Couenne::CouenneSolverInterface< T > Class Template Reference

Solver interface class with a pointer to a Couenne cut generator. More...

#include <CouenneSolverInterface.hpp>

Collaboration diagram for Couenne::CouenneSolverInterface< T >:

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List of all members.

Public Member Functions

 CouenneSolverInterface (CouenneCutGenerator *cg=NULL)
 constructor
 CouenneSolverInterface (const CouenneSolverInterface &src)
 copy constructor
 ~CouenneSolverInterface ()
 Destructor.
virtual OsiSolverInterface * clone (bool copyData=true) const
 Clone.
virtual bool isProvenPrimalInfeasible () const
 we need to overwrite this since we might have internal knowledge
virtual bool isProvenOptimal () const
 we need to overwrite this since we might have internal knowledge
CouenneCutGeneratorCutGen ()
 Return cut generator pointer.
void setCutGenPtr (CouenneCutGenerator *cg)
 Set cut generator pointer after setup, to avoid changes in the pointer due to cut generator cloning (it happens twice in the algorithm).
virtual void initialSolve ()
 Solve initial LP relaxation.
virtual void resolve ()
 Resolve an LP relaxation after problem modification.
virtual void resolve_nobt ()
 Resolve an LP without applying bound tightening beforehand.
virtual int tightenBounds (int lightweight)
 Tighten bounds on all variables (including continuous).
bool isProvenDualInfeasible () const
 is this problem unbounded?
Methods for strong branching.
virtual void markHotStart ()
 Create a hot start snapshot of the optimization process.
virtual void solveFromHotStart ()
 Optimize starting from the hot start snapshot.
virtual void unmarkHotStart ()
 Delete the hot start snapshot.

Protected Member Functions

virtual int tightenBoundsCLP (int lightweight)
 Copy of the Clp version --- not light version.
virtual int tightenBoundsCLP_Light (int lightweight)
 Copy of the Clp version --- light version.

Protected Attributes

CouenneCutGeneratorcutgen_
 The pointer to the Couenne cut generator.
bool knowInfeasible_
 Flag indicating that infeasibility was detected during solveFromHotStart.
bool knowOptimal_
 Flag indicating that optimality was detected during solveFromHotStart.
bool knowDualInfeasible_
 Flag indicating this problem's continuous relaxation is unbounded.

Detailed Description

template<class T>
class Couenne::CouenneSolverInterface< T >

Solver interface class with a pointer to a Couenne cut generator.

Its main purposes are:

1) to apply bound tightening before re-solving 2) to replace OsiSolverInterface::isInteger () with problem_ -> [expression] -> isInteger () 3) to use NLP solution at branching

Definition at line 27 of file CouenneSolverInterface.hpp.


Constructor & Destructor Documentation

template<class T>
Couenne::CouenneSolverInterface< T >::CouenneSolverInterface ( CouenneCutGenerator cg = NULL  ) 

constructor

Definition at line 27 of file CouenneSolverInterface.cpp.

Referenced by Couenne::CouenneSolverInterface< T >::clone().

template<class T>
Couenne::CouenneSolverInterface< T >::CouenneSolverInterface ( const CouenneSolverInterface< T > &  src  ) 

copy constructor

Definition at line 40 of file CouenneSolverInterface.cpp.

template<class T>
Couenne::CouenneSolverInterface< T >::~CouenneSolverInterface (  ) 

Destructor.

Definition at line 52 of file CouenneSolverInterface.cpp.


Member Function Documentation

template<class T>
virtual OsiSolverInterface* Couenne::CouenneSolverInterface< T >::clone ( bool  copyData = true  )  const [inline, virtual]

Clone.

Definition at line 41 of file CouenneSolverInterface.hpp.

References Couenne::CouenneSolverInterface< T >::CouenneSolverInterface().

Referenced by Couenne::CouenneSolverInterface< T >::resolve().

template<class T>
bool Couenne::CouenneSolverInterface< T >::isProvenPrimalInfeasible (  )  const [virtual]

we need to overwrite this since we might have internal knowledge

Definition at line 91 of file CouenneSolverInterface.cpp.

References Couenne::CouenneSolverInterface< T >::knowInfeasible_.

Referenced by Couenne::CouenneSolverInterface< T >::solveFromHotStart().

template<class T>
bool Couenne::CouenneSolverInterface< T >::isProvenOptimal (  )  const [virtual]

we need to overwrite this since we might have internal knowledge

Definition at line 96 of file CouenneSolverInterface.cpp.

References Couenne::CouenneSolverInterface< T >::knowOptimal_.

Referenced by Couenne::CouenneSolverInterface< T >::resolve(), and Couenne::CouenneSolverInterface< T >::solveFromHotStart().

template<class T>
CouenneCutGenerator* Couenne::CouenneSolverInterface< T >::CutGen (  )  [inline]

Return cut generator pointer.

Definition at line 51 of file CouenneSolverInterface.hpp.

References Couenne::CouenneSolverInterface< T >::cutgen_.

template<class T>
void Couenne::CouenneSolverInterface< T >::setCutGenPtr ( CouenneCutGenerator cg  )  [inline]

Set cut generator pointer after setup, to avoid changes in the pointer due to cut generator cloning (it happens twice in the algorithm).

Definition at line 57 of file CouenneSolverInterface.hpp.

References Couenne::CouenneSolverInterface< T >::cutgen_.

template<class T>
void Couenne::CouenneSolverInterface< T >::initialSolve (  )  [virtual]

Solve initial LP relaxation.

Definition at line 60 of file CouenneSolverInterface.cpp.

References Couenne::Couenne_large_bound, Couenne::CouenneSolverInterface< T >::cutgen_, Couenne::CouenneSolverInterface< T >::knowDualInfeasible_, Couenne::CouenneSolverInterface< T >::knowInfeasible_, Couenne::CouenneSolverInterface< T >::knowOptimal_, and x.

Referenced by Couenne::CouenneSolverInterface< T >::resolve().

template<class T>
void Couenne::CouenneSolverInterface< T >::resolve (  )  [virtual]

Resolve an LP relaxation after problem modification.

Definition at line 111 of file CouenneSolverInterface.cpp.

References Couenne::CouenneProblem::checkNLP(), Couenne::CouenneProblem::checkNLP2(), Couenne::CouenneSolverInterface< T >::clone(), COUENNE_EPS, COUENNE_INFINITY, Couenne::Couenne_large_bound, Couenne::CouenneSolverInterface< T >::cutgen_, e, Couenne::CouenneProblem::getFeasTol(), Couenne::CouenneRecordBestSol::getHasSol(), Couenne::CouenneRecordBestSol::getModSolVal(), Couenne::CouenneProblem::getRecordBestSol(), Couenne::CouenneRecordBestSol::getVal(), Couenne::CouenneSolverInterface< T >::initialSolve(), Couenne::CouenneSolverInterface< T >::isProvenOptimal(), Couenne::CouenneSolverInterface< T >::knowDualInfeasible_, Couenne::CouenneSolverInterface< T >::knowInfeasible_, Couenne::CouenneSolverInterface< T >::knowOptimal_, Couenne::CouenneProblem::nVars(), Couenne::CouenneCutGenerator::Problem(), Couenne::CouenneRecordBestSol::update(), ws, and x.

Referenced by Couenne::CouenneSolverInterface< T >::solveFromHotStart().

template<class T>
virtual void Couenne::CouenneSolverInterface< T >::resolve_nobt (  )  [inline, virtual]

Resolve an LP without applying bound tightening beforehand.

Definition at line 70 of file CouenneSolverInterface.hpp.

template<class T>
void Couenne::CouenneSolverInterface< T >::markHotStart (  )  [virtual]

Create a hot start snapshot of the optimization process.

Definition at line 288 of file CouenneSolverInterface.cpp.

template<class T>
void Couenne::CouenneSolverInterface< T >::solveFromHotStart (  )  [virtual]

Optimize starting from the hot start snapshot.

Definition at line 300 of file CouenneSolverInterface.cpp.

References Couenne::Couenne_large_bound, Couenne::CouenneSolverInterface< T >::cutgen_, Couenne::CouenneSolverInterface< T >::isProvenDualInfeasible(), Couenne::CouenneSolverInterface< T >::isProvenOptimal(), Couenne::CouenneSolverInterface< T >::isProvenPrimalInfeasible(), Couenne::CouenneSolverInterface< T >::knowDualInfeasible_, Couenne::CouenneSolverInterface< T >::knowInfeasible_, Couenne::CouenneSolverInterface< T >::knowOptimal_, Couenne::CouenneSolverInterface< T >::resolve(), and x.

template<class T>
void Couenne::CouenneSolverInterface< T >::unmarkHotStart (  )  [virtual]

Delete the hot start snapshot.

Definition at line 294 of file CouenneSolverInterface.cpp.

template<class T>
int Couenne::CouenneSolverInterface< T >::tightenBounds ( int  lightweight  )  [virtual]

Tighten bounds on all variables (including continuous).

Definition at line 19 of file CouenneLPtightenBounds.cpp.

References Couenne::t_chg_bounds::CHANGED, COUENNE_EPS, Couenne::CouenneSolverInterface< T >::cutgen_, and Couenne::CouenneSolverInterface< T >::tightenBoundsCLP().

template<class T>
bool Couenne::CouenneSolverInterface< T >::isProvenDualInfeasible (  )  const

is this problem unbounded?

Definition at line 101 of file CouenneSolverInterface.cpp.

References Couenne::CouenneSolverInterface< T >::knowDualInfeasible_.

Referenced by Couenne::CouenneSolverInterface< T >::solveFromHotStart().

template<class T>
int Couenne::CouenneSolverInterface< T >::tightenBoundsCLP ( int  lightweight  )  [protected, virtual]

Copy of the Clp version --- not light version.

Definition at line 23 of file CouenneLPtightenBoundsCLP.cpp.

References COUENNE_EPS, Couenne::CouenneSolverInterface< T >::cutgen_, e, Couenne::isInteger(), and Couenne::CouenneSolverInterface< T >::tightenBoundsCLP_Light().

Referenced by Couenne::CouenneSolverInterface< T >::tightenBounds().

template<class T>
int Couenne::CouenneSolverInterface< T >::tightenBoundsCLP_Light ( int  lightweight  )  [protected, virtual]

Copy of the Clp version --- light version.

Definition at line 21 of file CouenneLPtightenBoundsCLP-light.cpp.

References Couenne::CouenneSolverInterface< T >::cutgen_, Couenne::isInteger(), and n.

Referenced by Couenne::CouenneSolverInterface< T >::tightenBoundsCLP().


Member Data Documentation

template<class T>
CouenneCutGenerator* Couenne::CouenneSolverInterface< T >::cutgen_ [protected]

The pointer to the Couenne cut generator.

Gives us a lot of information, for instance the nlp solver pointer, and the chance to do bound tightening before resolve ().

Definition at line 108 of file CouenneSolverInterface.hpp.

Referenced by Couenne::CouenneSolverInterface< T >::CutGen(), Couenne::CouenneSolverInterface< T >::initialSolve(), Couenne::CouenneSolverInterface< T >::resolve(), Couenne::CouenneSolverInterface< T >::setCutGenPtr(), Couenne::CouenneSolverInterface< T >::solveFromHotStart(), Couenne::CouenneSolverInterface< T >::tightenBounds(), Couenne::CouenneSolverInterface< T >::tightenBoundsCLP(), and Couenne::CouenneSolverInterface< T >::tightenBoundsCLP_Light().

template<class T>
bool Couenne::CouenneSolverInterface< T >::knowInfeasible_ [protected]

Flag indicating that infeasibility was detected during solveFromHotStart.

Definition at line 111 of file CouenneSolverInterface.hpp.

Referenced by Couenne::CouenneSolverInterface< T >::initialSolve(), Couenne::CouenneSolverInterface< T >::isProvenPrimalInfeasible(), Couenne::CouenneSolverInterface< T >::resolve(), and Couenne::CouenneSolverInterface< T >::solveFromHotStart().

template<class T>
bool Couenne::CouenneSolverInterface< T >::knowOptimal_ [protected]

Flag indicating that optimality was detected during solveFromHotStart.

Definition at line 114 of file CouenneSolverInterface.hpp.

Referenced by Couenne::CouenneSolverInterface< T >::initialSolve(), Couenne::CouenneSolverInterface< T >::isProvenOptimal(), Couenne::CouenneSolverInterface< T >::resolve(), and Couenne::CouenneSolverInterface< T >::solveFromHotStart().

template<class T>
bool Couenne::CouenneSolverInterface< T >::knowDualInfeasible_ [protected]

Flag indicating this problem's continuous relaxation is unbounded.

Definition at line 117 of file CouenneSolverInterface.hpp.

Referenced by Couenne::CouenneSolverInterface< T >::initialSolve(), Couenne::CouenneSolverInterface< T >::isProvenDualInfeasible(), Couenne::CouenneSolverInterface< T >::resolve(), and Couenne::CouenneSolverInterface< T >::solveFromHotStart().


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