Class collecting parameters the Reduced-and-split cut generator. More...

#include <CglRedSplit2Param.hpp>

Inheritance diagram for CglRedSplit2Param:

Collaboration diagram for CglRedSplit2Param:

Public Types
enum	RowSelectionStrategy { RS1, RS2, RS3, RS4, RS5, RS6, RS7, RS8, RS_ALL, RS_BEST }
	Enumerations for parameters. More...

enum	ColumnSelectionStrategy { CS1, CS2, CS3, CS4, CS5, CS6, CS7, CS8, CS9, CS10, CS11, CS12, CS13, CS14, CS15, CS16, CS17, CS18, CS19, CS20, CS21, CS_ALL, CS_BEST, CS_ALLCONT, CS_LAP_NONBASICS }
	Column selection strategies; again, look them up in the paper. More...

enum	ColumnScalingStrategy { SC_NONE, SC_LINEAR, SC_LINEAR_BOUNDED, SC_LOG_BOUNDED, SC_UNIFORM, SC_UNIFORM_NZ }
	Scaling strategies for new nonbasic columns for Lift & Project; "factor" is the value of columnScalingBoundLAP_. More...

Public Member Functions
Set/get methods
virtual void	setAway (double value)
	Set away, the minimum distance from being integer used for selecting rows for cut generation; all rows whose pivot variable should be integer but is more than away from integrality will be selected; Default: 0.005. More...

double	getAway () const
	Get value of away. More...

void	setEPS_ELIM (double value)
	Set the value of EPS_ELIM, epsilon for values of coefficients when eliminating slack variables; Default: 0.0. More...

double	getEPS_ELIM () const
	Get the value of EPS_ELIM. More...

virtual void	setEPS_RELAX_ABS (double eps_ra)
	Set EPS_RELAX_ABS. More...

double	getEPS_RELAX_ABS () const
	Get value of EPS_RELAX_ABS. More...

virtual void	setEPS_RELAX_REL (double eps_rr)
	Set EPS_RELAX_REL. More...

double	getEPS_RELAX_REL () const
	Get value of EPS_RELAX_REL. More...

virtual void	setMAXDYN (double value)
	Set away, the minimum distance from being integer used for selecting rows for cut generation; all rows whose pivot variable should be integer but is more than away from integrality will be selected; Default: 0.005. More...

double	getMAXDYN () const
	Get the value of MAXDYN. More...

virtual void	setMINVIOL (double value)
	Set the value of MINVIOL, the minimum violation for the current basic solution in a generated cut. More...

double	getMINVIOL () const
	Get the value of MINVIOL. More...

void	setMAX_SUPP_ABS (int value)
	Maximum absolute support of the cutting planes. More...

int	getMAX_SUPP_ABS () const
	Set away, the minimum distance from being integer used for selecting rows for cut generation; all rows whose pivot variable should be integer but is more than away from integrality will be selected; Default: 0.005. More...

void	setMAX_SUPP_REL (double value)
	Maximum relative support of the cutting planes. More...

double	getMAX_SUPP_REL () const
	Set away, the minimum distance from being integer used for selecting rows for cut generation; all rows whose pivot variable should be integer but is more than away from integrality will be selected; Default: 0.005. More...

virtual void	setUSE_INTSLACKS (int value)
	Set the value of USE_INTSLACKS. More...

int	getUSE_INTSLACKS () const
	Get the value of USE_INTSLACKS. More...

virtual void	setNormIsZero (double value)
	Set the value of normIsZero, the threshold for considering a norm to be 0; Default: 1e-5. More...

double	getNormIsZero () const
	Get the value of normIsZero. More...

virtual void	setMinNormReduction (double value)
	Set the value of minNormReduction; Default: 0.1. More...

double	getMinNormReduction () const
	Get the value of normIsZero. More...

virtual void	setMaxSumMultipliers (int value)
	Set the value of maxSumMultipliers; Default: 10. More...

int	getMaxSumMultipliers () const
	Get the value of maxSumMultipliers. More...

virtual void	setNormalization (double value)
	Set the value of normalization; Default: 0.0001. More...

double	getNormalization () const
	Get the value of normalization. More...

virtual void	addNumRowsReduction (int value)
	Set the value of numRowsReduction, max number of rows that are used for each row reduction step. More...

std::vector< int >	getNumRowsReduction () const
	get the value More...

void	resetNumRowsReduction ()
	reset More...

virtual void	addColumnSelectionStrategy (ColumnSelectionStrategy value)
	Add the value of columnSelectionStrategy. More...

std::vector < ColumnSelectionStrategy >	getColumnSelectionStrategy () const
	get the value More...

void	resetColumnSelectionStrategy ()
	reset More...

virtual void	addRowSelectionStrategy (RowSelectionStrategy value)
	Set the value for rowSelectionStrategy, which changes the way we choose the rows for the reduction step. More...

std::vector< RowSelectionStrategy >	getRowSelectionStrategy () const
	get the value More...

void	resetRowSelectionStrategy ()
	reset More...

virtual void	addNumRowsReductionLAP (int value)
	Set the value of numRowsReductionLAP, max number of rows that are used for each row reduction step during Lift & Project. More...

std::vector< int >	getNumRowsReductionLAP () const
	get the value More...

void	resetNumRowsReductionLAP ()
	reset More...

virtual void	addColumnSelectionStrategyLAP (ColumnSelectionStrategy value)
	Add the value of columnSelectionStrategyLAP. More...

std::vector < ColumnSelectionStrategy >	getColumnSelectionStrategyLAP () const
	get the value More...

void	resetColumnSelectionStrategyLAP ()
	reset More...

virtual void	addRowSelectionStrategyLAP (RowSelectionStrategy value)
	Set the value for rowSelectionStrategyLAP, which changes the way we choose the rows for the reduction step. More...

std::vector< RowSelectionStrategy >	getRowSelectionStrategyLAP () const
	get the value More...

void	resetRowSelectionStrategyLAP ()
	reset More...

virtual void	setColumnScalingStrategyLAP (ColumnScalingStrategy value)
	Set the value for columnScalingStrategyLAP, which sets the way nonbasic columns that are basic in the fractional point to cut off are scaled. More...

ColumnScalingStrategy	getColumnScalingStrategyLAP () const
	get the value More...

virtual void	setColumnScalingBoundLAP (double value)
	Set the value for the bound in the column scaling factor. More...

double	getColumnScalingBoundLAP () const
	get the value More...

virtual void	setTimeLimit (double value)
	Set the value of the time limit for cut generation (in seconds) More...

double	getTimeLimit () const
	get the value More...

virtual void	setMaxNumCuts (int value)
	Set the value for the maximum number of cuts that can be returned. More...

int	getMaxNumCuts () const
	get the value More...

virtual void	setMaxNumComputedCuts (int value)
	Set the value for the maximum number of cuts that can be computed. More...

int	getMaxNumComputedCuts () const
	get the value More...

virtual void	setMaxNonzeroesTab (int value)
	Set the value for the maximum number of nonzeroes in a row of the simplex tableau for the row to be considered. More...

int	getMaxNonzeroesTab () const
	get the value More...

virtual void	setSkipGomory (int value)
	Set the value of skipGomory: should we skip simple Gomory cuts, i.e. More...

int	getSkipGomory () const
	get the value More...

Constructors and destructors
	CglRedSplit2Param (bool use_default_strategies=true, double eps=1e-12, double eps_coeff=1e-11, double eps_elim=0.0, double eps_relax_abs=1e-11, double eps_relax_rel=1e-13, double max_dyn=1e6, double min_viol=1e-3, int max_supp_abs=1000, double max_supp_rel=0.1, int use_int_slacks=0, double norm_zero=1e-5, double minNormReduction=0.1, int maxSumMultipliers=10, double normalization=0.0001, double away=0.005, double timeLimit=60, int maxNumCuts=10000, int maxNumComputedCuts=10000, int maxNonzeroesTab=1000, double columnScalingBoundLAP=5.0, int skipGomory=1)
	Default constructor. More...

	CglRedSplit2Param (const CglParam &source, bool use_default_strategies=true, double eps_elim=0.0, double eps_relax_abs=1e-11, double eps_relax_rel=1e-13, double max_dyn=1e6, double min_viol=1e-3, double max_supp_rel=0.1, int use_int_slacks=0, double norm_zero=1e-5, double minNormReduction=0.1, int maxSumMultipliers=10, double normalization=0.0001, double away=0.005, double timeLimit=60, int maxNumCuts=10000, int maxNumComputedCuts=10000, int maxNonzeroesTab=1000, double columnScalingBoundLAP=5.0, int skipGomory=1)
	Constructor from CglParam. More...

	CglRedSplit2Param (const CglRedSplit2Param &source)
	Copy constructor. More...

virtual CglRedSplit2Param *	clone () const
	Clone. More...

virtual CglRedSplit2Param &	operator= (const CglRedSplit2Param &rhs)
	Assignment operator. More...

virtual	~CglRedSplit2Param ()
	Destructor. More...

Public Member Functions inherited from CglParam
virtual void	setINFINIT (const double inf)
	Set INFINIT. More...

double	getINFINIT () const
	Get value of INFINIT. More...

virtual void	setEPS (const double eps)
	Set EPS. More...

double	getEPS () const
	Get value of EPS. More...

virtual void	setEPS_COEFF (const double eps_c)
	Set EPS_COEFF. More...

double	getEPS_COEFF () const
	Get value of EPS_COEFF. More...

virtual void	setMAX_SUPPORT (const int max_s)
	Set MAX_SUPPORT. More...

int	getMAX_SUPPORT () const
	Get value of MAX_SUPPORT. More...

	CglParam (const double inf=COIN_DBL_MAX, const double eps=1e-6, const double eps_c=1e-5, const int max_s=COIN_INT_MAX)
	Default constructor. More...

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

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

virtual	~CglParam ()
	Destructor. More...

Protected Attributes
Parameters
double	EPS_ELIM
	Epsilon for value of coefficients when eliminating slack variables. More...

double	EPS_RELAX_ABS
	Value added to the right hand side of each generated cut to relax it. More...

double	EPS_RELAX_REL
	For a generated cut with right hand side rhs_val, EPS_RELAX_EPS * fabs(rhs_val) is used to relax the constraint. More...

double	MAXDYN
	Epsilon for value of coefficients when eliminating slack variables. More...

double	MINVIOL
	Minimum violation for the current basic solution in a generated cut. More...

double	MAX_SUPP_REL
	Maximum support - relative part of the formula. More...

int	USE_INTSLACKS
	Use integer slacks to generate cuts if USE_INTSLACKS = 1. Default: 0. More...

double	normIsZero_
	Norm of a vector is considered zero if smaller than normIsZero; Default: 1e-5. More...

double	minNormReduction_
	Minimum reduction to accept a new row. More...

int	maxSumMultipliers_
	Maximum sum of the vector of row multipliers to generate a cut. More...

double	normalization_
	Normalization factor for the norm of lambda in the quadratic minimization problem that is solved during the coefficient reduction step. More...

double	away_
	Use row only if pivot variable should be integer but is more than away_ from being integer. More...

std::vector< int >	numRowsReduction_
	Maximum number of rows to use for the reduction of a given row. More...

std::vector < ColumnSelectionStrategy >	columnSelectionStrategy_
	Column selection method. More...

std::vector< RowSelectionStrategy >	rowSelectionStrategy_
	Row selection method. More...

std::vector< int >	numRowsReductionLAP_
	Maximum number of rows to use for the reduction during Lift & Project. More...

std::vector < ColumnSelectionStrategy >	columnSelectionStrategyLAP_
	Column selection method for Lift & Project. More...

std::vector< RowSelectionStrategy >	rowSelectionStrategyLAP_
	Row selection method for Lift & Project. More...

ColumnScalingStrategy	columnScalingStrategyLAP_
	Column scaling strategy for the nonbasics columns that were basic in the point that we want to cut off (Lift & Project only) More...

double	columnScalingBoundLAP_
	Minimum value for column scaling (Lift & Project only) More...

double	timeLimit_
	Time limit. More...

int	maxNumCuts_
	Maximum number of returned cuts. More...

int	maxNumComputedCuts_
	Maximum number of computed cuts. More...

int	maxNonzeroesTab_
	Maximum number of nonzeroes in tableau row for reduction. More...

int	skipGomory_
	Skip simple Gomory cuts. More...

Protected Attributes inherited from CglParam
double	INFINIT
	Maximum number of non zero coefficients in a generated cut; Default: COIN_INT_MAX. More...

double	EPS
	Maximum number of non zero coefficients in a generated cut; Default: COIN_INT_MAX. More...

double	EPS_COEFF
	Maximum number of non zero coefficients in a generated cut; Default: COIN_INT_MAX. More...

int	MAX_SUPPORT
	Maximum number of non zero coefficients in a generated cut; Default: COIN_INT_MAX. More...

Detailed Description

Class collecting parameters the Reduced-and-split cut generator.

An important thing to note is that the cut generator allows for the selection of a number of strategies that can be combined together. By default, a selection that typically yields a good compromise between speed and cut strenght is made. The selection can be changed by resetting the default choices (see the functions whose name starts with "reset") or by setting the parameter use_default_strategies to false in the constructors. After this, the chosen strategies can be added to the list by using the functions whose name starts with "add". All strategies will be combined together: if we choose 3 row selection strategies, 2 column selection strategies, and 2 possible numbers of rows, we end up with a total of 3*2*2 combinations.

For a detailed explanation of the parameters and their meaning, see the paper by Cornuejols and Nannicini: "Practical strategies for generating rank-1 split cuts in mixed-integer linear programming", on Mathematical Programming Computation.

Parameters of the generator are listed below.

MAXDYN: Maximum ratio between largest and smallest non zero coefficients in a cut. See method setMAXDYN().
EPS_ELIM: Precision for deciding if a coefficient is zero when eliminating slack variables. See method setEPS_ELIM().
MINVIOL: Minimum violation for the current basic solution in a generated cut. See method setMINVIOL().
EPS_RELAX_ABS: Absolute relaxation of cut rhs.
EPS_RELAX_REL: Relative relaxation of cut rhs.
MAX_SUPP_ABS: Maximum cut support (absolute).
MAX_SUPP_REL: Maximum cut support (relative): the formula to compute maximum cut support is MAX_SUPP_ABS + ncol*MAX_SUPP_REL.
USE_INTSLACKS: Use integer slacks to generate cuts. (not implemented). See method setUSE_INTSLACKS().
normIsZero: Norm of a vector is considered zero if smaller than this value. See method setNormIsZero().
minNormReduction: a cut is generated if the new norm of the row on the continuous nonbasics is reduced by at least this factor (relative reduction).
away: Look only at basic integer variables whose current value is at least this value from being integer. See method setAway().
maxSumMultipliers: maximum sum (in absolute value) of row multipliers
normalization: normalization factor for the norm of lambda in the coefficient reduction algorithm (convex min problem)
numRowsReduction: Maximum number of rows in the linear system for norm reduction.
columnSelectionStrategy: parameter to select which columns should be used for coefficient reduction.
rowSelectionStrategy: parameter to select which rows should be used for coefficient reduction.
timeLimit: Time limit (in seconds) for cut generation.
maxNumCuts: Maximum number of cuts that can be returned at each pass; we could generate more cuts than this number (see below)
maxNumComputedCuts: Maximum number of cuts that can be computed by the generator at each pass
maxNonzeroesTab : Rows of the simplex tableau with more than this number of nonzeroes will not be considered for reduction. Only works if RS_FAST_* are defined in CglRedSplit2.
skipGomory: Skip traditional Gomory cuts, i.e. GMI cuts arising from a single row of the tableau (instead of a combination). Default is 1 (true), because we assume that they are generated by a traditional Gomory generator anyway.

Definition at line 88 of file CglRedSplit2Param.hpp.

Member Enumeration Documentation

enum CglRedSplit2Param::RowSelectionStrategy

Enumerations for parameters.

Row selection strategies; same names as in the paper

Enumerator
RS1
RS2
RS3
RS4
RS5
RS6
RS7
RS8
RS_ALL
RS_BEST

Definition at line 94 of file CglRedSplit2Param.hpp.

enum CglRedSplit2Param::ColumnSelectionStrategy

Column selection strategies; again, look them up in the paper.

Enumerator
CS1
CS2
CS3
CS4
CS5
CS6
CS7
CS8
CS9
CS10
CS11
CS12
CS13
CS14
CS15
CS16
CS17
CS18
CS19
CS20
CS21
CS_ALL
CS_BEST
CS_ALLCONT
CS_LAP_NONBASICS

Definition at line 122 of file CglRedSplit2Param.hpp.

enum CglRedSplit2Param::ColumnScalingStrategy

Scaling strategies for new nonbasic columns for Lift & Project; "factor" is the value of columnScalingBoundLAP_.

Enumerator
SC_NONE
SC_LINEAR
SC_LINEAR_BOUNDED
SC_LOG_BOUNDED
SC_UNIFORM
SC_UNIFORM_NZ

Definition at line 154 of file CglRedSplit2Param.hpp.

Constructor & Destructor Documentation

CglRedSplit2Param::CglRedSplit2Param	(	bool	use_default_strategies = `true`,
		double	eps = `1e-12`,
		double	eps_coeff = `1e-11`,
		double	eps_elim = `0.0`,
		double	eps_relax_abs = `1e-11`,
		double	eps_relax_rel = `1e-13`,
		double	max_dyn = `1e6`,
		double	min_viol = `1e-3`,
		int	max_supp_abs = `1000`,
		double	max_supp_rel = `0.1`,
		int	use_int_slacks = `0`,
		double	norm_zero = `1e-5`,
		double	minNormReduction = `0.1`,
		int	maxSumMultipliers = `10`,
		double	normalization = `0.0001`,
		double	away = `0.005`,
		double	timeLimit = `60`,
		int	maxNumCuts = `10000`,
		int	maxNumComputedCuts = `10000`,
		int	maxNonzeroesTab = `1000`,
		double	columnScalingBoundLAP = `5.0`,
		int	skipGomory = `1`
	)

Default constructor.

If use_default_strategies is true, we add to the list of strategies the default ones. If is false, the list of strategies is left empty (must be populated before usage!).

CglRedSplit2Param::CglRedSplit2Param	(	const CglParam &	source,
		bool	use_default_strategies = `true`,
		double	eps_elim = `0.0`,
		double	eps_relax_abs = `1e-11`,
		double	eps_relax_rel = `1e-13`,
		double	max_dyn = `1e6`,
		double	min_viol = `1e-3`,
		double	max_supp_rel = `0.1`,
		int	use_int_slacks = `0`,
		double	norm_zero = `1e-5`,
		double	minNormReduction = `0.1`,
		int	maxSumMultipliers = `10`,
		double	normalization = `0.0001`,
		double	away = `0.005`,
		double	timeLimit = `60`,
		int	maxNumCuts = `10000`,
		int	maxNumComputedCuts = `10000`,
		int	maxNonzeroesTab = `1000`,
		double	columnScalingBoundLAP = `5.0`,
		int	skipGomory = `1`
	)

Constructor from CglParam.

If use_default_strategies is true, we add to the list of strategies the default ones. If is false, the list of strategies is left empty (must be populated before usage!).

CglRedSplit2Param::CglRedSplit2Param ( const CglRedSplit2Param & source )

Copy constructor.

virtual CglRedSplit2Param::~CglRedSplit2Param ( )

virtual

Destructor.

Member Function Documentation

virtual void CglRedSplit2Param::setAway ( double value )

virtual

Set away, the minimum distance from being integer used for selecting rows for cut generation; all rows whose pivot variable should be integer but is more than away from integrality will be selected; Default: 0.005.

double CglRedSplit2Param::getAway ( ) const

inline

Get value of away.

Definition at line 178 of file CglRedSplit2Param.hpp.

void CglRedSplit2Param::setEPS_ELIM ( double value )

Set the value of EPS_ELIM, epsilon for values of coefficients when eliminating slack variables; Default: 0.0.

double CglRedSplit2Param::getEPS_ELIM ( ) const

inline

Get the value of EPS_ELIM.

Definition at line 185 of file CglRedSplit2Param.hpp.

virtual void CglRedSplit2Param::setEPS_RELAX_ABS ( double eps_ra )

virtual

Set EPS_RELAX_ABS.

double CglRedSplit2Param::getEPS_RELAX_ABS ( ) const

inline

Get value of EPS_RELAX_ABS.

Definition at line 190 of file CglRedSplit2Param.hpp.

virtual void CglRedSplit2Param::setEPS_RELAX_REL ( double eps_rr )

virtual

Set EPS_RELAX_REL.

double CglRedSplit2Param::getEPS_RELAX_REL ( ) const

inline

Get value of EPS_RELAX_REL.

Definition at line 195 of file CglRedSplit2Param.hpp.

virtual void CglRedSplit2Param::setMAXDYN ( double value )

virtual

Set away, the minimum distance from being integer used for selecting rows for cut generation; all rows whose pivot variable should be integer but is more than away from integrality will be selected; Default: 0.005.

double CglRedSplit2Param::getMAXDYN ( ) const

inline

Get the value of MAXDYN.

Definition at line 201 of file CglRedSplit2Param.hpp.

virtual void CglRedSplit2Param::setMINVIOL ( double value )

virtual

Set the value of MINVIOL, the minimum violation for the current basic solution in a generated cut.

Default: 1e-3

double CglRedSplit2Param::getMINVIOL ( ) const

inline

Get the value of MINVIOL.

Definition at line 207 of file CglRedSplit2Param.hpp.

void CglRedSplit2Param::setMAX_SUPP_ABS ( int value )

inline

Maximum absolute support of the cutting planes.

Default: INT_MAX. Aliases for consistency with our naming scheme.

Definition at line 211 of file CglRedSplit2Param.hpp.

int CglRedSplit2Param::getMAX_SUPP_ABS ( ) const

inline

Set away, the minimum distance from being integer used for selecting rows for cut generation; all rows whose pivot variable should be integer but is more than away from integrality will be selected; Default: 0.005.

Definition at line 212 of file CglRedSplit2Param.hpp.

void CglRedSplit2Param::setMAX_SUPP_REL ( double value )

inline

Maximum relative support of the cutting planes.

Default: 0.0. The maximum support is MAX_SUPP_ABS + MAX_SUPPREL*ncols.

double CglRedSplit2Param::getMAX_SUPP_REL ( ) const

inline

Set away, the minimum distance from being integer used for selecting rows for cut generation; all rows whose pivot variable should be integer but is more than away from integrality will be selected; Default: 0.005.

Definition at line 217 of file CglRedSplit2Param.hpp.

virtual void CglRedSplit2Param::setUSE_INTSLACKS ( int value )

virtual

Set the value of USE_INTSLACKS.

Default: 0

int CglRedSplit2Param::getUSE_INTSLACKS ( ) const

inline

Get the value of USE_INTSLACKS.

Definition at line 222 of file CglRedSplit2Param.hpp.

virtual void CglRedSplit2Param::setNormIsZero ( double value )

virtual

Set the value of normIsZero, the threshold for considering a norm to be 0; Default: 1e-5.

double CglRedSplit2Param::getNormIsZero ( ) const

inline

Get the value of normIsZero.

Definition at line 228 of file CglRedSplit2Param.hpp.

virtual void CglRedSplit2Param::setMinNormReduction ( double value )

virtual

Set the value of minNormReduction; Default: 0.1.

double CglRedSplit2Param::getMinNormReduction ( ) const

inline

Get the value of normIsZero.

Definition at line 233 of file CglRedSplit2Param.hpp.

virtual void CglRedSplit2Param::setMaxSumMultipliers ( int value )

virtual

Set the value of maxSumMultipliers; Default: 10.

int CglRedSplit2Param::getMaxSumMultipliers ( ) const

inline

Get the value of maxSumMultipliers.

Definition at line 238 of file CglRedSplit2Param.hpp.

virtual void CglRedSplit2Param::setNormalization ( double value )

virtual

Set the value of normalization; Default: 0.0001.

double CglRedSplit2Param::getNormalization ( ) const

inline

Get the value of normalization.

Definition at line 243 of file CglRedSplit2Param.hpp.

virtual void CglRedSplit2Param::addNumRowsReduction ( int value )

virtual

Set the value of numRowsReduction, max number of rows that are used for each row reduction step.

In particular, the linear system will involve a numRowsReduction*numRowsReduction matrix

std::vector<int> CglRedSplit2Param::getNumRowsReduction ( ) const

inline

get the value

Definition at line 250 of file CglRedSplit2Param.hpp.

void CglRedSplit2Param::resetNumRowsReduction ( )

inline

reset

Definition at line 252 of file CglRedSplit2Param.hpp.

virtual void CglRedSplit2Param::addColumnSelectionStrategy ( ColumnSelectionStrategy value )

virtual

Add the value of columnSelectionStrategy.

std::vector<ColumnSelectionStrategy> CglRedSplit2Param::getColumnSelectionStrategy ( ) const

inline

get the value

Definition at line 257 of file CglRedSplit2Param.hpp.

void CglRedSplit2Param::resetColumnSelectionStrategy ( )

inline

reset

Definition at line 259 of file CglRedSplit2Param.hpp.

virtual void CglRedSplit2Param::addRowSelectionStrategy ( RowSelectionStrategy value )

virtual

Set the value for rowSelectionStrategy, which changes the way we choose the rows for the reduction step.

std::vector<RowSelectionStrategy> CglRedSplit2Param::getRowSelectionStrategy ( ) const

inline

get the value

Definition at line 265 of file CglRedSplit2Param.hpp.

void CglRedSplit2Param::resetRowSelectionStrategy ( )

inline

reset

Definition at line 267 of file CglRedSplit2Param.hpp.

virtual void CglRedSplit2Param::addNumRowsReductionLAP ( int value )

virtual

Set the value of numRowsReductionLAP, max number of rows that are used for each row reduction step during Lift & Project.

In particular, the linear system will involve a numRowsReduction*numRowsReduction matrix

std::vector<int> CglRedSplit2Param::getNumRowsReductionLAP ( ) const

inline

get the value

Definition at line 275 of file CglRedSplit2Param.hpp.

void CglRedSplit2Param::resetNumRowsReductionLAP ( )

inline

reset

Definition at line 277 of file CglRedSplit2Param.hpp.

virtual void CglRedSplit2Param::addColumnSelectionStrategyLAP ( ColumnSelectionStrategy value )

virtual

Add the value of columnSelectionStrategyLAP.

std::vector<ColumnSelectionStrategy> CglRedSplit2Param::getColumnSelectionStrategyLAP ( ) const

inline

get the value

Definition at line 282 of file CglRedSplit2Param.hpp.

void CglRedSplit2Param::resetColumnSelectionStrategyLAP ( )

inline

reset

Definition at line 284 of file CglRedSplit2Param.hpp.

virtual void CglRedSplit2Param::addRowSelectionStrategyLAP ( RowSelectionStrategy value )

virtual

Set the value for rowSelectionStrategyLAP, which changes the way we choose the rows for the reduction step.

std::vector<RowSelectionStrategy> CglRedSplit2Param::getRowSelectionStrategyLAP ( ) const

inline

get the value

Definition at line 290 of file CglRedSplit2Param.hpp.

void CglRedSplit2Param::resetRowSelectionStrategyLAP ( )

inline

reset

Definition at line 292 of file CglRedSplit2Param.hpp.

virtual void CglRedSplit2Param::setColumnScalingStrategyLAP ( ColumnScalingStrategy value )

virtual

Set the value for columnScalingStrategyLAP, which sets the way nonbasic columns that are basic in the fractional point to cut off are scaled.

ColumnScalingStrategy CglRedSplit2Param::getColumnScalingStrategyLAP ( ) const

inline

get the value

Definition at line 298 of file CglRedSplit2Param.hpp.

virtual void CglRedSplit2Param::setColumnScalingBoundLAP ( double value )

virtual

Set the value for the bound in the column scaling factor.

double CglRedSplit2Param::getColumnScalingBoundLAP ( ) const

inline

get the value

Definition at line 303 of file CglRedSplit2Param.hpp.

virtual void CglRedSplit2Param::setTimeLimit ( double value )

virtual

Set the value of the time limit for cut generation (in seconds)

double CglRedSplit2Param::getTimeLimit ( ) const

inline

get the value

Definition at line 308 of file CglRedSplit2Param.hpp.

virtual void CglRedSplit2Param::setMaxNumCuts ( int value )

virtual

Set the value for the maximum number of cuts that can be returned.

int CglRedSplit2Param::getMaxNumCuts ( ) const

inline

get the value

Definition at line 313 of file CglRedSplit2Param.hpp.

virtual void CglRedSplit2Param::setMaxNumComputedCuts ( int value )

virtual

Set the value for the maximum number of cuts that can be computed.

int CglRedSplit2Param::getMaxNumComputedCuts ( ) const

inline

get the value

Definition at line 318 of file CglRedSplit2Param.hpp.

virtual void CglRedSplit2Param::setMaxNonzeroesTab ( int value )

virtual

Set the value for the maximum number of nonzeroes in a row of the simplex tableau for the row to be considered.

int CglRedSplit2Param::getMaxNonzeroesTab ( ) const

inline

get the value

Definition at line 324 of file CglRedSplit2Param.hpp.

virtual void CglRedSplit2Param::setSkipGomory ( int value )

virtual

Set the value of skipGomory: should we skip simple Gomory cuts, i.e.

GMI cuts derived from a single row of the simple tableau? This is 1 (true) by default: we only generate cuts from linear combinations of at least two rows.

int CglRedSplit2Param::getSkipGomory ( ) const

inline

get the value

Definition at line 332 of file CglRedSplit2Param.hpp.

virtual CglRedSplit2Param* CglRedSplit2Param::clone ( ) const

virtual

Clone.

Reimplemented from CglParam.

virtual CglRedSplit2Param& CglRedSplit2Param::operator= ( const CglRedSplit2Param & rhs )

virtual

Assignment operator.

Member Data Documentation

double CglRedSplit2Param::EPS_ELIM

protected

Epsilon for value of coefficients when eliminating slack variables.

Default: 0.0.

Definition at line 409 of file CglRedSplit2Param.hpp.

double CglRedSplit2Param::EPS_RELAX_ABS

protected

Value added to the right hand side of each generated cut to relax it.

Default: 1e-11

Definition at line 413 of file CglRedSplit2Param.hpp.

double CglRedSplit2Param::EPS_RELAX_REL

protected

For a generated cut with right hand side rhs_val, EPS_RELAX_EPS * fabs(rhs_val) is used to relax the constraint.

Default: 1e-13

Definition at line 418 of file CglRedSplit2Param.hpp.

double CglRedSplit2Param::MAXDYN

protected

Epsilon for value of coefficients when eliminating slack variables.

Default: 0.0.

Definition at line 422 of file CglRedSplit2Param.hpp.

double CglRedSplit2Param::MINVIOL

protected

Minimum violation for the current basic solution in a generated cut.

Default: 1e-3.

Definition at line 426 of file CglRedSplit2Param.hpp.

double CglRedSplit2Param::MAX_SUPP_REL

protected

Maximum support - relative part of the formula.

Definition at line 429 of file CglRedSplit2Param.hpp.

int CglRedSplit2Param::USE_INTSLACKS

protected

Use integer slacks to generate cuts if USE_INTSLACKS = 1. Default: 0.

Definition at line 432 of file CglRedSplit2Param.hpp.

double CglRedSplit2Param::normIsZero_

protected

Norm of a vector is considered zero if smaller than normIsZero; Default: 1e-5.

Definition at line 436 of file CglRedSplit2Param.hpp.

double CglRedSplit2Param::minNormReduction_

protected

Minimum reduction to accept a new row.

Definition at line 439 of file CglRedSplit2Param.hpp.

int CglRedSplit2Param::maxSumMultipliers_

protected

Maximum sum of the vector of row multipliers to generate a cut.

Definition at line 442 of file CglRedSplit2Param.hpp.

double CglRedSplit2Param::normalization_

protected

Normalization factor for the norm of lambda in the quadratic minimization problem that is solved during the coefficient reduction step.

Definition at line 446 of file CglRedSplit2Param.hpp.

double CglRedSplit2Param::away_

protected

Use row only if pivot variable should be integer but is more than away_ from being integer.

Default: 0.005

Definition at line 450 of file CglRedSplit2Param.hpp.

std::vector<int> CglRedSplit2Param::numRowsReduction_

protected

Maximum number of rows to use for the reduction of a given row.

Definition at line 453 of file CglRedSplit2Param.hpp.

std::vector<ColumnSelectionStrategy> CglRedSplit2Param::columnSelectionStrategy_

protected

Column selection method.

Definition at line 456 of file CglRedSplit2Param.hpp.

std::vector<RowSelectionStrategy> CglRedSplit2Param::rowSelectionStrategy_

protected

Row selection method.

Definition at line 459 of file CglRedSplit2Param.hpp.

std::vector<int> CglRedSplit2Param::numRowsReductionLAP_

protected

Maximum number of rows to use for the reduction during Lift & Project.

Definition at line 462 of file CglRedSplit2Param.hpp.

std::vector<ColumnSelectionStrategy> CglRedSplit2Param::columnSelectionStrategyLAP_

protected

Column selection method for Lift & Project.

Definition at line 465 of file CglRedSplit2Param.hpp.

std::vector<RowSelectionStrategy> CglRedSplit2Param::rowSelectionStrategyLAP_

protected

Row selection method for Lift & Project.

Definition at line 468 of file CglRedSplit2Param.hpp.

ColumnScalingStrategy CglRedSplit2Param::columnScalingStrategyLAP_

protected

Column scaling strategy for the nonbasics columns that were basic in the point that we want to cut off (Lift & Project only)

Definition at line 472 of file CglRedSplit2Param.hpp.

double CglRedSplit2Param::columnScalingBoundLAP_

protected

Minimum value for column scaling (Lift & Project only)

Definition at line 475 of file CglRedSplit2Param.hpp.

double CglRedSplit2Param::timeLimit_

protected

Time limit.

Definition at line 478 of file CglRedSplit2Param.hpp.

int CglRedSplit2Param::maxNumCuts_

protected

Maximum number of returned cuts.

Definition at line 481 of file CglRedSplit2Param.hpp.

int CglRedSplit2Param::maxNumComputedCuts_

protected

Maximum number of computed cuts.

Definition at line 484 of file CglRedSplit2Param.hpp.

int CglRedSplit2Param::maxNonzeroesTab_

protected

Maximum number of nonzeroes in tableau row for reduction.

Definition at line 487 of file CglRedSplit2Param.hpp.

int CglRedSplit2Param::skipGomory_

protected

Skip simple Gomory cuts.

Definition at line 490 of file CglRedSplit2Param.hpp.

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

/home/coin/svn-release/Blis-0.94.3/Cgl/src/CglRedSplit2/CglRedSplit2Param.hpp

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Protected Attributes

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