#include <MKC_lp.hpp>

Inheritance diagram for MKC_lp:

Collaboration diagram for MKC_lp:

Public Member Functions
	MKC_lp ()

	~MKC_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_var_algo (const BCP_var_algo *var, BCP_buffer &buf)

virtual BCP_var_algo *	unpack_var_algo (BCP_buffer &buf)

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

void	modify_lp_parameters (OsiSolverInterface *lp, bool in_strong_branching)

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

void	vars_to_cols (const BCP_vec< BCP_cut * > &cuts, BCP_vec< BCP_var * > &vars, BCP_vec< BCP_col * > &cols)

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...

void	generate_vars (const BCP_lp_result &lpres, const BCP_vec< BCP_var * > &vars, const double rc_bound, BCP_vec< BCP_var * > &new_vars)

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...

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)

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

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 BCP_branching_object_relation	compare_branching_candidates (BCP_presolved_lp_brobj new_solved, BCP_presolved_lp_brobj old_solved)
	Decide which branching object is preferred for branching. 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...

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	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...

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

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

virtual BCP_branching_decision	select_branching_candidates (const BCP_lp_result &lpres, const BCP_vec< BCP_var * > &vars, const BCP_vec< BCP_cut * > &cuts, const BCP_lp_var_pool &local_var_pool, const BCP_lp_cut_pool &local_cut_pool, BCP_vec< BCP_lp_branching_object * > &cands, bool force_branch=false)
	Decide whether to branch or not and select a set of branching candidates if branching is decided upon. 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< MKC_lp_par >	par

double *	objhist

MKC_knapsack_set	kss

MKC_knapsack_fixing *	ks_fixings

BCP_vec< MKC_var * > *	enumerated_ks

BCP_vec< MKC_var * >	input_vars

BCP_vec< BCP_var * >	generated_vars

double	best_lb_in_root

double	start_time

Detailed Description

Definition at line 17 of file MKC_lp.hpp.

Constructor & Destructor Documentation

MKC_lp::MKC_lp ( )

inline

Definition at line 33 of file MKC_lp.hpp.

MKC_lp::~MKC_lp ( )

inline

Definition at line 35 of file MKC_lp.hpp.

References enumerated_ks, input_vars, ks_fixings, MKC_knapsack_set::ks_num, kss, objhist, and purge_ptr_vector().

Member Function Documentation

virtual void MKC_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 MKC_lp::pack_var_algo	(	const BCP_var_algo *	var,
		BCP_buffer &	buf
	)

virtual

virtual BCP_var_algo* MKC_lp::unpack_var_algo ( BCP_buffer & buf )

virtual

virtual OsiSolverInterface* MKC_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.

void MKC_lp::modify_lp_parameters	(	OsiSolverInterface *	lp,
		bool	in_strong_branching
	)

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

virtual

Initializing a new search tree node.

This method serves as hook for the user to do some preprocessing on a search tree node before the node is processed. Also, logical fixing results can be returned in the last four parameters. This might be very useful if the branching implies significant tightening.
Default: empty method.

Parameters

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

Reimplemented from BCP_lp_user.

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

virtual

Compute a true lower bound for the subproblem.

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

Reimplemented from BCP_lp_user.

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

virtual

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

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

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

Parameters

cuts	the cuts currently in the relaxation (IN)
vars	the variables to be converted (IN/OUT)
cols	the colums the variables convert into (OUT)
lpres	solution to the current LP relaxation (IN)
origin	where the do the cuts come from (IN)
allow_multiple	whether multiple expansion, i.e., lifting, is allowed (IN)

Default: throw an exception (if this method is invoked then the user must have generated variables and BCP has no way to know how to convert them).

Reimplemented from BCP_lp_user.

void MKC_lp::vars_to_cols	(	const BCP_vec< BCP_cut * > &	cuts,
		BCP_vec< BCP_var * > &	vars,
		BCP_vec< BCP_col * > &	cols
	)

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

virtual

Generate variables within the LP process.

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

Default: empty method.

Parameters

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

Reimplemented from BCP_lp_user.

void MKC_lp::generate_vars	(	const BCP_lp_result &	lpres,
		const BCP_vec< BCP_var * > &	vars,
		const double	rc_bound,
		BCP_vec< BCP_var * > &	new_vars
	)

virtual void MKC_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.

virtual BCP_branching_decision MKC_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

Member Data Documentation

BCP_parameter_set<MKC_lp_par> MKC_lp::par

Definition at line 19 of file MKC_lp.hpp.

double* MKC_lp::objhist

Definition at line 20 of file MKC_lp.hpp.

Referenced by ~MKC_lp().

MKC_knapsack_set MKC_lp::kss

Definition at line 21 of file MKC_lp.hpp.

Referenced by ~MKC_lp().

MKC_knapsack_fixing* MKC_lp::ks_fixings

Definition at line 23 of file MKC_lp.hpp.

Referenced by ~MKC_lp().

BCP_vec<MKC_var*>* MKC_lp::enumerated_ks

Definition at line 24 of file MKC_lp.hpp.

Referenced by ~MKC_lp().

BCP_vec<MKC_var*> MKC_lp::input_vars

Definition at line 25 of file MKC_lp.hpp.

Referenced by ~MKC_lp().

BCP_vec<BCP_var*> MKC_lp::generated_vars

Definition at line 27 of file MKC_lp.hpp.

double MKC_lp::best_lb_in_root

Definition at line 29 of file MKC_lp.hpp.

double MKC_lp::start_time

Definition at line 30 of file MKC_lp.hpp.

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

/tmp/Bcp-1.4.4/Applications/Mkc/include/MKC_lp.hpp

Public Member Functions

Public Attributes

Detailed Description

Constructor & Destructor Documentation

Member Function Documentation

Member Data Documentation