_solution ( const BCP_lp_result lpres,
const BCP_vec< BCP_var * > &  vars,
const BCP_vec< BCP_cut * > &  cuts 
) [virtual]

Try to generate a heuristic solution (or return one generated during cut/variable generation.

Return a pointer to the generated solution or return a NULL pointer.

Reimplemented from BCP_lp_user.

virtual void CSP_lp::restore_feasibility ( const BCP_lp_result lpres,
const std::vector< double * >  dual_rays,
const BCP_vec< BCP_var * > &  vars,
const BCP_vec< BCP_cut * > &  cuts,
BCP_vec< BCP_var * > &  vars_to_add,
BCP_vec< BCP_col * > &  cols_to_add 
) [virtual]

Restoring feasibility.

This method is invoked before fathoming a search tree node that has been found infeasible and the variable pricing did not generate any new variables.

The user has to check all variables here.

Reimplemented from BCP_lp_user.

virtual void CSP_lp::vars_to_cols ( const BCP_vec< BCP_cut * > &  cuts,
BCP_vec< BCP_var * > &  vars,
BCP_vec< BCP_col * > &  cols,
const BCP_lp_result lpres,
BCP_object_origin  origin,
bool  allow_multiple 
) [virtual]

Convert a set of variables into corresponding columns for the current LP relaxation.

Converting means to compute for each variable the coefficients corresponding to each cut and create BCP_col objects that can be added to the formulation.

See the documentation of cuts_to_rows() above for the use of this method (just reverse the role of cuts and variables.)

Parameters:
cuts the cuts currently in the relaxation (IN)
vars the variables to be converted (IN/OUT)
cols the colums the variables convert into (OUT)
lpres solution to the current LP relaxation (IN)
origin where the do the cuts come from (IN)
allow_multiple whether multiple expansion, i.e., lifting, is allowed (IN)
Default: throw an exception (if this method is invoked then the user must have generated variables and BCP has no way to know how to convert them).

Reimplemented from BCP_lp_user.

void CSP_lp::vars_to_cols ( BCP_vec< BCP_var * > &  vars,
BCP_vec< BCP_col * > &  cols 
)

virtual void CSP_lp::generate_cuts_in_lp ( const BCP_lp_result lpres,
const BCP_vec< BCP_var * > &  vars,
const BCP_vec< BCP_cut * > &  cuts,
BCP_vec< BCP_cut * > &  new_cuts,
BCP_vec< BCP_row * > &  new_rows 
) [inline, virtual]

Generate cuts within the LP process.

Sometimes too much information would need to be transmitted for cut generation (e.g., the full tableau for Gomory cuts) or the cut generation is so fast that transmitting the info would take longer than generating the cuts. In such cases it might better to generate the cuts locally. This routine provides the opportunity.
Default: empty for now. To be interfaced to Cgl.

Parameters:
lpres solution to the current LP relaxation (IN)
vars the variabless currently in the relaxation (IN)
cuts the cuts currently in the relaxation (IN)
new_cuts the vector of generated cuts (OUT)
new_rows the correspontding rows(OUT)

Reimplemented from BCP_lp_user.

Definition at line 255 of file CSP_lp.hpp.

References BCP_lp_user::generate_cuts_in_lp().

virtual void CSP_lp::generate_vars_in_lp ( const BCP_lp_result lpres,
const BCP_vec< BCP_var * > &  vars,
const BCP_vec< BCP_cut * > &  cuts,
const bool  before_fathom,
BCP_vec< BCP_var * > &  new_vars,
BCP_vec< BCP_col * > &  new_cols 
) [virtual]

Generate variables within the LP process.

Sometimes too much information would need to be transmitted for variable generation or the variable generation is so fast that transmitting the info would take longer than generating the variables. In such cases it might be better to generate the variables locally. This routine provides the opportunity.

Default: empty method.

Parameters:
lpres solution to the current LP relaxation (IN)
vars the variabless currently in the relaxation (IN)
cuts the cuts currently in the relaxation (IN)
before_fathom if true then BCP is about to fathom the node, so spend some extra effort generating variables if you want to avoid that...
new_vars the vector of generated variables (OUT)
new_cols the correspontding columns(OUT)

Reimplemented from BCP_lp_user.

virtual BCP_object_compare_result CSP_lp::compare_cuts ( const BCP_cut c0,
const BCP_cut c1 
) [inline, virtual]

Compare two generated cuts.

Cuts are generated in different iterations, they come from the Cut Pool, etc. There is a very real possibility that the LP process receives several cuts that are either identical or one of them is better then another (cuts off everything the other cuts off). This routine is used to decide which one to keep if not both.
Default: Return BCP_DifferentObjs.

Reimplemented from BCP_lp_user.

Definition at line 298 of file CSP_lp.hpp.

References BCP_lp_user::compare_cuts().

virtual BCP_object_compare_result CSP_lp::compare_vars ( const BCP_var v0,
const BCP_var v1 
) [inline, virtual]

Compare two generated variables.

Variables are generated in different iterations, they come from the Variable Pool, etc. There is a very real possibility that the LP process receives several variables that are either identical or one of them is better then another (e.g., almost identical but has much lower reduced cost). This routine is used to decide which one to keep if not both.
Default: Return BCP_DifferentObjs.

Reimplemented from BCP_lp_user.

Definition at line 314 of file CSP_lp.hpp.

References BCP_lp_user::compare_vars().

virtual void CSP_lp::logical_fixing ( const BCP_lp_result lpres,
const BCP_vec< BCP_var * > &  vars,
const BCP_vec< BCP_cut * > &  cuts,
const BCP_vec< BCP_obj_status > &  var_status,
const BCP_vec< BCP_obj_status > &  cut_status,
const int  var_bound_changes_since_logical_fixing,
BCP_vec< int > &  changed_pos,
BCP_vec< double > &  new_bd 
) [inline, virtual]

This method provides an opportunity for the user to tighten the bounds of variables.

The method is invoked after reduced cost fixing. The results are returned in the last two parameters.
Default: empty method.

Parameters:
lpres the result of the most recent LP optimization,
vars the variables in the current formulation,
status the stati of the variables as known to the system,
var_bound_changes_since_logical_fixing the number of variables whose bounds have changed (by reduced cost fixing) since the most recent invocation of this method that has actually forced changes returned something in the last two arguments,
changed_pos the positions of the variables whose bounds should be changed
new_bd the new bounds (lb/ub pairs) of these variables.

Reimplemented from BCP_lp_user.

Definition at line 337 of file CSP_lp.hpp.

References BCP_lp_user::logical_fixing().

virtual BCP_branching_decision CSP_lp::select_branching_candidates ( const BCP_lp_result lpres,
const BCP_vec< BCP_var * > &  vars,
const BCP_vec< BCP_cut * > &  cuts,
const BCP_lp_var_pool local_var_pool,
const BCP_lp_cut_pool local_cut_pool,
BCP_vec< BCP_lp_branching_object * > &  cands 
) [virtual]

Decide whether to branch or not and select a set of branching candidates if branching is decided upon.

BCP_lp_branching_object* CSP_lp::branch_on_half ( const BCP_lp_result lpres,
const BCP_vec< BCP_var * > &  vars 
)

virtual BCP_branching_object_relation CSP_lp::compare_branching_candidates ( BCP_presolved_lp_brobj new_solved,
BCP_presolved_lp_brobj old_solved 
) [inline, virtual]

Decide which branching object is preferred for branching.

Based on the member fields of the two presolved candidate branching objects decide which one should be preferred for really branching on it. Possible return values are: BCP_OldPresolvedIsBetter, BCP_NewPresolvedIsBetter and BCP_NewPresolvedIsBetter_BranchOnIt. This last value (besides specifying which candidate is preferred) also indicates that no further candidates should be examined, branching should be done on this candidate.
Default: The behavior of this method is governed by the BranchingObjectComparison parameter in BCP_lp_par.

Reimplemented from BCP_lp_user.

Definition at line 380 of file CSP_lp.hpp.

References BCP_lp_user::compare_branching_candidates().

virtual void CSP_lp::set_actions_for_children ( BCP_presolved_lp_brobj best  )  [virtual]

Decide what to do with the children of the selected branching object.

Fill out the _child_action field in best. This will specify for every child what to do with it. Possible values for each individual child are BCP_PruneChild, BCP_ReturnChild and BCP_KeepChild. There can be at most child with this last action specified. It means that in case of diving this child will be processed by this LP process as the next search tree node.

Default: Every action is BCP_ReturnChild. However, if BCP dives then one child will be mark with BCP_KeepChild. The decision which child to keep is based on the ChildPreference parameter in BCP_lp_par. Also, if a child has a presolved lower bound that is higher than the current upper bound then that child is mark as BCP_FathomChild.

THINK*: Should those children be sent back for processing in the next phase?

Reimplemented from BCP_lp_user.

virtual void CSP_lp::purge_slack_pool ( const BCP_vec< BCP_cut * > &  slack_pool,
BCP_vec< int > &  to_be_purged 
) [inline, virtual]

Selectively purge the list of slack cuts.

When a cut becomes ineffective and is eventually purged from the LP formulation it is moved into slack_pool. The user might consider cuts might later for branching. This function enables the user to purge any cut from the slack pool (those she wouldn't consider anyway). Of course, the user is not restricted to these cuts when branching, this is only there to help to collect slack cuts. The user should put the indices of the cuts to be purged into the provided vector.

Default: Purges the slack cut pool according to the SlackCutDiscardingStrategy rule in BCP_lp_par (purge everything before every iteration or before a new search tree node).

Parameters:
slack_pool the pool of slacks. (IN)
to_be_purged the indices of the cuts to be purged. (OUT)

Reimplemented from BCP_lp_user.

Definition at line 432 of file CSP_lp.hpp.

References BCP_lp_user::purge_slack_pool().


Member Data Documentation

std::vector<PATTERN*> CSP_lp::improving_patterns_ [private]

Definition at line 25 of file CSP_lp.hpp.

Referenced by ~CSP_lp().

BCP_parameter_set<CSP_lp_par> CSP_lp::par

Definition at line 29 of file CSP_lp.hpp.

CSPROBLEM* CSP_lp::csproblem

Definition at line 33 of file CSP_lp.hpp.

Referenced by ~CSP_lp().

CSP_colgen* CSP_lp::colgen

Definition at line 35 of file CSP_lp.hpp.

Referenced by ~CSP_lp().


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