A transformer class to build outer approximations i.e. More...

#include <BonTMINLP2OsiLP.hpp>

Public Member Functions
	TMINLP2OsiLP ()
	Default constructor.
	TMINLP2OsiLP (const TMINLP2OsiLP &other)
	Copy constructor.
virtual TMINLP2OsiLP *	clone () const =0
	virtual copy constructor
void	set_tols (double tiny, double very_tiny, double rhs_relax, double infty)
void	set_model (Bonmin::TMINLP2TNLP *model)
TMINLP2OsiLP &	operator= (const TMINLP2OsiLP &rhs)
	Assignment operator.
	~TMINLP2OsiLP ()
	Destructor.
virtual void	extract (OsiSolverInterface si, const double x, bool getObj)=0
	Build the Outer approximation of model_ in x and put it in si.
virtual void	get_refined_oa (OsiCuts &cs) const =0
	Get OAs of nonlinear constraints in x.
virtual void	get_oas (OsiCuts &cs, const double *x, bool getObj, bool global) const =0
	Get OAs of nonlinear constraints in x.
Protected Member Functions
bool	cleanNnz (double &value, double colLower, double colUpper, double rowLower, double rowUpper, double colsol, double &lb, double &ub, double tiny, double veryTiny) const
	Facilitator to clean up coefficient.
void	initialize_jac_storage ()
Protected Attributes
double	tiny_
	If constraint coefficient is below this, we try to remove it.
double	very_tiny_
	If constraint coefficient is below this, we neglect it.
double	rhs_relax_
	Amount by which to relax OA constraints RHSes.
double	infty_
	infinity.
vector< int >	jCol_
	Cache Jacobian matrix.
vector< int >	iRow_
	Rows of jacobian.
vector< double >	value_
	Values of jacobian.
vector < Ipopt::TNLP::LinearityType >	const_types_
Ipopt::SmartPtr < Bonmin::TMINLP2TNLP >	model_
Static Protected Attributes
static int	nTimesCalled
	Count the number of linear outer approximations taken.

Detailed Description

A transformer class to build outer approximations i.e.

transfomrs nonlinear programs into linear programs.

Definition at line 26 of file BonTMINLP2OsiLP.hpp.

Constructor & Destructor Documentation

Bonmin::TMINLP2OsiLP::TMINLP2OsiLP ( ) [inline]

Default constructor.

Definition at line 31 of file BonTMINLP2OsiLP.hpp.

Bonmin::TMINLP2OsiLP::TMINLP2OsiLP ( const TMINLP2OsiLP & other ) [inline]

Copy constructor.

Definition at line 37 of file BonTMINLP2OsiLP.hpp.

Bonmin::TMINLP2OsiLP::~TMINLP2OsiLP ( ) [inline]

Destructor.

Definition at line 69 of file BonTMINLP2OsiLP.hpp.

Member Function Documentation

virtual TMINLP2OsiLP* Bonmin::TMINLP2OsiLP::clone ( ) const [pure virtual]

virtual copy constructor

void Bonmin::TMINLP2OsiLP::set_tols	(	double	tiny,
		double	very_tiny,
		double	rhs_relax,
		double	infty
	)		`[inline]`

Definition at line 46 of file BonTMINLP2OsiLP.hpp.

References infty_, rhs_relax_, tiny_, and very_tiny_.

void Bonmin::TMINLP2OsiLP::set_model ( Bonmin::TMINLP2TNLP * model ) [inline]

Definition at line 53 of file BonTMINLP2OsiLP.hpp.

References initialize_jac_storage(), and model_.

TMINLP2OsiLP& Bonmin::TMINLP2OsiLP::operator= ( const TMINLP2OsiLP & rhs ) [inline]

Assignment operator.

Definition at line 59 of file BonTMINLP2OsiLP.hpp.

References model_, tiny_, and very_tiny_.

virtual void Bonmin::TMINLP2OsiLP::extract	(	OsiSolverInterface *	si,
		const double *	x,
		bool	getObj
	)		`[pure virtual]`

Build the Outer approximation of model_ in x and put it in si.

virtual void Bonmin::TMINLP2OsiLP::get_refined_oa ( OsiCuts & cs ) const [pure virtual]

Get OAs of nonlinear constraints in x.

virtual void Bonmin::TMINLP2OsiLP::get_oas	(	OsiCuts &	cs,
		const double *	x,
		bool	getObj,
		bool	global
	)		const `[pure virtual]`

Get OAs of nonlinear constraints in x.

bool Bonmin::TMINLP2OsiLP::cleanNnz	(	double &	value,
		double	colLower,
		double	colUpper,
		double	rowLower,
		double	rowUpper,
		double	colsol,
		double &	lb,
		double &	ub,
		double	tiny,
		double	veryTiny
	)		const `[inline, protected]`