#include <MC_lp.hpp>

Inheritance diagram for MC_lp:

Collaboration diagram for MC_lp:

Public Member Functions
	MC_lp ()

	~MC_lp ()

virtual void	unpack_module_data (BCP_buffer &buf)
	Unpack the initial information sent to the LP process by the Tree Manager. More...

virtual void	pack_cut_algo (const BCP_cut_algo *cut, BCP_buffer &buf)

virtual BCP_cut_algo *	unpack_cut_algo (BCP_buffer &buf)

virtual OsiSolverInterface *	initialize_solver_interface ()
	Create LP solver environment. More...

virtual void	modify_lp_parameters (OsiSolverInterface *lp, bool in_strong_branching)

virtual BCP_solution *	test_feasibility (const BCP_lp_result &lp_result, const BCP_vec< BCP_var * > &vars, const BCP_vec< BCP_cut * > &cuts)
	Evaluate and return MIP feasibility of the current solution. More...

virtual BCP_solution *	generate_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. More...

MC_solution *	mc_generate_heuristic_solution (const double x, const BCP_vec< BCP_var > &vars, const BCP_vec< BCP_cut * > &cuts)
	A local helper function. More...

virtual void	pack_feasible_solution (BCP_buffer &buf, const BCP_solution *sol)
	Pack a MIP feasible solution into a buffer. More...

virtual void	cuts_to_rows (const BCP_vec< BCP_var * > &vars, BCP_vec< BCP_cut * > &cuts, BCP_vec< BCP_row * > &rows, const BCP_lp_result &lpres, BCP_object_origin origin, bool allow_multiple)
	Convert (and possibly lift) a set of cuts into corresponding rows for the current LP relaxation. More...

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. More...

void	generate_cuts_in_lp (const double x, const double lhs, const double objval, const BCP_vec< BCP_var * > &vars, const BCP_vec< BCP_cut * > &cuts, BCP_vec< BCP_cut * > &new_cuts, BCP_vec< BCP_row * > &new_rows)

void	unique_cycle_cuts (BCP_vec< BCP_cut * > &new_cuts, BCP_vec< BCP_row * > &new_rows)

void	generate_mst_cuts (const double x, const double lhs, const double objval, const BCP_vec< BCP_var * > &vars, const BCP_vec< BCP_cut * > &cuts, BCP_vec< BCP_cut * > &new_cuts, BCP_vec< BCP_row * > &new_rows)

void	generate_sp_cuts (const double x, const double lhs, const double objval, const BCP_vec< BCP_var * > &vars, const BCP_vec< BCP_cut * > &cuts, BCP_vec< BCP_cut * > &new_cuts, BCP_vec< BCP_row * > &new_rows)

double	getMaxLpViol ()

virtual BCP_object_compare_result	compare_cuts (const BCP_cut c0, const BCP_cut c1)
	Compare two generated cuts. More...

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. More...

bool	is_gap_tailoff_rel (const int k, const double minimp, const double objval) const

bool	is_lb_tailoff_abs (const int k, const double minimp, const double objval) const

bool	is_lb_tailoff_rel (const int k, const double minimp, const double objval) const

void	tailoff_test (bool &tailoff_gap_rel, bool &tailoff_lb_abs, bool &tailoff_lb_rel, const double objval) const

OsiSolverInterface *	solveToOpt (OsiVolSolverInterface vollp, const BCP_lp_result &lpres, const BCP_vec< BCP_var > &vars, const BCP_vec< BCP_cut * > &cuts, double &exact_obj)

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 * > &candidates)

void	perform_strong_branching (const BCP_lp_result &lpres, OsiSolverInterface exact_solver, BCP_vec< BCP_lp_branching_object > &cands)

void	choose_branching_vars (const BCP_vec< BCP_var * > &vars, const double x, const int cand_num, BCP_vec< BCP_lp_branching_object > &cands)

virtual BCP_branching_object_relation	compare_branching_candidates (BCP_presolved_lp_brobj new_presolved, BCP_presolved_lp_brobj old_presolved)
	Decide which branching object is preferred for branching. More...

virtual void	set_actions_for_children (BCP_presolved_lp_brobj *best)
	Decide what to do with the children of the selected branching object. More...

	MC_lp ()

	~MC_lp ()

virtual void	unpack_module_data (BCP_buffer &buf)
	Unpack the initial information sent to the LP process by the Tree Manager. More...

virtual OsiSolverInterface *	initialize_solver_interface ()
	Create LP solver environment. More...

virtual void	modify_lp_parameters (OsiSolverInterface *lp, const int changeType, bool in_strong_branching)
	Modify parameters of the LP solver before optimization. More...

virtual BCP_solution *	test_feasibility (const BCP_lp_result &lp_result, const BCP_vec< BCP_var * > &vars, const BCP_vec< BCP_cut * > &cuts)
	Evaluate and return MIP feasibility of the current solution. More...

virtual BCP_solution *	generate_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. More...

MC_solution *	mc_generate_heuristic_solution (const double x, const BCP_vec< BCP_var > &vars, const BCP_vec< BCP_cut * > &cuts)
	A local helper function. More...

virtual void	pack_feasible_solution (BCP_buffer &buf, const BCP_solution *sol)
	Pack a MIP feasible solution into a buffer. More...

virtual void	cuts_to_rows (const BCP_vec< BCP_var * > &vars, BCP_vec< BCP_cut * > &cuts, BCP_vec< BCP_row * > &rows, const BCP_lp_result &lpres, BCP_object_origin origin, bool allow_multiple)
	Convert (and possibly lift) a set of cuts into corresponding rows for the current LP relaxation. More...

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. More...

void	generate_cuts_in_lp (const double x, const double lhs, const double objval, const BCP_vec< BCP_var * > &vars, const BCP_vec< BCP_cut * > &cuts, BCP_vec< BCP_cut * > &new_cuts, BCP_vec< BCP_row * > &new_rows)

void	unique_cycle_cuts (BCP_vec< BCP_cut * > &new_cuts, BCP_vec< BCP_row * > &new_rows)

void	generate_mst_cuts (const double x, const double lhs, const double objval, const BCP_vec< BCP_var * > &vars, const BCP_vec< BCP_cut * > &cuts, BCP_vec< BCP_cut * > &new_cuts, BCP_vec< BCP_row * > &new_rows)

void	generate_sp_cuts (const double x, const double lhs, const double objval, const BCP_vec< BCP_var * > &vars, const BCP_vec< BCP_cut * > &cuts, BCP_vec< BCP_cut * > &new_cuts, BCP_vec< BCP_row * > &new_rows)

double	getMaxLpViol ()

virtual BCP_object_compare_result	compare_cuts (const BCP_cut c0, const BCP_cut c1)
	Compare two generated cuts. More...

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. More...

bool	is_gap_tailoff_rel (const int k, const double minimp, const double objval) const

bool	is_lb_tailoff_abs (const int k, const double minimp, const double objval) const

bool	is_lb_tailoff_rel (const int k, const double minimp, const double objval) const

void	tailoff_test (bool &tailoff_gap_rel, bool &tailoff_lb_abs, bool &tailoff_lb_rel, const double objval) const

OsiSolverInterface *	solveToOpt (OsiVolSolverInterface vollp, const BCP_lp_result &lpres, const BCP_vec< BCP_var > &vars, const BCP_vec< BCP_cut * > &cuts, double &exact_obj)

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 * > &candidates, bool force_branch=false)
	Decide whether to branch or not and select a set of branching candidates if branching is decided upon. More...

void	perform_strong_branching (const BCP_lp_result &lpres, OsiSolverInterface exact_solver, BCP_vec< BCP_lp_branching_object > &cands)

void	choose_branching_vars (const BCP_vec< BCP_var * > &vars, const double x, const int cand_num, BCP_vec< BCP_lp_branching_object > &cands)

virtual BCP_branching_object_relation	compare_branching_candidates (BCP_presolved_lp_brobj new_presolved, BCP_presolved_lp_brobj old_presolved)
	Decide which branching object is preferred for branching. More...

virtual void	set_actions_for_children (BCP_presolved_lp_brobj *best)
	Decide what to do with the children of the selected branching object. More...

Public Member Functions inherited from BCP_lp_user
void	setOsiBabSolver (OsiBabSolver *ptr)

OsiBabSolver *	getOsiBabSolver ()

void	print (const bool ifprint, const char *format,...) const
	A method to print a message with the process id. More...

int	process_id () const
	What is the process id of the current process. More...

int	parent () const
	the process id of the parent More...

void	send_message (const int target, const BCP_buffer &buf, BCP_message_tag tag=BCP_Msg_User)
	Send a message to a particular process. More...

void	receive_message (const int sender, BCP_buffer &buf, BCP_message_tag tag=BCP_Msg_User)
	Wait for a message and receive it. More...

void	broadcast_message (const BCP_process_t proc_type, const BCP_buffer &buf)
	Broadcast the message to all processes of the given type. More...

virtual void	process_message (BCP_buffer &buf)
	Process a message that has been sent by another process' user part to this process' user part. More...

virtual void	initialize_int_and_sos_list (std::vector< OsiObject * > &intAndSosObjects)
	Create the list of objects that can be used for branching (simple integer vars and SOS sets). More...

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)
	Initializing a new search tree node. More...

virtual void	load_problem (OsiSolverInterface &osi, BCP_problem_core *core, BCP_var_set &vars, BCP_cut_set &cuts)
	Load the problem specified by core, vars, and cuts into the solver interface. More...

virtual void	process_lp_result (const BCP_lp_result &lpres, const BCP_vec< BCP_var * > &vars, const BCP_vec< BCP_cut * > &cuts, const double old_lower_bound, double &true_lower_bound, BCP_solution &sol, BCP_vec< BCP_cut > &new_cuts, BCP_vec< BCP_row * > &new_rows, BCP_vec< BCP_var * > &new_vars, BCP_vec< BCP_col * > &new_cols)
	Process the result of an iteration. More...

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. More...

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. More...

virtual void	select_vars_to_delete (const BCP_lp_result &lpres, const BCP_vec< BCP_var * > &vars, const BCP_vec< BCP_cut * > &cuts, const bool before_fathom, BCP_vec< int > &deletable)

virtual void	select_cuts_to_delete (const BCP_lp_result &lpres, const BCP_vec< BCP_var * > &vars, const BCP_vec< BCP_cut * > &cuts, const bool before_fathom, BCP_vec< int > &deletable)

void	reduced_cost_fixing (const double dj, const double x, const double gap, BCP_vec< BCP_var * > &vars, int &newly_changed)
	Reduced cost fixing. More...

virtual void	set_user_data_for_children (BCP_presolved_lp_brobj *best, const int selected)
	For each child create a user data object and put it into the appropriate entry in `best->user_data()`. More...

virtual void	set_user_data_for_children (BCP_presolved_lp_brobj *best)
	Deprecated version of the previos method (it does not pass the index of the selected branching candidate). More...

void	setLpProblemPointer (BCP_lp_prob *ptr)
	Set the pointer. More...

BCP_lp_prob *	getLpProblemPointer ()
	Get the pointer. More...

double	upper_bound () const
	Return what is the best known upper bound (might be BCP_DBL_MAX) More...

bool	over_ub (double lb) const
	Return true / false depending on whether the lb argument is over the current upper bound or not. More...

int	current_phase () const
	Return the phase the algorithm is in. More...

int	current_level () const
	Return the level of the search tree node being processed. More...

int	current_index () const
	Return the internal index of the search tree node being processed. More...

int	current_iteration () const
	Return the iteration count within the search tree node being processed. More...

double	start_time () const
	Return when the LP process started. More...

BCP_user_data *	get_user_data ()
	Return a pointer to the BCP_user_data structure the user (may have) stored in this node. More...

char	get_param (const BCP_lp_par::chr_params key) const

int	get_param (const BCP_lp_par::int_params key) const

double	get_param (const BCP_lp_par::dbl_params key) const

const BCP_string &	get_param (const BCP_lp_par::str_params key) const

void	set_param (const BCP_lp_par::chr_params key, const bool val)

void	set_param (const BCP_lp_par::chr_params key, const char val)

void	set_param (const BCP_lp_par::int_params key, const int val)

void	set_param (const BCP_lp_par::dbl_params key, const double val)

void	set_param (const BCP_lp_par::str_params key, const char *val)

void	send_feasible_solution (const BCP_solution *sol)

	BCP_lp_user ()
	Being virtual, the destructor invokes the destructor for the real type of the object being deleted. More...

virtual	~BCP_lp_user ()
	Being virtual, the destructor invokes the destructor for the real type of the object being deleted. More...

void	select_nonzeros (const double first, const double last, const double etol, BCP_vec< int > &nonzeros) const
	Select all nonzero entries. More...

void	select_zeros (const double first, const double last, const double etol, BCP_vec< int > &zeros) const
	Select all zero entries. More...

void	select_positives (const double first, const double last, const double etol, BCP_vec< int > &positives) const
	Select all positive entries. More...

void	select_fractions (const double first, const double last, const double etol, BCP_vec< int > &fractions) const
	Select all fractional entries. More...

BCP_solution_generic *	test_binary (const BCP_lp_result &lpres, const BCP_vec< BCP_var * > &vars, const double etol) const
	Test whether all variables are 0/1. More...

BCP_solution_generic *	test_integral (const BCP_lp_result &lpres, const BCP_vec< BCP_var * > &vars, const double etol) const
	Test whether all variables are integer. More...

BCP_solution_generic *	test_full (const BCP_lp_result &lpres, const BCP_vec< BCP_var * > &vars, const double etol) const
	Test whether the variables specified as integers are really integer. More...

virtual void	pack_primal_solution (BCP_buffer &buf, const BCP_lp_result &lp_result, const BCP_vec< BCP_var * > &vars, const BCP_vec< BCP_cut * > &cuts)
	Pack the information necessary for cut generation into the buffer. More...

virtual void	pack_dual_solution (BCP_buffer &buf, const BCP_lp_result &lp_result, const BCP_vec< BCP_var * > &vars, const BCP_vec< BCP_cut * > &cuts)
	Pack the information necessary for variable generation into the buffer. More...

virtual void	display_lp_solution (const BCP_lp_result &lp_result, const BCP_vec< BCP_var * > &vars, const BCP_vec< BCP_cut * > &cuts, const bool final_lp_solution)
	Display the result of most recent LP optimization. More...

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. More...

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. More...

virtual BCP_object_compare_result	compare_vars (const BCP_var v0, const BCP_var v1)
	Compare two generated variables. More...

virtual int	try_to_branch (OsiBranchingInformation &branchInfo, OsiSolverInterface solver, OsiChooseVariable choose, OsiBranchingObject *&branchObject, bool allowVarFix)
	Select the "close-to-half" variables for strong branching. More...

void	branch_close_to_half (const BCP_lp_result &lpres, const BCP_vec< BCP_var * > &vars, const int to_be_selected, const double etol, BCP_vec< BCP_lp_branching_object * > &candidates)
	Select the "close-to-half" variables for strong branching. More...

void	branch_close_to_one (const BCP_lp_result &lpres, const BCP_vec< BCP_var * > &vars, const int to_be_selected, const double etol, BCP_vec< BCP_lp_branching_object * > &candidates)
	Select the "close-to-one" variables for strong branching. More...

void	append_branching_vars (const double x, const BCP_vec< BCP_var > &vars, const BCP_vec< int > &select_pos, BCP_vec< BCP_lp_branching_object * > &candidates)
	This helper method creates branching variable candidates and appends them to `cans`. More...

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. More...

Public Member Functions inherited from BCP_user_class
virtual	~BCP_user_class ()

Public Attributes
BCP_parameter_set< MC_lp_par >	par

MC_problem	mc

int	hist_len

double *	objhist

MC_solution *	soln

bool	started_exact

bool	tried_hard_cuts_in_prev_major_iter

double	obj_shift

BCP_presolved_lp_brobj *	best_presolved

Private Member Functions
	MC_lp (const MC_lp &)

MC_lp &	operator= (const MC_lp &)

	MC_lp (const MC_lp &)

MC_lp &	operator= (const MC_lp &)

Detailed Description

Definition at line 16 of file MC_lp.hpp.

Constructor & Destructor Documentation

MC_lp::MC_lp ( const MC_lp & )

private

MC_lp::MC_lp ( )

inline

Definition at line 43 of file MC_lp.hpp.

MC_lp::~MC_lp ( )

inline

Definition at line 45 of file MC_lp.hpp.

References objhist, and soln.

MC_lp::MC_lp ( const MC_lp & )

private

MC_lp::MC_lp ( )

inline

Definition at line 43 of file MC_lp.hpp.

MC_lp::~MC_lp ( )

inline

Definition at line 45 of file MC_lp.hpp.

References objhist, and soln.

Member Function Documentation

MC_lp& MC_lp::operator= ( const MC_lp & )

private

virtual void MC_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.

Default: empty method.

Reimplemented from BCP_lp_user.

virtual void MC_lp::pack_cut_algo	(	const BCP_cut_algo *	cut,
		BCP_buffer &	buf
	)

virtual

virtual BCP_cut_algo* MC_lp::unpack_cut_algo ( BCP_buffer & buf )

virtual

virtual OsiSolverInterface* MC_lp::initialize_solver_interface ( )

virtual

Create LP solver environment.

Create the LP solver class that will be used for solving the LP relaxations. The default implementation picks up which COIN_USE_XXX is defined and initializes an lp solver of that type. 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 MC_lp::modify_lp_parameters	(	OsiSolverInterface *	lp,
		bool	in_strong_branching
	)

virtual

virtual BCP_solution* MC_lp::test_feasibility	(	const BCP_lp_result &	lp_result,
		const BCP_vec< BCP_var * > &	vars,
		const BCP_vec< BCP_cut * > &	cuts
	)

virtual

Evaluate and return MIP feasibility of the current solution.

If the solution is MIP feasible, return a solution object otherwise return a NULL pointer. The useris also welcome to heuristically generate a solution and return a pointer to that solution (although the user will have another chance (after cuts and variables are generated) to return/create heuristically generated solutions. (After all, it's quite possible that solutions are generated during cut/variable generation.)

Default: test feasibility based on the FeeasibilityTest parameter in BCP_lp_par which defults to BCP_FullTest_Feasible.

Parameters

lp_result	the result of the most recent LP optimization
vars	variables currently in the formulation
cuts	variables currently in the formulation

Reimplemented from BCP_lp_user.

virtual BCP_solution* MC_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.

Reimplemented from BCP_lp_user.

MC_solution* MC_lp::mc_generate_heuristic_solution	(	const double *	x,
		const BCP_vec< BCP_var * > &	vars,
		const BCP_vec< BCP_cut * > &	cuts
	)

A local helper function.

virtual void MC_lp::pack_feasible_solution	(	BCP_buffer &	buf,
		const BCP_solution *	sol
	)

virtual

Pack a MIP feasible solution into a buffer.

The solution will be unpacked in the Tree Manager by the BCP_tm_user::unpack_feasible_solution() method.

Default: The default implementation assumes that sol is a BCP_solution_generic object (containing variables at nonzero level) and packs it.

Parameters

buf	(OUT) the buffer to pack into
sol	(IN) the solution to be packed

Reimplemented from BCP_lp_user.

virtual void MC_lp::cuts_to_rows	(	const BCP_vec< BCP_var * > &	vars,
		BCP_vec< BCP_cut * > &	cuts,
		BCP_vec< BCP_row * > &	rows,
		const BCP_lp_result &	lpres,
		BCP_object_origin	origin,
		bool	allow_multiple
	)

virtual

Convert (and possibly lift) a set of cuts into corresponding rows for the current LP relaxation.

Converting means computing for each cut the coefficients corresponding to each variable and creating BCP_row objects that can be added to the formulation.

This method has different purposes depending on the value of the last argument. If multiple expansion is not allowed then the user must generate a unique row for each cut. This unique row must always be the same for any given cut. This kind of operation is needed so that an LP relaxation can be exactly recreated.

On the other hand if multiple expansion is allowed then the user has (almost) free reign over what she returns. She can delete some of the cuts or append new ones (e.g., lifted ones) to the end. The result of the LP relaxation and the origin of the cuts are there to help her to make a decision about what to do. For example, she might want to lift cuts coming from the Cut Generator, but not those coming from the Cut Pool. The only requirement is that when this method returns the number of cuts and rows must be the same and the i-th row must be the unique row corresponding to the i-th cut.

Parameters

vars	the variables currently in the relaxation (IN)
cuts	the cuts to be converted (IN/OUT)
rows	the rows into which the cuts are converted (OUT)
lpres	solution to the current LP relaxation (IN)
origin	where 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 cuts and BCP has no way to know how to convert them).

Reimplemented from BCP_lp_user.

virtual void MC_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
	)

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.

void MC_lp::generate_cuts_in_lp	(	const double *	x,
		const double *	lhs,
		const double	objval,
		const BCP_vec< BCP_var * > &	vars,
		const BCP_vec< BCP_cut * > &	cuts,
		BCP_vec< BCP_cut * > &	new_cuts,
		BCP_vec< BCP_row * > &	new_rows
	)

void MC_lp::unique_cycle_cuts	(	BCP_vec< BCP_cut * > &	new_cuts,
		BCP_vec< BCP_row * > &	new_rows
	)

void MC_lp::generate_mst_cuts	(	const double *	x,
		const double *	lhs,
		const double	objval,
		const BCP_vec< BCP_var * > &	vars,
		const BCP_vec< BCP_cut * > &	cuts,
		BCP_vec< BCP_cut * > &	new_cuts,
		BCP_vec< BCP_row * > &	new_rows
	)

void MC_lp::generate_sp_cuts	(	const double *	x,
		const double *	lhs,
		const double	objval,
		const BCP_vec< BCP_var * > &	vars,
		const BCP_vec< BCP_cut * > &	cuts,
		BCP_vec< BCP_cut * > &	new_cuts,
		BCP_vec< BCP_row * > &	new_rows
	)

double MC_lp::getMaxLpViol ( )

virtual BCP_object_compare_result MC_lp::compare_cuts	(	const BCP_cut *	c0,
		const BCP_cut *	c1
	)

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.

virtual void MC_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
	)

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.

bool MC_lp::is_gap_tailoff_rel	(	const int	k,
		const double	minimp,
		const double	objval
	)		const

bool MC_lp::is_lb_tailoff_abs	(	const int	k,
		const double	minimp,
		const double	objval
	)		const

bool MC_lp::is_lb_tailoff_rel	(	const int	k,
		const double	minimp,
		const double	objval
	)		const

void MC_lp::tailoff_test	(	bool &	tailoff_gap_rel,
		bool &	tailoff_lb_abs,
		bool &	tailoff_lb_rel,
		const double	objval
	)		const

OsiSolverInterface* MC_lp::solveToOpt	(	OsiVolSolverInterface *	vollp,
		const BCP_lp_result &	lpres,
		const BCP_vec< BCP_var * > &	vars,
		const BCP_vec< BCP_cut * > &	cuts,
		double &	exact_obj
	)

virtual BCP_branching_decision MC_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 * > &	candidates
	)

virtual

void MC_lp::perform_strong_branching	(	const BCP_lp_result &	lpres,
		OsiSolverInterface *	exact_solver,
		BCP_vec< BCP_lp_branching_object * > &	cands
	)

void MC_lp::choose_branching_vars	(	const BCP_vec< BCP_var * > &	vars,
		const double *	x,
		const int	cand_num,
		BCP_vec< BCP_lp_branching_object * > &	cands
	)

virtual BCP_branching_object_relation MC_lp::compare_branching_candidates	(	BCP_presolved_lp_brobj *	new_solved,
		BCP_presolved_lp_brobj *	old_solved
	)

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.

virtual void MC_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_FathomChild, 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.

MC_lp& MC_lp::operator= ( const MC_lp & )

private

virtual void MC_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.

Default: empty method.

Reimplemented from BCP_lp_user.

virtual OsiSolverInterface* MC_lp::initialize_solver_interface ( )

virtual

Create LP solver environment.

Create the LP solver class that will be used for solving the LP relaxations. The default implementation picks up which COIN_USE_XXX is defined and initializes an lp solver of that type. 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 MC_lp::modify_lp_parameters	(	OsiSolverInterface *	lp,
		const int	changeType,
		bool	in_strong_branching
	)

virtual

Modify parameters of the LP solver before optimization.

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 what has changed in the LP before this method is called. 0: no change; 1: changes that affect primal feasibility (change in column/row bounds, added cuts); 2: changes that affect dual feasibility (added columns); 3: both. The last argument indicates whether the optimization is a "regular" optimization or it will take place in strong branching.

Default: If 1 or 2 then the appropriate simplex method will be hinted to the solver.

Reimplemented from BCP_lp_user.

virtual BCP_solution* MC_lp::test_feasibility	(	const BCP_lp_result &	lp_result,
		const BCP_vec< BCP_var * > &	vars,
		const BCP_vec< BCP_cut * > &	cuts
	)

virtual

Evaluate and return MIP feasibility of the current solution.

If the solution is MIP feasible, return a solution object otherwise return a NULL pointer. The useris also welcome to heuristically generate a solution and return a pointer to that solution (although the user will have another chance (after cuts and variables are generated) to return/create heuristically generated solutions. (After all, it's quite possible that solutions are generated during cut/variable generation.)

Default: test feasibility based on the FeeasibilityTest parameter in BCP_lp_par which defults to BCP_FullTest_Feasible.

Parameters

lp_result	the result of the most recent LP optimization
vars	variables currently in the formulation
cuts	variables currently in the formulation

Reimplemented from BCP_lp_user.

virtual BCP_solution* MC_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.

Reimplemented from BCP_lp_user.

MC_solution* MC_lp::mc_generate_heuristic_solution	(	const double *	x,
		const BCP_vec< BCP_var * > &	vars,
		const BCP_vec< BCP_cut * > &	cuts
	)

A local helper function.

virtual void MC_lp::pack_feasible_solution	(	BCP_buffer &	buf,
		const BCP_solution *	sol
	)

virtual

Pack a MIP feasible solution into a buffer.

The solution will be unpacked in the Tree Manager by the BCP_tm_user::unpack_feasible_solution() method.

Default: The default implementation assumes that sol is a BCP_solution_generic object (containing variables at nonzero level) and packs it.

Parameters

buf	(OUT) the buffer to pack into
sol	(IN) the solution to be packed

Reimplemented from BCP_lp_user.

virtual void MC_lp::cuts_to_rows	(	const BCP_vec< BCP_var * > &	vars,
		BCP_vec< BCP_cut * > &	cuts,
		BCP_vec< BCP_row * > &	rows,
		const BCP_lp_result &	lpres,
		BCP_object_origin	origin,
		bool	allow_multiple
	)

virtual

Convert (and possibly lift) a set of cuts into corresponding rows for the current LP relaxation.

Converting means computing for each cut the coefficients corresponding to each variable and creating BCP_row objects that can be added to the formulation.

This method has different purposes depending on the value of the last argument. If multiple expansion is not allowed then the user must generate a unique row for each cut. This unique row must always be the same for any given cut. This kind of operation is needed so that an LP relaxation can be exactly recreated.

On the other hand if multiple expansion is allowed then the user has (almost) free reign over what she returns. She can delete some of the cuts or append new ones (e.g., lifted ones) to the end. The result of the LP relaxation and the origin of the cuts are there to help her to make a decision about what to do. For example, she might want to lift cuts coming from the Cut Generator, but not those coming from the Cut Pool. The only requirement is that when this method returns the number of cuts and rows must be the same and the i-th row must be the unique row corresponding to the i-th cut.

Parameters

vars	the variables currently in the relaxation (IN)
cuts	the cuts to be converted (IN/OUT)
rows	the rows into which the cuts are converted (OUT)
lpres	solution to the current LP relaxation (IN)
origin	where 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 cuts and BCP has no way to know how to convert them).

Reimplemented from BCP_lp_user.

virtual void MC_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
	)

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.

void MC_lp::generate_cuts_in_lp	(	const double *	x,
		const double *	lhs,
		const double	objval,
		const BCP_vec< BCP_var * > &	vars,
		const BCP_vec< BCP_cut * > &	cuts,
		BCP_vec< BCP_cut * > &	new_cuts,
		BCP_vec< BCP_row * > &	new_rows
	)

void MC_lp::unique_cycle_cuts	(	BCP_vec< BCP_cut * > &	new_cuts,
		BCP_vec< BCP_row * > &	new_rows
	)

void MC_lp::generate_mst_cuts	(	const double *	x,
		const double *	lhs,
		const double	objval,
		const BCP_vec< BCP_var * > &	vars,
		const BCP_vec< BCP_cut * > &	cuts,
		BCP_vec< BCP_cut * > &	new_cuts,
		BCP_vec< BCP_row * > &	new_rows
	)

void MC_lp::generate_sp_cuts	(	const double *	x,
		const double *	lhs,
		const double	objval,
		const BCP_vec< BCP_var * > &	vars,
		const BCP_vec< BCP_cut * > &	cuts,
		BCP_vec< BCP_cut * > &	new_cuts,
		BCP_vec< BCP_row * > &	new_rows
	)

double MC_lp::getMaxLpViol ( )

virtual BCP_object_compare_result MC_lp::compare_cuts	(	const BCP_cut *	c0,
		const BCP_cut *	c1
	)

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.

virtual void MC_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
	)

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.

bool MC_lp::is_gap_tailoff_rel	(	const int	k,
		const double	minimp,
		const double	objval
	)		const

bool MC_lp::is_lb_tailoff_abs	(	const int	k,
		const double	minimp,
		const double	objval
	)		const

bool MC_lp::is_lb_tailoff_rel	(	const int	k,
		const double	minimp,
		const double	objval
	)		const

void MC_lp::tailoff_test	(	bool &	tailoff_gap_rel,
		bool &	tailoff_lb_abs,
		bool &	tailoff_lb_rel,
		const double	objval
	)		const

OsiSolverInterface* MC_lp::solveToOpt	(	OsiVolSolverInterface *	vollp,
		const BCP_lp_result &	lpres,
		const BCP_vec< BCP_var * > &	vars,
		const BCP_vec< BCP_cut * > &	cuts,
		double &	exact_obj
	)

virtual BCP_branching_decision MC_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,
		bool	force_branch = `false`
	)

virtual

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

The return value indicates what should be done: branching, continuing with the same node or abandoning the node completely.

Default: Branch if both local pools are empty. If branching is done then several (based on the StrongBranch_CloseToHalfNum and StrongBranch_CloseToOneNum parameters in BCP_lp_par) variables are selected for strong branching.

"Close-to-half" variables are those that should be integer and are at a fractional level. The measure of their fractionality is their distance from the closest integer. The most fractional variables will be selected, i.e., those that are close to half. If there are too many such variables then those with higher objective value have priority.

"Close-to-on" is interpreted in a more literal sense. It should be used only if the integer variables are binary as it select those fractional variables which are away from 1 but are still close. If there are too many such variables then those with lower objective value have priority.

Parameters

lpres	the result of the most recent LP optimization.
vars	the variables in the current formulation.
cuts	the cuts in the current formulation.
local_var_pool	the local pool that holds variables with negative reduced cost. In case of continuing with the node the best so many variables will be added to the formulation (those with the most negative reduced cost).
local_cut_pool	the local pool that holds violated cuts. In case of continuing with the node the best so many cuts will be added to the formulation (the most violated ones).
cands	the generated branching candidates.
force_branch	indicate whether to force branching regardless of the size of the local cut/var pools

Reimplemented from BCP_lp_user.

void MC_lp::perform_strong_branching	(	const BCP_lp_result &	lpres,
		OsiSolverInterface *	exact_solver,
		BCP_vec< BCP_lp_branching_object * > &	cands
	)

void MC_lp::choose_branching_vars	(	const BCP_vec< BCP_var * > &	vars,
		const double *	x,
		const int	cand_num,
		BCP_vec< BCP_lp_branching_object * > &	cands
	)

virtual BCP_branching_object_relation MC_lp::compare_branching_candidates	(	BCP_presolved_lp_brobj *	new_solved,
		BCP_presolved_lp_brobj *	old_solved
	)

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.

virtual void MC_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_FathomChild, 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.

Member Data Documentation

BCP_parameter_set< MC_lp_par > MC_lp::par

Definition at line 21 of file MC_lp.hpp.

MC_problem MC_lp::mc

Definition at line 22 of file MC_lp.hpp.

int MC_lp::hist_len

Definition at line 26 of file MC_lp.hpp.

double * MC_lp::objhist

Definition at line 27 of file MC_lp.hpp.

Referenced by ~MC_lp().

MC_solution * MC_lp::soln

Definition at line 30 of file MC_lp.hpp.

Referenced by ~MC_lp().

bool MC_lp::started_exact

Definition at line 32 of file MC_lp.hpp.

bool MC_lp::tried_hard_cuts_in_prev_major_iter

Definition at line 33 of file MC_lp.hpp.

double MC_lp::obj_shift

Definition at line 38 of file MC_lp.hpp.

BCP_presolved_lp_brobj * MC_lp::best_presolved

Definition at line 40 of file MC_lp.hpp.

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

/tmp/Bcp-1.4.4/Applications/MaxCut/include/MC_lp.hpp
/tmp/Bcp-1.4.4/Bcp/examples/MaxCut/include/MC_lp.hpp

Public Member Functions

Public Attributes

Private Member Functions

Detailed Description

Constructor & Destructor Documentation

Member Function Documentation

Member Data Documentation