Reduce-and-Split Cut Generator Class; See method generateCuts(). More...

#include <CglRedSplit2.hpp>

Inheritance diagram for CglRedSplit2:

Collaboration diagram for CglRedSplit2:

Public Member Functions
generateCuts
virtual void	generateCuts (const OsiSolverInterface &si, OsiCuts &cs, const CglTreeInfo info=CglTreeInfo())
	Generate Reduce-and-Split Mixed Integer Gomory cuts for the model of the solver interface si. More...

virtual bool	needsOptimalBasis () const
	Return true if needs optimal basis to do cuts (will return true) More...

int	generateMultipliers (const OsiSolverInterface &si, int lambda, int maxNumMultipliers, int basicVariables=NULL, OsiCuts *cs=NULL)
	Generate Reduce-and-Split Mixed Integer Gomory cuts for the model of the solver interface si. More...

int	tiltLandPcut (const OsiSolverInterface si, double row, double rowRhs, int rownumber, const double xbar, const int newnonbasics, OsiRowCut cs, int lambda=NULL)
	Generate Reduce-and-Split Mixed Integer Gomory cuts for the model of the solver interface si. More...

Public Methods
void	setParam (const CglRedSplit2Param &source)
	Print some of the data members; used for debugging. More...

CglRedSplit2Param &	getParam ()
	Print some of the data members; used for debugging. More...

void	print () const
	Print some of the data members; used for debugging. More...

void	printOptTab (OsiSolverInterface *solver) const
	Print the current simplex tableau. More...

Constructors and destructors
	CglRedSplit2 ()
	Default constructor. More...

	CglRedSplit2 (const CglRedSplit2Param &RS_param)
	Constructor with specified parameters. More...

	CglRedSplit2 (const CglRedSplit2 &)
	Copy constructor. More...

virtual CglCutGenerator *	clone () const
	Clone. More...

CglRedSplit2 &	operator= (const CglRedSplit2 &rhs)
	Assignment operator. More...

virtual	~CglRedSplit2 ()
	Destructor. More...

Public Member Functions inherited from CglCutGenerator
	CglCutGenerator ()
	Default constructor. More...

	CglCutGenerator (const CglCutGenerator &)
	Copy constructor. More...

CglCutGenerator &	operator= (const CglCutGenerator &rhs)
	Assignment operator. More...

virtual	~CglCutGenerator ()
	Destructor. More...

virtual std::string	generateCpp (FILE *)
	Create C++ lines to set the generator in the current state. More...

virtual void	refreshSolver (OsiSolverInterface *)
	This can be used to refresh any information. More...

int	getAggressiveness () const
	Get Aggressiveness - 0 = neutral, 100 is normal root node. More...

void	setAggressiveness (int value)
	Set Aggressiveness - 0 = neutral, 100 is normal root node. More...

void	setGlobalCuts (bool trueOrFalse)
	Set whether can do global cuts. More...

bool	canDoGlobalCuts () const
	Say whether can do global cuts. More...

virtual bool	mayGenerateRowCutsInTree () const
	Returns true if may generate Row cuts in tree (rather than root node). More...

virtual int	maximumLengthOfCutInTree () const
	Return maximum length of cut in tree. More...

Private Member Functions
Private member methods
int	generateCuts (OsiCuts cs, int maxNumCuts, int lambda=NULL)
	Compute the fractional part of value, allowing for small error. More...

double	rs_above_integer (const double value) const
	Compute the fractional part of value, allowing for small error. More...

void	fill_workNonBasicTab (CglRedSplit2Param::ColumnSelectionStrategy strategy, const int *ignore_list=NULL)
	Fill workNonBasicTab, depending on the column selection strategy. More...

void	fill_workNonBasicTab (const int newnonbasics, const double xbar, CglRedSplit2Param::ColumnScalingStrategy scaling)
	Fill workNonBasicTab, alternate version for Lift & Project: also reduces columns which are now nonbasic but are basic in xbar. More...

void	reduce_workNonBasicTab (int numRows, CglRedSplit2Param::RowSelectionStrategy rowSelectionStrategy, int maxIterations)
	Reduce rows of workNonBasicTab, i.e. More...

void	generate_row (int index_row, double *row)
	Generate a linear combination of the rows of the current LP tableau, using the row multipliers stored in the matrix pi_mat on the row of index index_row. More...

int	generate_cgcut (double row, double rhs)
	Generate a mixed integer Gomory cut, when all non basic variables are non negative and at their lower bound. More...

void	eliminate_slacks (double row, const double elements, const int start, const int indices, const int rowLength, const double rhs, double *rowrhs)
	Use multiples of the initial inequalities to cancel out the coefficients of the slack variables. More...

void	flip (double *row)
	Change the sign of the coefficients of the continuous non basic variables at their upper bound. More...

void	unflip (double row, double rowrhs)
	Change the sign of the coefficients of the continuous non basic variables at their upper bound and do the translations restoring the original bounds. More...

int	check_dynamism (double *row)
	Returns 1 if the row has acceptable max/min coeff ratio. More...

int	generate_packed_row (const double xlp, double row, int rowind, double rowelem, int *card_row, double &rhs)
	Generate the packed cut from the row representation. More...

void	compute_is_integer ()
	Compute the fractional part of value, allowing for small error. More...

bool	rs_are_different_vectors (const int vect1, const int vect2, const int dim)
	Compute the fractional part of value, allowing for small error. More...

void	rs_allocmatINT (int ***v, int m, int n)
	Compute the fractional part of value, allowing for small error. More...

void	rs_deallocmatINT (int ***v, int m)
	Compute the fractional part of value, allowing for small error. More...

void	rs_allocmatDBL (double ***v, int m, int n)
	Compute the fractional part of value, allowing for small error. More...

void	rs_deallocmatDBL (double ***v, int m)
	Compute the fractional part of value, allowing for small error. More...

void	rs_printvecINT (const char vecstr, const int x, int n) const
	Compute the fractional part of value, allowing for small error. More...

void	rs_printvecDBL (const char vecstr, const double x, int n) const
	Compute the fractional part of value, allowing for small error. More...

void	rs_printmatINT (const char vecstr, const int const *x, int m, int n) const
	Compute the fractional part of value, allowing for small error. More...

void	rs_printmatDBL (const char vecstr, const double const *x, int m, int n) const
	Compute the fractional part of value, allowing for small error. More...

double	rs_dotProd (const double u, const double v, int dim) const
	Compute the fractional part of value, allowing for small error. More...

double	rs_dotProd (const int u, const double v, int dim) const
	Compute the fractional part of value, allowing for small error. More...

int	ludcmp (double *a, int n, int indx, double d, double vv) const
	Compute the fractional part of value, allowing for small error. More...

void	lubksb (double *a, int n, int indx, double *b) const
	Compute the fractional part of value, allowing for small error. More...

double	compute_norm_change (double oldnorm, const int listOfRows, int numElemList, const double multipliers) const
	Compute the fractional part of value, allowing for small error. More...

int	get_list_rows_reduction (int rowIndex, int numRowsReduction, int list, const double norm, CglRedSplit2Param::RowSelectionStrategy rowSelectionStrategy) const
	Compute the fractional part of value, allowing for small error. More...

int	sort_rows_by_nonzeroes (struct sortElement *array, int rowIndex, int maxRows, int whichTab) const
	Compute the fractional part of value, allowing for small error. More...

int	sort_rows_by_nonzeroes_greedy (struct sortElement *array, int rowIndex, int maxRows, int whichTab) const
	Compute the fractional part of value, allowing for small error. More...

int	sort_rows_by_cosine (struct sortElement *array, int rowIndex, int maxRows, int whichTab) const
	Compute the fractional part of value, allowing for small error. More...

bool	checkTime () const
	Compute the fractional part of value, allowing for small error. More...

Private Attributes
Private member data
CglRedSplit2Param	param
	Object with CglRedSplit2Param members. More...

int	nrow
	Number of rows ( = number of slack variables) in the current LP. More...

int	ncol
	Number of structural variables in the current LP. More...

int	numRedRows
	Number of rows which have been reduced. More...

const double *	colLower
	Lower bounds for structural variables. More...

const double *	colUpper
	Upper bounds for structural variables. More...

const double *	rowLower
	Lower bounds for constraints. More...

const double *	rowUpper
	Upper bounds for constraints. More...

const double *	rowRhs
	Righ hand side for constraints (upper bound for ranged constraints). More...

const double *	reducedCost
	Reduced costs for columns. More...

const double *	rowPrice
	Row price. More...

const double *	objective
	Objective coefficients. More...

int	card_intBasicVar
	Number of integer basic structural variables. More...

int	card_intBasicVar_frac
	Number of integer basic structural variables that are fractional in the current lp solution (at least param.away_ from being integer). More...

int	card_intNonBasicVar
	Number of integer non basic structural variables in the current lp solution. More...

int	card_contNonBasicVar
	Number of continuous non basic variables (structural or slack) in the current lp solution. More...

int	card_workNonBasicVar
	Number of continuous non basic variables (structural or slack) in the current working set for coefficient reduction. More...

int	card_nonBasicAtUpper
	Number of non basic variables (structural or slack) at their upper bound in the current lp solution. More...

int	card_nonBasicAtLower
	Number of non basic variables (structural or slack) at their lower bound in the current lp solution. More...

int *	cv_intBasicVar
	Characteristic vector for integer basic structural variables. More...

int *	cv_intBasicVar_frac
	Characteristic vector for integer basic structural variables with non integer value in the current lp solution. More...

int *	cv_fracRowsTab
	Characteristic vector for rows of the tableau selected for reduction with non integer value in the current lp solution. More...

int *	intBasicVar
	List of integer structural basic variables (in order of pivot in selected rows for cut generation). More...

int *	intBasicVar_frac
	List of integer structural basic variables with fractional value (in order of pivot in selected rows for cut generation). More...

int *	intNonBasicVar
	List of integer structural non basic variables. More...

int *	contNonBasicVar
	List of continuous non basic variables (structural or slack). More...

int *	nonBasicAtUpper
	List of non basic variables (structural or slack) at their upper bound. More...

int *	nonBasicAtLower
	List of non basic variables (structural or slack) at their lower bound. More...

int	mTab
	Number of rows in the reduced tableau (= card_intBasicVar). More...

int	nTab
	Number of columns in the reduced tableau (= card_contNonBasicVar) More...

int **	pi_mat
	Tableau of multipliers used to alter the rows used in generation. More...

double **	contNonBasicTab
	Simplex tableau for continuous non basic variables (structural or slack). More...

double **	workNonBasicTab
	Current tableau for continuous non basic variables (structural or slack). More...

double **	intNonBasicTab
	Simplex tableau for integer non basic structural variables. More...

double *	rhsTab
	Right hand side of the tableau. More...

double *	norm
	Norm of rows in workNonBasicTab; needed for faster computations. More...

int *	is_integer
	Characteristic vectors of structural integer variables or continuous variables currently fixed to integer values. More...

OsiSolverInterface *	solver
	Pointer on solver. Reset by each call to generateCuts(). More...

const double *	xlp
	Pointer on point to separate. Reset by each call to generateCuts(). More...

const double *	rowActivity
	Pointer on row activity. Reset by each call to generateCuts(). More...

const CoinPackedMatrix *	byRow
	Pointer on matrix of coefficient ordered by rows. More...

double	startTime
	Time at which cut computations began. More...

Friends
void	CglRedSplit2UnitTest (const OsiSolverInterface *siP, const std::string mpdDir)
	A function that tests some of the methods in the CglRedSplit2 class. More...

Additional Inherited Members
Public Attributes inherited from CglCutGenerator
int	aggressive_
	Aggressiveness - 0 = neutral, 100 is normal root node. More...

bool	canDoGlobalCuts_
	True if can do global cuts i.e. no general integers. More...

Detailed Description

Reduce-and-Split Cut Generator Class; See method generateCuts().

Based on the papers "Practical strategies for generating rank-1 split cuts in mixed-integer linear programming" by G. Cornuejols and G. Nannicini, published on Mathematical Programming Computation, and "Combining Lift-and-Project and Reduce-and-Split" by E. Balas, G. Cornuejols, T. Kis and G. Nannicini, published on INFORMS Journal on Computing. Part of this code is based on CglRedSplit by F. Margot.

Definition at line 31 of file CglRedSplit2.hpp.

Constructor & Destructor Documentation

CglRedSplit2::CglRedSplit2 ( )

Default constructor.

CglRedSplit2::CglRedSplit2 ( const CglRedSplit2Param & RS_param )

Constructor with specified parameters.

CglRedSplit2::CglRedSplit2 ( const CglRedSplit2 & )

Copy constructor.

virtual CglRedSplit2::~CglRedSplit2 ( )

virtual

Destructor.

Member Function Documentation

virtual void CglRedSplit2::generateCuts	(	const OsiSolverInterface &	si,
		OsiCuts &	cs,
		const CglTreeInfo	info = `CglTreeInfo()`
	)

virtual

Generate Reduce-and-Split Mixed Integer Gomory cuts for the model of the solver interface si.

Insert the generated cuts into OsiCuts cs.

This generator currently works only with the Lp solvers Clp or Cplex9.0 or higher. It requires access to the optimal tableau and optimal basis inverse and makes assumptions on the way slack variables are added by the solver. The Osi implementations for Clp and Cplex verify these assumptions.

When calling the generator, the solver interface si must contain an optimized problem and information related to the optimal basis must be available through the OsiSolverInterface methods (si->optimalBasisIsAvailable() must return 'true'). It is also essential that the integrality of structural variable i can be obtained using si->isInteger(i).

Reduce-and-Split cuts are a class of split cuts. We compute linear combinations of the rows of the simplex tableau, trying to reduce some of the coefficients on the nonbasic continuous columns. We have a large number of heuristics to choose which coefficients should be reduced, and by using which rows. The paper explains everything in detail.

Note that this generator can potentially generate a huge number of cuts, depending on how it is parametered. Default parameters should be good for most situations; if you want to go heavy on split cuts, use more row selection strategies or a different number of rows in the linear combinations. Again, look at the paper for details. If you want to generate a small number of cuts, default parameters are not the best choice.

A combination of Reduce-and-Split with Lift & Project is described in the paper "Combining Lift-and-Project and Reduce-and-Split". The Reduce-and-Split code for the implementation used in that paper is included here.

This generator does not generate the same cuts as CglRedSplit, therefore both generators can be used in conjunction.

Implements CglCutGenerator.

virtual bool CglRedSplit2::needsOptimalBasis ( ) const

virtual

Return true if needs optimal basis to do cuts (will return true)

Reimplemented from CglCutGenerator.

int CglRedSplit2::generateMultipliers	(	const OsiSolverInterface &	si,
		int *	lambda,
		int	maxNumMultipliers,
		int *	basicVariables = `NULL`,
		OsiCuts *	cs = `NULL`
	)

Generate Reduce-and-Split Mixed Integer Gomory cuts for the model of the solver interface si.

Insert the generated cuts into OsiCuts cs.

This generator currently works only with the Lp solvers Clp or Cplex9.0 or higher. It requires access to the optimal tableau and optimal basis inverse and makes assumptions on the way slack variables are added by the solver. The Osi implementations for Clp and Cplex verify these assumptions.

When calling the generator, the solver interface si must contain an optimized problem and information related to the optimal basis must be available through the OsiSolverInterface methods (si->optimalBasisIsAvailable() must return 'true'). It is also essential that the integrality of structural variable i can be obtained using si->isInteger(i).

Reduce-and-Split cuts are a class of split cuts. We compute linear combinations of the rows of the simplex tableau, trying to reduce some of the coefficients on the nonbasic continuous columns. We have a large number of heuristics to choose which coefficients should be reduced, and by using which rows. The paper explains everything in detail.

Note that this generator can potentially generate a huge number of cuts, depending on how it is parametered. Default parameters should be good for most situations; if you want to go heavy on split cuts, use more row selection strategies or a different number of rows in the linear combinations. Again, look at the paper for details. If you want to generate a small number of cuts, default parameters are not the best choice.

A combination of Reduce-and-Split with Lift & Project is described in the paper "Combining Lift-and-Project and Reduce-and-Split". The Reduce-and-Split code for the implementation used in that paper is included here.

This generator does not generate the same cuts as CglRedSplit, therefore both generators can be used in conjunction.

int CglRedSplit2::tiltLandPcut	(	const OsiSolverInterface *	si,
		double *	row,
		double	rowRhs,
		int	rownumber,
		const double *	xbar,
		const int *	newnonbasics,
		OsiRowCut *	cs,
		int *	lambda = `NULL`
	)

Generate Reduce-and-Split Mixed Integer Gomory cuts for the model of the solver interface si.

Insert the generated cuts into OsiCuts cs.

This generator currently works only with the Lp solvers Clp or Cplex9.0 or higher. It requires access to the optimal tableau and optimal basis inverse and makes assumptions on the way slack variables are added by the solver. The Osi implementations for Clp and Cplex verify these assumptions.

When calling the generator, the solver interface si must contain an optimized problem and information related to the optimal basis must be available through the OsiSolverInterface methods (si->optimalBasisIsAvailable() must return 'true'). It is also essential that the integrality of structural variable i can be obtained using si->isInteger(i).

Reduce-and-Split cuts are a class of split cuts. We compute linear combinations of the rows of the simplex tableau, trying to reduce some of the coefficients on the nonbasic continuous columns. We have a large number of heuristics to choose which coefficients should be reduced, and by using which rows. The paper explains everything in detail.

Note that this generator can potentially generate a huge number of cuts, depending on how it is parametered. Default parameters should be good for most situations; if you want to go heavy on split cuts, use more row selection strategies or a different number of rows in the linear combinations. Again, look at the paper for details. If you want to generate a small number of cuts, default parameters are not the best choice.

A combination of Reduce-and-Split with Lift & Project is described in the paper "Combining Lift-and-Project and Reduce-and-Split". The Reduce-and-Split code for the implementation used in that paper is included here.

This generator does not generate the same cuts as CglRedSplit, therefore both generators can be used in conjunction.

void CglRedSplit2::setParam ( const CglRedSplit2Param & source )

Print some of the data members; used for debugging.

CglRedSplit2Param& CglRedSplit2::getParam ( )

inline

Print some of the data members; used for debugging.

Definition at line 132 of file CglRedSplit2.hpp.

void CglRedSplit2::print ( ) const

Print some of the data members; used for debugging.

void CglRedSplit2::printOptTab ( OsiSolverInterface * solver ) const

Print the current simplex tableau.

virtual CglCutGenerator* CglRedSplit2::clone ( ) const

virtual

Clone.

Implements CglCutGenerator.

CglRedSplit2& CglRedSplit2::operator= ( const CglRedSplit2 & rhs )

Assignment operator.

int CglRedSplit2::generateCuts	(	OsiCuts *	cs,
		int	maxNumCuts,
		int *	lambda = `NULL`
	)

private

Compute the fractional part of value, allowing for small error.

double CglRedSplit2::rs_above_integer ( const double value ) const

inlineprivate

Compute the fractional part of value, allowing for small error.

void CglRedSplit2::fill_workNonBasicTab	(	CglRedSplit2Param::ColumnSelectionStrategy	strategy,
		const int *	ignore_list = `NULL`
	)

private

Fill workNonBasicTab, depending on the column selection strategy.

Accepts a list of variables indices that should be ignored; by default, this list is empty (it is only used by Lift & Project). The list ignore_list contains -1 as the last element. Note that the implementation of the ignore_list is not very efficient if the list is long, so it should be used only if its short.

void CglRedSplit2::fill_workNonBasicTab	(	const int *	newnonbasics,
		const double *	xbar,
		CglRedSplit2Param::ColumnScalingStrategy	scaling
	)

private

Fill workNonBasicTab, alternate version for Lift & Project: also reduces columns which are now nonbasic but are basic in xbar.

This function should be called only when CglRedSplit2 is used in conjunction with CglLandP to generate L&P+RS cuts.

void CglRedSplit2::reduce_workNonBasicTab	(	int	numRows,
		CglRedSplit2Param::RowSelectionStrategy	rowSelectionStrategy,
		int	maxIterations
	)

private

Reduce rows of workNonBasicTab, i.e.

compute integral linear combinations of the rows in order to reduce row coefficients on workNonBasicTab

void CglRedSplit2::generate_row	(	int	index_row,
		double *	row
	)

private

Generate a linear combination of the rows of the current LP tableau, using the row multipliers stored in the matrix pi_mat on the row of index index_row.

int CglRedSplit2::generate_cgcut	(	double *	row,
		double *	rhs
	)

private

Generate a mixed integer Gomory cut, when all non basic variables are non negative and at their lower bound.

void CglRedSplit2::eliminate_slacks	(	double *	row,
		const double *	elements,
		const int *	start,
		const int *	indices,
		const int *	rowLength,
		const double *	rhs,
		double *	rowrhs
	)

private

Use multiples of the initial inequalities to cancel out the coefficients of the slack variables.

void CglRedSplit2::flip ( double * row )

private

Change the sign of the coefficients of the continuous non basic variables at their upper bound.

void CglRedSplit2::unflip	(	double *	row,
		double *	rowrhs
	)

private

Change the sign of the coefficients of the continuous non basic variables at their upper bound and do the translations restoring the original bounds.

Modify the right hand side accordingly.

int CglRedSplit2::check_dynamism ( double * row )

private

Returns 1 if the row has acceptable max/min coeff ratio.

Compute max_coeff: maximum absolute value of the coefficients. Compute min_coeff: minimum absolute value of the coefficients larger than EPS_COEFF. Return 0 if max_coeff/min_coeff > MAXDYN.

int CglRedSplit2::generate_packed_row	(	const double *	xlp,
		double *	row,
		int *	rowind,
		double *	rowelem,
		int *	card_row,
		double &	rhs
	)

private

Generate the packed cut from the row representation.

void CglRedSplit2::compute_is_integer ( )

private

Compute the fractional part of value, allowing for small error.

bool CglRedSplit2::rs_are_different_vectors	(	const int *	vect1,
		const int *	vect2,
		const int	dim
	)

private

Compute the fractional part of value, allowing for small error.

void CglRedSplit2::rs_allocmatINT	(	int ***	v,
		int	m,
		int	n
	)

private

Compute the fractional part of value, allowing for small error.

void CglRedSplit2::rs_deallocmatINT	(	int ***	v,
		int	m
	)

private

Compute the fractional part of value, allowing for small error.

void CglRedSplit2::rs_allocmatDBL	(	double ***	v,
		int	m,
		int	n
	)

private

Compute the fractional part of value, allowing for small error.

void CglRedSplit2::rs_deallocmatDBL	(	double ***	v,
		int	m
	)

private

Compute the fractional part of value, allowing for small error.

void CglRedSplit2::rs_printvecINT	(	const char *	vecstr,
		const int *	x,
		int	n
	)		const

private

Compute the fractional part of value, allowing for small error.

void CglRedSplit2::rs_printvecDBL	(	const char *	vecstr,
		const double *	x,
		int	n
	)		const

private

Compute the fractional part of value, allowing for small error.

void CglRedSplit2::rs_printmatINT	(	const char *	vecstr,
		const int const	x,
		int	m,
		int	n
	)		const

private

Compute the fractional part of value, allowing for small error.

void CglRedSplit2::rs_printmatDBL	(	const char *	vecstr,
		const double const	x,
		int	m,
		int	n
	)		const

private

Compute the fractional part of value, allowing for small error.

double CglRedSplit2::rs_dotProd	(	const double *	u,
		const double *	v,
		int	dim
	)		const

private

Compute the fractional part of value, allowing for small error.

double CglRedSplit2::rs_dotProd	(	const int *	u,
		const double *	v,
		int	dim
	)		const

private

Compute the fractional part of value, allowing for small error.

int CglRedSplit2::ludcmp	(	double **	a,
		int	n,
		int *	indx,
		double *	d,
		double *	vv
	)		const

private

Compute the fractional part of value, allowing for small error.

void CglRedSplit2::lubksb	(	double **	a,
		int	n,
		int *	indx,
		double *	b
	)		const

private

Compute the fractional part of value, allowing for small error.

double CglRedSplit2::compute_norm_change	(	double	oldnorm,
		const int *	listOfRows,
		int	numElemList,
		const double *	multipliers
	)		const

private

Compute the fractional part of value, allowing for small error.

int CglRedSplit2::get_list_rows_reduction	(	int	rowIndex,
		int	numRowsReduction,
		int *	list,
		const double *	norm,
		CglRedSplit2Param::RowSelectionStrategy	rowSelectionStrategy
	)		const

private

Compute the fractional part of value, allowing for small error.

int CglRedSplit2::sort_rows_by_nonzeroes	(	struct sortElement *	array,
		int	rowIndex,
		int	maxRows,
		int	whichTab
	)		const

private

Compute the fractional part of value, allowing for small error.

int CglRedSplit2::sort_rows_by_nonzeroes_greedy	(	struct sortElement *	array,
		int	rowIndex,
		int	maxRows,
		int	whichTab
	)		const

private

Compute the fractional part of value, allowing for small error.

int CglRedSplit2::sort_rows_by_cosine	(	struct sortElement *	array,
		int	rowIndex,
		int	maxRows,
		int	whichTab
	)		const

private

Compute the fractional part of value, allowing for small error.

bool CglRedSplit2::checkTime ( ) const

inlineprivate

Compute the fractional part of value, allowing for small error.

Definition at line 314 of file CglRedSplit2.hpp.

Friends And Related Function Documentation

void CglRedSplit2UnitTest	(	const OsiSolverInterface *	siP,
		const std::string	mpdDir
	)

friend

A function that tests some of the methods in the CglRedSplit2 class.

The only reason for it not to be a member method is that this way it doesn't have to be compiled into the library. And that's a gain, because the library should be compiled with optimization on, but this method should be compiled with debugging.

Member Data Documentation

CglRedSplit2Param CglRedSplit2::param

private

Object with CglRedSplit2Param members.

Definition at line 331 of file CglRedSplit2.hpp.

int CglRedSplit2::nrow

private

Number of rows ( = number of slack variables) in the current LP.

Definition at line 334 of file CglRedSplit2.hpp.

int CglRedSplit2::ncol

private

Number of structural variables in the current LP.

Definition at line 337 of file CglRedSplit2.hpp.

int CglRedSplit2::numRedRows

private

Number of rows which have been reduced.

Definition at line 340 of file CglRedSplit2.hpp.

const double* CglRedSplit2::colLower

private

Lower bounds for structural variables.

Definition at line 343 of file CglRedSplit2.hpp.

const double* CglRedSplit2::colUpper

private

Upper bounds for structural variables.

Definition at line 346 of file CglRedSplit2.hpp.

const double* CglRedSplit2::rowLower

private

Lower bounds for constraints.

Definition at line 349 of file CglRedSplit2.hpp.

const double* CglRedSplit2::rowUpper

private

Upper bounds for constraints.

Definition at line 352 of file CglRedSplit2.hpp.

const double* CglRedSplit2::rowRhs

private

Righ hand side for constraints (upper bound for ranged constraints).

Definition at line 355 of file CglRedSplit2.hpp.

const double* CglRedSplit2::reducedCost

private

Reduced costs for columns.

Definition at line 358 of file CglRedSplit2.hpp.

const double* CglRedSplit2::rowPrice

private

Row price.

Definition at line 361 of file CglRedSplit2.hpp.

const double* CglRedSplit2::objective

private

Objective coefficients.

Definition at line 364 of file CglRedSplit2.hpp.

int CglRedSplit2::card_intBasicVar

private

Number of integer basic structural variables.

Definition at line 367 of file CglRedSplit2.hpp.

int CglRedSplit2::card_intBasicVar_frac

private

Number of integer basic structural variables that are fractional in the current lp solution (at least param.away_ from being integer).

Definition at line 371 of file CglRedSplit2.hpp.

int CglRedSplit2::card_intNonBasicVar

private

Number of integer non basic structural variables in the current lp solution.

Definition at line 375 of file CglRedSplit2.hpp.

int CglRedSplit2::card_contNonBasicVar

private

Number of continuous non basic variables (structural or slack) in the current lp solution.

Definition at line 379 of file CglRedSplit2.hpp.

int CglRedSplit2::card_workNonBasicVar

private

Number of continuous non basic variables (structural or slack) in the current working set for coefficient reduction.

Definition at line 383 of file CglRedSplit2.hpp.

int CglRedSplit2::card_nonBasicAtUpper

private

Number of non basic variables (structural or slack) at their upper bound in the current lp solution.

Definition at line 387 of file CglRedSplit2.hpp.

int CglRedSplit2::card_nonBasicAtLower

private

Number of non basic variables (structural or slack) at their lower bound in the current lp solution.

Definition at line 391 of file CglRedSplit2.hpp.

int* CglRedSplit2::cv_intBasicVar

private

Characteristic vector for integer basic structural variables.

Definition at line 394 of file CglRedSplit2.hpp.

int* CglRedSplit2::cv_intBasicVar_frac

private

Characteristic vector for integer basic structural variables with non integer value in the current lp solution.

Definition at line 398 of file CglRedSplit2.hpp.

int* CglRedSplit2::cv_fracRowsTab

private

Characteristic vector for rows of the tableau selected for reduction with non integer value in the current lp solution.

Definition at line 402 of file CglRedSplit2.hpp.

int* CglRedSplit2::intBasicVar

private

List of integer structural basic variables (in order of pivot in selected rows for cut generation).

Definition at line 406 of file CglRedSplit2.hpp.

int* CglRedSplit2::intBasicVar_frac

private

List of integer structural basic variables with fractional value (in order of pivot in selected rows for cut generation).

Definition at line 410 of file CglRedSplit2.hpp.

int* CglRedSplit2::intNonBasicVar

private

List of integer structural non basic variables.

Definition at line 413 of file CglRedSplit2.hpp.

int* CglRedSplit2::contNonBasicVar

private

List of continuous non basic variables (structural or slack).

Definition at line 417 of file CglRedSplit2.hpp.

int* CglRedSplit2::nonBasicAtUpper

private

List of non basic variables (structural or slack) at their upper bound.

Definition at line 421 of file CglRedSplit2.hpp.

int* CglRedSplit2::nonBasicAtLower

private

List of non basic variables (structural or slack) at their lower bound.

Definition at line 425 of file CglRedSplit2.hpp.

int CglRedSplit2::mTab

private

Number of rows in the reduced tableau (= card_intBasicVar).

Definition at line 428 of file CglRedSplit2.hpp.

int CglRedSplit2::nTab

private

Number of columns in the reduced tableau (= card_contNonBasicVar)

Definition at line 431 of file CglRedSplit2.hpp.

int** CglRedSplit2::pi_mat

private

Tableau of multipliers used to alter the rows used in generation.

Dimensions: mTab by mTab. Initially, pi_mat is the identity matrix.

Definition at line 435 of file CglRedSplit2.hpp.

double** CglRedSplit2::contNonBasicTab

private

Simplex tableau for continuous non basic variables (structural or slack).

Only rows used for generation. Dimensions: mTab by card_contNonBasicVar.

Definition at line 440 of file CglRedSplit2.hpp.

double** CglRedSplit2::workNonBasicTab

private

Current tableau for continuous non basic variables (structural or slack).

Only columns used for coefficient reduction. Dimensions: mTab by card_workNonBasicVar.

Definition at line 445 of file CglRedSplit2.hpp.

double** CglRedSplit2::intNonBasicTab

private

Simplex tableau for integer non basic structural variables.

Only rows used for generation.

Definition at line 450 of file CglRedSplit2.hpp.

double* CglRedSplit2::rhsTab

private

Right hand side of the tableau.

Only rows used for generation.

Definition at line 454 of file CglRedSplit2.hpp.

double* CglRedSplit2::norm

private

Norm of rows in workNonBasicTab; needed for faster computations.

Definition at line 457 of file CglRedSplit2.hpp.

int* CglRedSplit2::is_integer

private

Characteristic vectors of structural integer variables or continuous variables currently fixed to integer values.

Definition at line 461 of file CglRedSplit2.hpp.

OsiSolverInterface* CglRedSplit2::solver

private

Pointer on solver. Reset by each call to generateCuts().

Definition at line 464 of file CglRedSplit2.hpp.

const double* CglRedSplit2::xlp

private

Pointer on point to separate. Reset by each call to generateCuts().

Definition at line 467 of file CglRedSplit2.hpp.

const double* CglRedSplit2::rowActivity

private

Pointer on row activity. Reset by each call to generateCuts().

Definition at line 470 of file CglRedSplit2.hpp.

const CoinPackedMatrix* CglRedSplit2::byRow

private

Pointer on matrix of coefficient ordered by rows.

Reset by each call to generateCuts().

Definition at line 474 of file CglRedSplit2.hpp.

double CglRedSplit2::startTime

private

Time at which cut computations began.

Reset by each call to generateCuts().

Definition at line 478 of file CglRedSplit2.hpp.

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

/home/coin/svn-release/Blis-0.94.3/Cgl/src/CglRedSplit2/CglRedSplit2.hpp

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