#include <CouenneProblem.hpp>
Collaboration diagram for CouenneProblem:
Public Member Functions | |
CouenneProblem (ASL *=NULL, Bonmin::BabSetupBase *base=NULL, JnlstPtr jnlst=NULL) | |
Constructor. | |
CouenneProblem (const CouenneProblem &) | |
Copy constructor. | |
~CouenneProblem () | |
Destructor. | |
CouenneProblem * | clone () const |
Clone method (for use within CouenneCutGenerator::clone). | |
int | nObjs () const |
Get number of objectives. | |
int | nCons () const |
Get number of constraints. | |
int | nOrigCons () const |
Get number of original constraints. | |
int | nOrigVars () const |
Number of orig. variables. | |
int | nDefVars () const |
Number of def'd variables. | |
int | nOrigIntVars () const |
Number of original integers. | |
int | nIntVars () const |
Number of integer variables. | |
int | nVars () const |
Total number of variables. | |
int | evalOrder (int i) const |
get evaluation order index | |
int * | evalVector () |
get evaluation order vector (numbering_) | |
CouenneConstraint * | Con (int i) const |
i-th constraint | |
CouenneObjective * | Obj (int i) const |
i-th objective | |
exprVar * | Var (int i) const |
Return pointer to i-th variable. | |
std::vector< exprVar * > & | Variables () |
Return vector of variables (symbolic representation). | |
std::set< exprAux *, compExpr > *& | AuxSet () |
Return pointer to set for comparisons. | |
DepGraph * | getDepGraph () |
Return pointer to dependence graph. | |
Domain * | domain () const |
return current point & bounds | |
CouNumber & | X (int i) const |
![]() | |
CouNumber & | Lb (int i) const |
lower bound on ![]() | |
CouNumber & | Ub (int i) const |
upper bound on![]() | |
CouNumber * | X () const |
Return vector of variables. | |
CouNumber * | Lb () const |
Return vector of lower bounds. | |
CouNumber * | Ub () const |
Return vector of upper bounds. | |
CouNumber *& | bestSol () const |
Best known solution (read from file). | |
CouNumber | bestObj () const |
Objective of best known solution. | |
bool *& | Commuted () |
Get vector of commuted variables. | |
void | addObjective (expression *, const std::string &) |
Add (non linear) objective function. | |
void | addEQConstraint (expression *, expression *) |
Add equality constraint ![]() | |
void | addGEConstraint (expression *, expression *) |
Add ![]() ![]() | |
void | addLEConstraint (expression *, expression *) |
Add ![]() ![]() | |
void | addRNGConstraint (expression *, expression *, expression *) |
Add range constraint, ![]() | |
expression * | addVariable (bool isint=false, Domain *d=NULL) |
Add original variable. | |
exprAux * | addAuxiliary (expression *) |
Add auxiliary variable and associate it with expression given as argument (used in standardization). | |
void | reformulate () |
preprocess problem in order to extract linear relaxations etc. | |
bool | standardize () |
Break problem's nonlinear constraints in simple expressions to be convexified later. | |
void | print (std::ostream &=std::cout) |
Display current representation of problem: objective, linear and nonlinear constraints, and auxiliary variables. | |
bool | doFBBT () const |
shall we do Feasibility Based Bound Tightening? | |
bool | doRCBT () const |
shall we do reduced cost Bound Tightening? | |
bool | doOBBT () const |
shall we do Optimality Based Bound Tightening? | |
bool | doABT () const |
shall we do Aggressive Bound Tightening? | |
int | logObbtLev () const |
How often shall we do OBBT? | |
int | logAbtLev () const |
How often shall we do ABT? | |
void | writeAMPL (const std::string &fname, bool aux) |
Write nonlinear problem to a .mod file (with lots of defined variables). | |
void | writeGAMS (const std::string &fname) |
Write nonlinear problem to a .gms file. | |
void | initAuxs () const |
Initialize auxiliary variables and their bounds from original variables. | |
void | getAuxs (CouNumber *) const |
Get auxiliary variables from original variables. | |
bool | boundTightening (t_chg_bounds *, Bonmin::BabInfo *=NULL) const |
tighten bounds using propagation, implied bounds and reduced costs | |
bool | btCore (t_chg_bounds *chg_bds) const |
core of the bound tightening procedure | |
int | obbt (const CouenneCutGenerator *cg, const OsiSolverInterface &csi, OsiCuts &cs, const CglTreeInfo &info, Bonmin::BabInfo *babInfo, t_chg_bounds *chg_bds) |
Optimality Based Bound Tightening. | |
bool | aggressiveBT (Bonmin::OsiTMINLPInterface *nlp, t_chg_bounds *, Bonmin::BabInfo *=NULL) const |
aggressive bound tightening. | |
int | redCostBT (const OsiSolverInterface *psi, t_chg_bounds *chg_bds) const |
procedure to strengthen variable bounds. | |
int | tightenBounds (t_chg_bounds *) const |
"Forward" bound tightening, that is, propagate bound of variable ![]() ![]() ![]() | |
int | impliedBounds (t_chg_bounds *) const |
"Backward" bound tightening, aka implied bounds. | |
void | fillQuadIndices () |
Look for quadratic terms to be used with SDP cuts. | |
void | fillObjCoeff (double *&) |
Fill vector with coefficients of objective function. | |
void | auxiliarize (exprVar *, exprVar *=NULL) |
Replace all occurrences of original variable with new aux given as argument. | |
void | setCutOff (CouNumber cutoff) const |
Set cutoff. | |
CouNumber | getCutOff () const |
Set cutoff. | |
void | installCutOff () const |
Make cutoff known to the problem. | |
ConstJnlstPtr | Jnlst () const |
Provide Journalist. | |
bool | checkNLP (const double *solution, double &obj, bool recompute=false) const |
Check if solution is MINLP feasible. | |
int | getIntegerCandidate (const double *xFrac, double *xInt, double *lb, double *ub) const |
generate integer NLP point Y starting from fractional solution using bound tightening | |
bool | readOptimum (std::string *fname=NULL) |
Read best known solution from file given in argument. | |
void | readCutoff (const std::string &fname) |
Read cutoff value (for testing purposes). | |
exprAux * | linStandardize (bool addAux, CouNumber c0, LinMap &lmap, QuadMap &qmap) |
standardization of linear exprOp's | |
int | splitAux (CouNumber, expression *, expression *&, bool *) |
split a constraint w - f(x) = c into w's index (it is returned) and rest = f(x) + c | |
void | indcoe2vector (int *indexL, CouNumber *coeff, std::vector< std::pair< exprVar *, CouNumber > > &lcoeff) |
translates pair (indices, coefficients) into vector with pointers to variables | |
void | indcoe2vector (int *indexI, int *indexJ, CouNumber *coeff, std::vector< quadElem > &qcoeff) |
translates triplet (indicesI, indicesJ, coefficients) into vector with pointers to variables | |
void | decomposeTerm (expression *term, CouNumber initCoe, CouNumber &c0, LinMap &lmap, QuadMap &qmap) |
given (expression *) element of sum, returns (coe,ind0,ind1) depending on element: | |
const std::string & | problemName () const |
return problem name | |
const std::vector< std::set< int > > & | Dependence () const |
return inverse dependence structure | |
const std::vector< CouenneObject > & | Objects () const |
return object vector | |
int | findSOS (OsiSolverInterface *solver, OsiObject **objects) |
find SOS constraints in problem | |
void | setMaxCpuTime (double time) |
set maximum CPU time | |
double | getMaxCpuTime () const |
return maximum CPU time | |
void | setBase (Bonmin::BabSetupBase *base) |
save CouenneBase | |
void | createUnusedOriginals () |
Some originals may be unused due to their zero multiplicity (that happens when they are duplicates). | |
void | restoreUnusedOriginals (CouNumber *=NULL) const |
Some originals may be unused due to their zero multiplicity (that happens when they are duplicates). | |
int * | unusedOriginalsIndices () |
return indices of neglected redundant variables | |
int | nUnusedOriginals () |
number of unused originals | |
Static Public Member Functions | |
static void | registerOptions (Ipopt::SmartPtr< Bonmin::RegisteredOptions > roptions) |
Add list of options to be read from file. | |
Protected Member Functions | |
int | fake_tighten (char direction, int index, const double *X, CouNumber *olb, CouNumber *oub, t_chg_bounds *chg_bds, t_chg_bounds *f_chg) const |
single fake tightening. | |
int | obbtInner (CouenneSolverInterface *, OsiCuts &, t_chg_bounds *, Bonmin::BabInfo *) const |
Optimality Based Bound Tightening -- inner loop. | |
int | obbt_iter (CouenneSolverInterface *csi, t_chg_bounds *chg_bds, const CoinWarmStart *warmstart, Bonmin::BabInfo *babInfo, double *objcoe, int sense, int index) const |
int | call_iter (CouenneSolverInterface *csi, t_chg_bounds *chg_bds, const CoinWarmStart *warmstart, Bonmin::BabInfo *babInfo, double *objcoe, enum nodeType type, int sense) const |
void | analyzeSparsity (CouNumber, LinMap &, QuadMap &) |
analyze sparsity of potential exprQuad/exprGroup and change linear/quadratic maps accordingly, if necessary by adding new auxiliary variables and including them in the linear map | |
void | flattenMul (expression *mul, CouNumber &coe, std::map< int, CouNumber > &indices) |
re-organizes multiplication and stores indices (and exponents) of its variables | |
void | realign () |
clear all spurious variables pointers not referring to the variables_ vector | |
void | fillDependence (Bonmin::BabSetupBase *base) |
fill dependence_ structure | |
void | fillIntegerRank () const |
fill freeIntegers_ array | |
int | testIntFix (int index, CouNumber xFrac, enum fixType *fixed, CouNumber *xInt, CouNumber *dualL, CouNumber *dualR, CouNumber *olb, CouNumber *oub, bool patient) const |
Test fixing of an integer variable (used in getIntegerCandidate()). | |
Protected Attributes | |
std::string | problemName_ |
problem name | |
std::vector< exprVar * > | variables_ |
Variables (original, auxiliary, and defined). | |
std::vector< CouenneObjective * > | objectives_ |
Objectives. | |
std::vector< CouenneConstraint * > | constraints_ |
Constraints. | |
std::vector< expression * > | commonexprs_ |
AMPL's common expressions (read from AMPL through structures cexps and cexps1). | |
Domain | domain_ |
current point and bounds; | |
std::set< exprAux *, compExpr > * | auxSet_ |
Expression map for comparison in standardization and to count occurrences of an auxiliary. | |
int | curnvars_ |
Number of elements in the x_, lb_, ub_ arrays. | |
int | nIntVars_ |
Number of discrete variables. | |
CouNumber * | optimum_ |
Best solution known to be loaded from file -- for testing purposes. | |
CouNumber | bestObj_ |
Best known objective function. | |
int * | quadIndex_ |
Indices of variables appearing in products (used for SDP cuts). | |
bool * | commuted_ |
Variables that have commuted to auxiliary. | |
int * | numbering_ |
numbering of variables. | |
int | ndefined_ |
Number of "defined variables" (aka "common expressions"). | |
DepGraph * | graph_ |
Dependence (acyclic) graph: shows dependence of all auxiliary variables on one another and on original variables. | |
int | nOrigVars_ |
Number of original variables. | |
int | nOrigCons_ |
Number of original constraints (disregarding those that turned into auxiliary variable definition). | |
int | nOrigIntVars_ |
Number of original integer variables. | |
GlobalCutOff * | pcutoff_ |
Pointer to a global cutoff object. | |
bool | created_pcutoff_ |
flag indicating if this class is creator of global cutoff object | |
bool | doFBBT_ |
do Feasibility-based bound tightening | |
bool | doRCBT_ |
do reduced cost bound tightening | |
bool | doOBBT_ |
do Optimality-based bound tightening | |
bool | doABT_ |
do Aggressive bound tightening | |
int | logObbtLev_ |
frequency of Optimality-based bound tightening | |
int | logAbtLev_ |
frequency of Aggressive bound tightening | |
JnlstPtr | jnlst_ |
SmartPointer to the Journalist. | |
CouNumber | opt_window_ |
window around known optimum (for testing purposes) | |
bool | useQuadratic_ |
Use quadratic expressions? | |
CouNumber | feas_tolerance_ |
feasibility tolerance (to be used in checkNLP) | |
std::vector< std::set< int > > | dependence_ |
inverse dependence structure: for each variable x give set of auxiliary variables (or better, their indices) whose expression depends on x | |
std::vector< CouenneObject > | objects_ |
vector of pointer to CouenneObjects. | |
int * | integerRank_ |
each element is true if variable is integer and, if auxiliary, depends on no integer | |
std::vector< int > | numberInRank_ |
numberInRank_ [i] is the number of integer variables in rank i | |
double | maxCpuTime_ |
maximum cpu time | |
Bonmin::BabSetupBase * | bonBase_ |
options | |
int * | unusedOriginalsIndices_ |
some originals may be unused due to their zero multiplicity (that happens when they are duplicates). | |
int | nUnusedOriginals_ |
number of unused originals | |
Private Types | |
UNFIXED | |
FIXED | |
CONTINUOUS | |
enum | fixType { UNFIXED, FIXED, CONTINUOUS } |
structure to record fixed, non-fixed, and continuous variables More... | |
Classes | |
class | GlobalCutOff |
Class for storing a global cutoff for a CouenneProblem and all its clones. More... |
It is read from an AMPL .nl file and contains variables, AMPL's "defined variables" (aka common expressions), objective(s), and constraints in the form of expression's. Changes throughout the program occur in standardization.
Definition at line 49 of file CouenneProblem.hpp.
enum CouenneProblem::fixType [private] |
structure to record fixed, non-fixed, and continuous variables
Definition at line 66 of file CouenneProblem.hpp.
CouenneProblem::CouenneProblem | ( | ASL * | = NULL , |
|
Bonmin::BabSetupBase * | base = NULL , |
|||
JnlstPtr | jnlst = NULL | |||
) |
CouenneProblem::CouenneProblem | ( | const CouenneProblem & | ) |
Copy constructor.
CouenneProblem::~CouenneProblem | ( | ) |
Destructor.
CouenneProblem* CouenneProblem::clone | ( | ) | const [inline] |
Clone method (for use within CouenneCutGenerator::clone).
Definition at line 198 of file CouenneProblem.hpp.
References CouenneProblem().
int CouenneProblem::nObjs | ( | ) | const [inline] |
Get number of objectives.
Definition at line 201 of file CouenneProblem.hpp.
References objectives_.
int CouenneProblem::nCons | ( | ) | const [inline] |
Get number of constraints.
Definition at line 202 of file CouenneProblem.hpp.
References constraints_.
int CouenneProblem::nOrigCons | ( | ) | const [inline] |
Get number of original constraints.
Definition at line 203 of file CouenneProblem.hpp.
References nOrigCons_.
int CouenneProblem::nOrigVars | ( | ) | const [inline] |
Number of orig. variables.
Definition at line 205 of file CouenneProblem.hpp.
References nOrigVars_.
int CouenneProblem::nDefVars | ( | ) | const [inline] |
int CouenneProblem::nOrigIntVars | ( | ) | const [inline] |
Number of original integers.
Definition at line 207 of file CouenneProblem.hpp.
References nOrigIntVars_.
int CouenneProblem::nIntVars | ( | ) | const [inline] |
Number of integer variables.
Definition at line 208 of file CouenneProblem.hpp.
References nIntVars_.
int CouenneProblem::nVars | ( | ) | const [inline] |
Total number of variables.
Definition at line 209 of file CouenneProblem.hpp.
References variables_.
int CouenneProblem::evalOrder | ( | int | i | ) | const [inline] |
get evaluation order index
Definition at line 212 of file CouenneProblem.hpp.
References numbering_.
int* CouenneProblem::evalVector | ( | ) | [inline] |
get evaluation order vector (numbering_)
Definition at line 216 of file CouenneProblem.hpp.
References numbering_.
CouenneConstraint* CouenneProblem::Con | ( | int | i | ) | const [inline] |
CouenneObjective* CouenneProblem::Obj | ( | int | i | ) | const [inline] |
exprVar* CouenneProblem::Var | ( | int | i | ) | const [inline] |
Return pointer to i-th variable.
Definition at line 224 of file CouenneProblem.hpp.
References variables_.
std::vector<exprVar *>& CouenneProblem::Variables | ( | ) | [inline] |
Return vector of variables (symbolic representation).
Definition at line 228 of file CouenneProblem.hpp.
References variables_.
Return pointer to set for comparisons.
Definition at line 232 of file CouenneProblem.hpp.
References auxSet_.
DepGraph* CouenneProblem::getDepGraph | ( | ) | [inline] |
Return pointer to dependence graph.
Definition at line 236 of file CouenneProblem.hpp.
References graph_.
Domain* CouenneProblem::domain | ( | ) | const [inline] |
return current point & bounds
Definition at line 240 of file CouenneProblem.hpp.
References domain_.
CouNumber& CouenneProblem::X | ( | int | i | ) | const [inline] |
CouNumber& CouenneProblem::Lb | ( | int | i | ) | const [inline] |
lower bound on
Definition at line 245 of file CouenneProblem.hpp.
References domain_, and Domain::lb().
CouNumber& CouenneProblem::Ub | ( | int | i | ) | const [inline] |
upper bound on
Definition at line 246 of file CouenneProblem.hpp.
References domain_, and Domain::ub().
CouNumber* CouenneProblem::X | ( | ) | const [inline] |
Return vector of variables.
Definition at line 249 of file CouenneProblem.hpp.
References domain_, and Domain::x().
CouNumber* CouenneProblem::Lb | ( | ) | const [inline] |
Return vector of lower bounds.
Definition at line 250 of file CouenneProblem.hpp.
References domain_, and Domain::lb().
CouNumber* CouenneProblem::Ub | ( | ) | const [inline] |
Return vector of upper bounds.
Definition at line 251 of file CouenneProblem.hpp.
References domain_, and Domain::ub().
CouNumber*& CouenneProblem::bestSol | ( | ) | const [inline] |
Best known solution (read from file).
Definition at line 254 of file CouenneProblem.hpp.
References optimum_.
CouNumber CouenneProblem::bestObj | ( | ) | const [inline] |
Objective of best known solution.
Definition at line 255 of file CouenneProblem.hpp.
References bestObj_.
bool*& CouenneProblem::Commuted | ( | ) | [inline] |
Get vector of commuted variables.
Definition at line 258 of file CouenneProblem.hpp.
References commuted_.
void CouenneProblem::addObjective | ( | expression * | , | |
const std::string & | ||||
) |
Add (non linear) objective function.
void CouenneProblem::addEQConstraint | ( | expression * | , | |
expression * | ||||
) |
Add equality constraint .
void CouenneProblem::addGEConstraint | ( | expression * | , | |
expression * | ||||
) |
Add constraint,
.
void CouenneProblem::addLEConstraint | ( | expression * | , | |
expression * | ||||
) |
Add constraint,
.
void CouenneProblem::addRNGConstraint | ( | expression * | , | |
expression * | , | |||
expression * | ||||
) |
Add range constraint, .
expression* CouenneProblem::addVariable | ( | bool | isint = false , |
|
Domain * | d = NULL | |||
) |
Add original variable.
isint | if true, this variable is integer, otherwise it is continuous |
exprAux* CouenneProblem::addAuxiliary | ( | expression * | ) |
Add auxiliary variable and associate it with expression given as argument (used in standardization).
void CouenneProblem::reformulate | ( | ) |
preprocess problem in order to extract linear relaxations etc.
bool CouenneProblem::standardize | ( | ) |
Break problem's nonlinear constraints in simple expressions to be convexified later.
Return true if problem looks feasible, false if proven infeasible.
void CouenneProblem::print | ( | std::ostream & | = std::cout |
) |
Display current representation of problem: objective, linear and nonlinear constraints, and auxiliary variables.
bool CouenneProblem::doFBBT | ( | ) | const [inline] |
shall we do Feasibility Based Bound Tightening?
Definition at line 302 of file CouenneProblem.hpp.
References doFBBT_.
bool CouenneProblem::doRCBT | ( | ) | const [inline] |
shall we do reduced cost Bound Tightening?
Definition at line 303 of file CouenneProblem.hpp.
References doRCBT_.
bool CouenneProblem::doOBBT | ( | ) | const [inline] |
shall we do Optimality Based Bound Tightening?
Definition at line 304 of file CouenneProblem.hpp.
References doOBBT_.
bool CouenneProblem::doABT | ( | ) | const [inline] |
shall we do Aggressive Bound Tightening?
Definition at line 305 of file CouenneProblem.hpp.
References doABT_.
int CouenneProblem::logObbtLev | ( | ) | const [inline] |
How often shall we do OBBT?
Definition at line 307 of file CouenneProblem.hpp.
References logObbtLev_.
int CouenneProblem::logAbtLev | ( | ) | const [inline] |
How often shall we do ABT?
Definition at line 308 of file CouenneProblem.hpp.
References logAbtLev_.
void CouenneProblem::writeAMPL | ( | const std::string & | fname, | |
bool | aux | |||
) |
Write nonlinear problem to a .mod file (with lots of defined variables).
fname | Name of the .mod file to be written | |
aux | controls the use of auxiliaries. If true, a problem is written with auxiliary variables written with their associated expression, i.e. ![]() ![]() ![]() |
void CouenneProblem::writeGAMS | ( | const std::string & | fname | ) |
Write nonlinear problem to a .gms file.
fname | Name of the .gams file to be written. |
void CouenneProblem::initAuxs | ( | ) | const |
Initialize auxiliary variables and their bounds from original variables.
void CouenneProblem::getAuxs | ( | CouNumber * | ) | const |
Get auxiliary variables from original variables.
bool CouenneProblem::boundTightening | ( | t_chg_bounds * | , | |
Bonmin::BabInfo * | = NULL | |||
) | const |
tighten bounds using propagation, implied bounds and reduced costs
bool CouenneProblem::btCore | ( | t_chg_bounds * | chg_bds | ) | const |
core of the bound tightening procedure
int CouenneProblem::obbt | ( | const CouenneCutGenerator * | cg, | |
const OsiSolverInterface & | csi, | |||
OsiCuts & | cs, | |||
const CglTreeInfo & | info, | |||
Bonmin::BabInfo * | babInfo, | |||
t_chg_bounds * | chg_bds | |||
) |
Optimality Based Bound Tightening.
bool CouenneProblem::aggressiveBT | ( | Bonmin::OsiTMINLPInterface * | nlp, | |
t_chg_bounds * | , | |||
Bonmin::BabInfo * | = NULL | |||
) | const |
aggressive bound tightening.
Fake bounds in order to cut portions of the solution space by fathoming on bounds/infeasibility
int CouenneProblem::redCostBT | ( | const OsiSolverInterface * | psi, | |
t_chg_bounds * | chg_bds | |||
) | const |
procedure to strengthen variable bounds.
Return false if problem turns out to be infeasible with given bounds, true otherwise.
int CouenneProblem::tightenBounds | ( | t_chg_bounds * | ) | const |
"Forward" bound tightening, that is, propagate bound of variable in an expression
to the bounds of
.
int CouenneProblem::impliedBounds | ( | t_chg_bounds * | ) | const |
"Backward" bound tightening, aka implied bounds.
void CouenneProblem::fillQuadIndices | ( | ) |
Look for quadratic terms to be used with SDP cuts.
void CouenneProblem::fillObjCoeff | ( | double *& | ) |
Fill vector with coefficients of objective function.
Replace all occurrences of original variable with new aux given as argument.
void CouenneProblem::setCutOff | ( | CouNumber | cutoff | ) | const |
Set cutoff.
CouNumber CouenneProblem::getCutOff | ( | ) | const [inline] |
void CouenneProblem::installCutOff | ( | ) | const |
Make cutoff known to the problem.
ConstJnlstPtr CouenneProblem::Jnlst | ( | ) | const [inline] |
bool CouenneProblem::checkNLP | ( | const double * | solution, | |
double & | obj, | |||
bool | recompute = false | |||
) | const |
Check if solution is MINLP feasible.
int CouenneProblem::getIntegerCandidate | ( | const double * | xFrac, | |
double * | xInt, | |||
double * | lb, | |||
double * | ub | |||
) | const |
generate integer NLP point Y starting from fractional solution using bound tightening
bool CouenneProblem::readOptimum | ( | std::string * | fname = NULL |
) |
Read best known solution from file given in argument.
void CouenneProblem::readCutoff | ( | const std::string & | fname | ) |
Read cutoff value (for testing purposes).
static void CouenneProblem::registerOptions | ( | Ipopt::SmartPtr< Bonmin::RegisteredOptions > | roptions | ) | [static] |
Add list of options to be read from file.
exprAux* CouenneProblem::linStandardize | ( | bool | addAux, | |
CouNumber | c0, | |||
LinMap & | lmap, | |||
QuadMap & | qmap | |||
) |
standardization of linear exprOp's
int CouenneProblem::splitAux | ( | CouNumber | , | |
expression * | , | |||
expression *& | , | |||
bool * | ||||
) |
split a constraint w - f(x) = c into w's index (it is returned) and rest = f(x) + c
void CouenneProblem::indcoe2vector | ( | int * | indexL, | |
CouNumber * | coeff, | |||
std::vector< std::pair< exprVar *, CouNumber > > & | lcoeff | |||
) |
translates pair (indices, coefficients) into vector with pointers to variables
void CouenneProblem::indcoe2vector | ( | int * | indexI, | |
int * | indexJ, | |||
CouNumber * | coeff, | |||
std::vector< quadElem > & | qcoeff | |||
) |
translates triplet (indicesI, indicesJ, coefficients) into vector with pointers to variables
void CouenneProblem::decomposeTerm | ( | expression * | term, | |
CouNumber | initCoe, | |||
CouNumber & | c0, | |||
LinMap & | lmap, | |||
QuadMap & | qmap | |||
) |
given (expression *) element of sum, returns (coe,ind0,ind1) depending on element:
1) a * x_i ^ 2 ---> (a,i,?) return COU_EXPRPOW 2) a * x_i ---> (a,i,?) return COU_EXPRVAR 3) a * x_i * x_j ---> (a,i,j) return COU_EXPRMUL 4) a ---> (a,?,?) return COU_EXPRCONST
x_i and/or x_j may come from standardizing other (linear or quadratic operator) sub-expressions
const std::string& CouenneProblem::problemName | ( | ) | const [inline] |
const std::vector<std::set <int> >& CouenneProblem::Dependence | ( | ) | const [inline] |
return inverse dependence structure
Definition at line 453 of file CouenneProblem.hpp.
References dependence_.
const std::vector<CouenneObject>& CouenneProblem::Objects | ( | ) | const [inline] |
int CouenneProblem::findSOS | ( | OsiSolverInterface * | solver, | |
OsiObject ** | objects | |||
) |
find SOS constraints in problem
void CouenneProblem::setMaxCpuTime | ( | double | time | ) | [inline] |
double CouenneProblem::getMaxCpuTime | ( | ) | const [inline] |
void CouenneProblem::setBase | ( | Bonmin::BabSetupBase * | base | ) | [inline] |
void CouenneProblem::createUnusedOriginals | ( | ) |
Some originals may be unused due to their zero multiplicity (that happens when they are duplicates).
This procedure creates a structure for quickly checking and restoring their value after solving.
void CouenneProblem::restoreUnusedOriginals | ( | CouNumber * | = NULL |
) | const |
Some originals may be unused due to their zero multiplicity (that happens when they are duplicates).
This procedure restores their value after solving
int* CouenneProblem::unusedOriginalsIndices | ( | ) | [inline] |
return indices of neglected redundant variables
Definition at line 489 of file CouenneProblem.hpp.
References unusedOriginalsIndices_.
int CouenneProblem::nUnusedOriginals | ( | ) | [inline] |
number of unused originals
Definition at line 492 of file CouenneProblem.hpp.
References nUnusedOriginals_.
int CouenneProblem::fake_tighten | ( | char | direction, | |
int | index, | |||
const double * | X, | |||
CouNumber * | olb, | |||
CouNumber * | oub, | |||
t_chg_bounds * | chg_bds, | |||
t_chg_bounds * | f_chg | |||
) | const [protected] |
single fake tightening.
Return
-1 if infeasible 0 if no improvement +1 if improved
direction | 0: left, 1: right |
index | index of the variable tested |
X | point round which tightening is done |
olb | cur. lower bound |
oub | cur. upper bound |
int CouenneProblem::obbtInner | ( | CouenneSolverInterface * | , | |
OsiCuts & | , | |||
t_chg_bounds * | , | |||
Bonmin::BabInfo * | ||||
) | const [protected] |
Optimality Based Bound Tightening -- inner loop.
int CouenneProblem::obbt_iter | ( | CouenneSolverInterface * | csi, | |
t_chg_bounds * | chg_bds, | |||
const CoinWarmStart * | warmstart, | |||
Bonmin::BabInfo * | babInfo, | |||
double * | objcoe, | |||
int | sense, | |||
int | index | |||
) | const [protected] |
int CouenneProblem::call_iter | ( | CouenneSolverInterface * | csi, | |
t_chg_bounds * | chg_bds, | |||
const CoinWarmStart * | warmstart, | |||
Bonmin::BabInfo * | babInfo, | |||
double * | objcoe, | |||
enum nodeType | type, | |||
int | sense | |||
) | const [protected] |
analyze sparsity of potential exprQuad/exprGroup and change linear/quadratic maps accordingly, if necessary by adding new auxiliary variables and including them in the linear map
void CouenneProblem::flattenMul | ( | expression * | mul, | |
CouNumber & | coe, | |||
std::map< int, CouNumber > & | indices | |||
) | [protected] |
re-organizes multiplication and stores indices (and exponents) of its variables
void CouenneProblem::realign | ( | ) | [protected] |
clear all spurious variables pointers not referring to the variables_ vector
void CouenneProblem::fillDependence | ( | Bonmin::BabSetupBase * | base | ) | [protected] |
fill dependence_ structure
void CouenneProblem::fillIntegerRank | ( | ) | const [protected] |
fill freeIntegers_ array
int CouenneProblem::testIntFix | ( | int | index, | |
CouNumber | xFrac, | |||
enum fixType * | fixed, | |||
CouNumber * | xInt, | |||
CouNumber * | dualL, | |||
CouNumber * | dualR, | |||
CouNumber * | olb, | |||
CouNumber * | oub, | |||
bool | patient | |||
) | const [protected] |
Test fixing of an integer variable (used in getIntegerCandidate()).
std::string CouenneProblem::problemName_ [protected] |
std::vector<exprVar *> CouenneProblem::variables_ [protected] |
Variables (original, auxiliary, and defined).
Definition at line 73 of file CouenneProblem.hpp.
Referenced by nVars(), Var(), and Variables().
std::vector<CouenneObjective *> CouenneProblem::objectives_ [protected] |
std::vector<CouenneConstraint *> CouenneProblem::constraints_ [protected] |
std::vector<expression *> CouenneProblem::commonexprs_ [protected] |
AMPL's common expressions (read from AMPL through structures cexps and cexps1).
Definition at line 78 of file CouenneProblem.hpp.
Domain CouenneProblem::domain_ [mutable, protected] |
std::set<exprAux *, compExpr>* CouenneProblem::auxSet_ [protected] |
Expression map for comparison in standardization and to count occurrences of an auxiliary.
Definition at line 84 of file CouenneProblem.hpp.
Referenced by AuxSet().
int CouenneProblem::curnvars_ [mutable, protected] |
int CouenneProblem::nIntVars_ [protected] |
Number of discrete variables.
Definition at line 90 of file CouenneProblem.hpp.
Referenced by nIntVars().
CouNumber* CouenneProblem::optimum_ [mutable, protected] |
Best solution known to be loaded from file -- for testing purposes.
Definition at line 93 of file CouenneProblem.hpp.
Referenced by bestSol().
CouNumber CouenneProblem::bestObj_ [protected] |
Best known objective function.
Definition at line 96 of file CouenneProblem.hpp.
Referenced by bestObj().
int* CouenneProblem::quadIndex_ [protected] |
Indices of variables appearing in products (used for SDP cuts).
Definition at line 99 of file CouenneProblem.hpp.
bool* CouenneProblem::commuted_ [protected] |
Variables that have commuted to auxiliary.
Definition at line 102 of file CouenneProblem.hpp.
Referenced by Commuted().
int* CouenneProblem::numbering_ [protected] |
numbering of variables.
No variable xi with associated pi(i) greater than pi(j) should be evaluated before variable xj
Definition at line 106 of file CouenneProblem.hpp.
Referenced by evalOrder(), and evalVector().
int CouenneProblem::ndefined_ [protected] |
Number of "defined variables" (aka "common expressions").
Definition at line 109 of file CouenneProblem.hpp.
Referenced by nDefVars().
DepGraph* CouenneProblem::graph_ [protected] |
Dependence (acyclic) graph: shows dependence of all auxiliary variables on one another and on original variables.
Used to create a numbering of all variables for evaluation and bound tightening (reverse order for implied bounds)
Definition at line 115 of file CouenneProblem.hpp.
Referenced by getDepGraph().
int CouenneProblem::nOrigVars_ [protected] |
Number of original variables.
Definition at line 118 of file CouenneProblem.hpp.
Referenced by nOrigVars().
int CouenneProblem::nOrigCons_ [protected] |
Number of original constraints (disregarding those that turned into auxiliary variable definition).
Definition at line 122 of file CouenneProblem.hpp.
Referenced by nOrigCons().
int CouenneProblem::nOrigIntVars_ [protected] |
Number of original integer variables.
Definition at line 125 of file CouenneProblem.hpp.
Referenced by nOrigIntVars().
GlobalCutOff* CouenneProblem::pcutoff_ [mutable, protected] |
Pointer to a global cutoff object.
Definition at line 128 of file CouenneProblem.hpp.
Referenced by getCutOff().
bool CouenneProblem::created_pcutoff_ [mutable, protected] |
flag indicating if this class is creator of global cutoff object
Definition at line 131 of file CouenneProblem.hpp.
bool CouenneProblem::doFBBT_ [protected] |
do Feasibility-based bound tightening
Definition at line 133 of file CouenneProblem.hpp.
Referenced by doFBBT().
bool CouenneProblem::doRCBT_ [protected] |
do reduced cost bound tightening
Definition at line 134 of file CouenneProblem.hpp.
Referenced by doRCBT().
bool CouenneProblem::doOBBT_ [protected] |
do Optimality-based bound tightening
Definition at line 135 of file CouenneProblem.hpp.
Referenced by doOBBT().
bool CouenneProblem::doABT_ [protected] |
do Aggressive bound tightening
Definition at line 136 of file CouenneProblem.hpp.
Referenced by doABT().
int CouenneProblem::logObbtLev_ [protected] |
frequency of Optimality-based bound tightening
Definition at line 138 of file CouenneProblem.hpp.
Referenced by logObbtLev().
int CouenneProblem::logAbtLev_ [protected] |
frequency of Aggressive bound tightening
Definition at line 139 of file CouenneProblem.hpp.
Referenced by logAbtLev().
JnlstPtr CouenneProblem::jnlst_ [protected] |
CouNumber CouenneProblem::opt_window_ [protected] |
window around known optimum (for testing purposes)
Definition at line 145 of file CouenneProblem.hpp.
bool CouenneProblem::useQuadratic_ [protected] |
CouNumber CouenneProblem::feas_tolerance_ [protected] |
std::vector<std::set <int> > CouenneProblem::dependence_ [protected] |
inverse dependence structure: for each variable x give set of auxiliary variables (or better, their indices) whose expression depends on x
Definition at line 156 of file CouenneProblem.hpp.
Referenced by Dependence().
std::vector<CouenneObject> CouenneProblem::objects_ [protected] |
vector of pointer to CouenneObjects.
Used by CouenneVarObjects when finding all objects related to (having as argument) a single variable
Definition at line 161 of file CouenneProblem.hpp.
Referenced by Objects().
int* CouenneProblem::integerRank_ [mutable, protected] |
each element is true if variable is integer and, if auxiliary, depends on no integer
Definition at line 165 of file CouenneProblem.hpp.
std::vector<int> CouenneProblem::numberInRank_ [mutable, protected] |
numberInRank_ [i] is the number of integer variables in rank i
Definition at line 168 of file CouenneProblem.hpp.
double CouenneProblem::maxCpuTime_ [protected] |
maximum cpu time
Definition at line 171 of file CouenneProblem.hpp.
Referenced by getMaxCpuTime(), and setMaxCpuTime().
Bonmin::BabSetupBase* CouenneProblem::bonBase_ [protected] |
int* CouenneProblem::unusedOriginalsIndices_ [protected] |
some originals may be unused due to their zero multiplicity (that happens when they are duplicates).
This array keeps track of their indices and is sorted by evaluation order
Definition at line 184 of file CouenneProblem.hpp.
Referenced by unusedOriginalsIndices().
int CouenneProblem::nUnusedOriginals_ [protected] |
number of unused originals
Definition at line 187 of file CouenneProblem.hpp.
Referenced by nUnusedOriginals().