Class for preProcessing and postProcessing. More...
#include <CglPreProcess.hpp>
Public Member Functions | |
Main methods | |
OsiSolverInterface * | preProcess (OsiSolverInterface &model, bool makeEquality=false, int numberPasses=5) |
preProcess problem - returning new problem. More... | |
OsiSolverInterface * | preProcessNonDefault (OsiSolverInterface &model, int makeEquality=0, int numberPasses=5, int tuning=0) |
preProcess problem - returning new problem. More... | |
void | postProcess (OsiSolverInterface &model, bool deleteStuff=true) |
Creates solution in original model. More... | |
int | tightenPrimalBounds (OsiSolverInterface &model, double factor=0.0) |
Tightens primal bounds to make dual and branch and cutfaster. More... | |
OsiSolverInterface * | someFixed (OsiSolverInterface &model, double fractionToKeep=0.25, bool fixContinuousAsWell=false, char *keep=NULL) const |
Fix some of problem - returning new problem. More... | |
OsiSolverInterface * | cliqueIt (OsiSolverInterface &model, double cliquesNeeded=0.0) const |
Replace cliques by more maximal cliques Returns NULL if rows not reduced by greater than cliquesNeeded*rows. More... | |
int | reducedCostFix (OsiSolverInterface &model) |
If we have a cutoff - fix variables. More... | |
Parameter set/get methods | |
The set methods return true if the parameter was set to the given value, false if the value of the parameter is out of range. The get methods return the value of the parameter. | |
void | setCutoff (double value) |
Set cutoff bound on the objective function. More... | |
double | getCutoff () const |
Get the cutoff bound on the objective function - always as minimize. More... | |
OsiSolverInterface * | originalModel () const |
The original solver associated with this model. More... | |
OsiSolverInterface * | startModel () const |
Solver after making clique equalities (may == original) More... | |
OsiSolverInterface * | modelAtPass (int iPass) const |
Copies of solver at various stages after presolve. More... | |
OsiSolverInterface * | modifiedModel (int iPass) const |
Copies of solver at various stages after presolve after modifications. More... | |
OsiPresolve * | presolve (int iPass) const |
Matching presolve information. More... | |
const int * | originalColumns () |
Return a pointer to the original columns (with possible clique slacks) MUST be called before postProcess otherwise you just get 0,1,2. More... | |
const int * | originalRows () |
Return a pointer to the original rows MUST be called before postProcess otherwise you just get 0,1,2. More... | |
int | numberSOS () const |
Number of SOS if found. More... | |
const int * | typeSOS () const |
Type of each SOS. More... | |
const int * | startSOS () const |
Start of each SOS. More... | |
const int * | whichSOS () const |
Columns in SOS. More... | |
const double * | weightSOS () const |
Weights for each SOS column. More... | |
void | passInProhibited (const char *prohibited, int numberColumns) |
Pass in prohibited columns. More... | |
const char * | prohibited () |
Updated prohibited columns. More... | |
int | numberIterationsPre () const |
Number of iterations PreProcessing. More... | |
int | numberIterationsPost () const |
Number of iterations PostProcessing. More... | |
void | passInRowTypes (const char *rowTypes, int numberRows) |
Pass in row types 0 normal 1 cut rows - will be dropped if remain in At end of preprocess cut rows will be dropped and put into cuts. More... | |
const char * | rowTypes () |
Updated row types - may be NULL Carried around and corresponds to existing rows -1 added by preprocess e.g. More... | |
const CglStored & | cuts () const |
Return cuts from dropped rows. More... | |
const CglStored * | cutsPointer () const |
Return pointer to cuts from dropped rows. More... | |
void | update (const OsiPresolve *pinfo, const OsiSolverInterface *solver) |
Update prohibited and rowType. More... | |
void | setOptions (int value) |
Set options. More... | |
Cut generator methods | |
int | numberCutGenerators () const |
Get the number of cut generators. More... | |
CglCutGenerator ** | cutGenerators () const |
Get the list of cut generators. More... | |
CglCutGenerator * | cutGenerator (int i) const |
Get the specified cut generator. More... | |
void | addCutGenerator (CglCutGenerator *generator) |
Add one generator - up to user to delete generators. More... | |
Setting/Accessing application data | |
void | setApplicationData (void *appData) |
Set application data. More... | |
void * | getApplicationData () const |
Get application data. More... | |
Message handling | |
void | passInMessageHandler (CoinMessageHandler *handler) |
Pass in Message handler (not deleted at end) More... | |
void | newLanguage (CoinMessages::Language language) |
Set language. More... | |
void | setLanguage (CoinMessages::Language language) |
Pass in Message handler (not deleted at end) More... | |
CoinMessageHandler * | messageHandler () const |
Return handler. More... | |
CoinMessages | messages () |
Return messages. More... | |
CoinMessages * | messagesPointer () |
Return pointer to messages. More... | |
Constructors and destructors etc | |
CglPreProcess () | |
Constructor. More... | |
CglPreProcess (const CglPreProcess &rhs) | |
Copy constructor . More... | |
CglPreProcess & | operator= (const CglPreProcess &rhs) |
Assignment operator. More... | |
~CglPreProcess () | |
Destructor. More... | |
void | gutsOfDestructor () |
Clears out as much as possible. More... | |
Private Member Functions | |
private methods | |
OsiSolverInterface * | modified (OsiSolverInterface *model, bool constraints, int &numberChanges, int iBigPass, int numberPasses) |
Return model with useful modifications. More... | |
void | createOriginalIndices () |
create original columns and rows More... | |
void | makeInteger () |
Make continuous variables integer. More... | |
Private Attributes | |
Private member data | |
OsiSolverInterface * | originalModel_ |
The original solver associated with this model. More... | |
OsiSolverInterface * | startModel_ |
Solver after making clique equalities (may == original) More... | |
int | numberSolvers_ |
Number of solvers at various stages. More... | |
OsiSolverInterface ** | model_ |
Copies of solver at various stages after presolve. More... | |
OsiSolverInterface ** | modifiedModel_ |
Copies of solver at various stages after presolve after modifications. More... | |
OsiPresolve ** | presolve_ |
Matching presolve information. More... | |
CoinMessageHandler * | handler_ |
Message handler. More... | |
bool | defaultHandler_ |
Flag to say if handler_ is the default handler. More... | |
CoinMessages | messages_ |
Cgl messages. More... | |
void * | appData_ |
Pointer to user-defined data structure. More... | |
int * | originalColumn_ |
Original column numbers. More... | |
int * | originalRow_ |
Original row numbers. More... | |
int | numberCutGenerators_ |
Number of cut generators. More... | |
CglCutGenerator ** | generator_ |
Cut generators. More... | |
int | numberSOS_ |
Number of SOS if found. More... | |
int * | typeSOS_ |
Type of each SOS. More... | |
int * | startSOS_ |
Start of each SOS. More... | |
int * | whichSOS_ |
Columns in SOS. More... | |
double * | weightSOS_ |
Weights for each SOS column. More... | |
int | numberProhibited_ |
Number of columns in original prohibition set. More... | |
int | numberIterationsPre_ |
Number of iterations done in PreProcessing. More... | |
int | numberIterationsPost_ |
Number of iterations done in PostProcessing. More... | |
char * | prohibited_ |
Columns which should not be presolved e.g. SOS. More... | |
int | numberRowType_ |
Number of rows in original row types. More... | |
int | options_ |
Options 1 - original model had integer bounds before tightening 2 - don't do probing 4 - don't do duplicate rows 8 - don't do cliques 16 - some heavy probing options 64 - very heavy probing. More... | |
char * | rowType_ |
Row types (may be NULL) Carried around and corresponds to existing rows -1 added by preprocess e.g. More... | |
CglStored | cuts_ |
Cuts from dropped rows. More... | |
Class for preProcessing and postProcessing.
While cuts can be added at any time in the tree, some cuts are actually just stronger versions of existing constraints. In this case they can replace those constraints rather than being added as new constraints. This is awkward in the tree but reasonable at the root node.
This is a general process class which uses other cut generators to strengthen constraints, establish that constraints are redundant, fix variables and find relationships such as x + y == 1.
Presolve will also be done.
If row names existed they may be replaced by R0000000 etc
Definition at line 36 of file CglPreProcess.hpp.
CglPreProcess::CglPreProcess | ( | ) |
Constructor.
CglPreProcess::CglPreProcess | ( | const CglPreProcess & | rhs | ) |
Copy constructor .
CglPreProcess::~CglPreProcess | ( | ) |
Destructor.
OsiSolverInterface* CglPreProcess::preProcess | ( | OsiSolverInterface & | model, |
bool | makeEquality = false , |
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int | numberPasses = 5 |
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preProcess problem - returning new problem.
If makeEquality true then <= cliques converted to ==. Presolve will be done numberPasses times.
Returns NULL if infeasible
This version uses default strategy. For more control copy and edit code from this function i.e. call preProcessNonDefault
OsiSolverInterface* CglPreProcess::preProcessNonDefault | ( | OsiSolverInterface & | model, |
int | makeEquality = 0 , |
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int | numberPasses = 5 , |
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int | tuning = 0 |
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) |
preProcess problem - returning new problem.
If makeEquality true then <= cliques converted to ==. Presolve will be done numberPasses times.
Returns NULL if infeasible
This version assumes user has added cut generators to CglPreProcess object before calling it. As an example use coding in preProcess If makeEquality is 1 add slacks to get cliques, if 2 add slacks to get sos (but only if looks plausible) and keep sos info
void CglPreProcess::postProcess | ( | OsiSolverInterface & | model, |
bool | deleteStuff = true |
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) |
Creates solution in original model.
int CglPreProcess::tightenPrimalBounds | ( | OsiSolverInterface & | model, |
double | factor = 0.0 |
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) |
Tightens primal bounds to make dual and branch and cutfaster.
Unless fixed or integral, bounds are slightly looser than they could be. Returns non-zero if problem infeasible Fudge for branch and bound - put bounds on columns of factor * largest value (at continuous) - should improve stability in branch and bound on infeasible branches (0.0 is off)
OsiSolverInterface* CglPreProcess::someFixed | ( | OsiSolverInterface & | model, |
double | fractionToKeep = 0.25 , |
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bool | fixContinuousAsWell = false , |
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char * | keep = NULL |
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) | const |
Fix some of problem - returning new problem.
Uses reduced costs. Optional signed character array 1 always keep, -1 always discard, 0 use djs
OsiSolverInterface* CglPreProcess::cliqueIt | ( | OsiSolverInterface & | model, |
double | cliquesNeeded = 0.0 |
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) | const |
Replace cliques by more maximal cliques Returns NULL if rows not reduced by greater than cliquesNeeded*rows.
int CglPreProcess::reducedCostFix | ( | OsiSolverInterface & | model | ) |
If we have a cutoff - fix variables.
void CglPreProcess::setCutoff | ( | double | value | ) |
Set cutoff bound on the objective function.
When using strict comparison, the bound is adjusted by a tolerance to avoid accidentally cutting off the optimal solution.
double CglPreProcess::getCutoff | ( | ) | const |
Get the cutoff bound on the objective function - always as minimize.
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The original solver associated with this model.
Definition at line 119 of file CglPreProcess.hpp.
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Solver after making clique equalities (may == original)
Definition at line 122 of file CglPreProcess.hpp.
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Copies of solver at various stages after presolve.
Definition at line 125 of file CglPreProcess.hpp.
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Copies of solver at various stages after presolve after modifications.
Definition at line 128 of file CglPreProcess.hpp.
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Matching presolve information.
Definition at line 131 of file CglPreProcess.hpp.
const int* CglPreProcess::originalColumns | ( | ) |
Return a pointer to the original columns (with possible clique slacks) MUST be called before postProcess otherwise you just get 0,1,2.
const int* CglPreProcess::originalRows | ( | ) |
Return a pointer to the original rows MUST be called before postProcess otherwise you just get 0,1,2.
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Number of SOS if found.
Definition at line 140 of file CglPreProcess.hpp.
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Type of each SOS.
Definition at line 143 of file CglPreProcess.hpp.
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Start of each SOS.
Definition at line 146 of file CglPreProcess.hpp.
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Columns in SOS.
Definition at line 149 of file CglPreProcess.hpp.
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Weights for each SOS column.
Definition at line 152 of file CglPreProcess.hpp.
void CglPreProcess::passInProhibited | ( | const char * | prohibited, |
int | numberColumns | ||
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Pass in prohibited columns.
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Updated prohibited columns.
Definition at line 157 of file CglPreProcess.hpp.
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Number of iterations PreProcessing.
Definition at line 160 of file CglPreProcess.hpp.
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Number of iterations PostProcessing.
Definition at line 163 of file CglPreProcess.hpp.
void CglPreProcess::passInRowTypes | ( | const char * | rowTypes, |
int | numberRows | ||
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Pass in row types 0 normal 1 cut rows - will be dropped if remain in At end of preprocess cut rows will be dropped and put into cuts.
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Updated row types - may be NULL Carried around and corresponds to existing rows -1 added by preprocess e.g.
x+y=1 0 normal 1 cut rows - can be dropped if wanted
Definition at line 178 of file CglPreProcess.hpp.
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Return cuts from dropped rows.
Definition at line 181 of file CglPreProcess.hpp.
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Return pointer to cuts from dropped rows.
Definition at line 184 of file CglPreProcess.hpp.
void CglPreProcess::update | ( | const OsiPresolve * | pinfo, |
const OsiSolverInterface * | solver | ||
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Update prohibited and rowType.
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Set options.
Definition at line 189 of file CglPreProcess.hpp.
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Get the number of cut generators.
Definition at line 196 of file CglPreProcess.hpp.
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Get the list of cut generators.
Definition at line 199 of file CglPreProcess.hpp.
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Get the specified cut generator.
Definition at line 202 of file CglPreProcess.hpp.
void CglPreProcess::addCutGenerator | ( | CglCutGenerator * | generator | ) |
Add one generator - up to user to delete generators.
Set application data.
This is a pointer that the application can store into and retrieve. This field is available for the application to optionally define and use.
void* CglPreProcess::getApplicationData | ( | ) | const |
Get application data.
void CglPreProcess::passInMessageHandler | ( | CoinMessageHandler * | handler | ) |
Pass in Message handler (not deleted at end)
void CglPreProcess::newLanguage | ( | CoinMessages::Language | language | ) |
Set language.
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Pass in Message handler (not deleted at end)
Definition at line 232 of file CglPreProcess.hpp.
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Return handler.
Definition at line 235 of file CglPreProcess.hpp.
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Return messages.
Definition at line 238 of file CglPreProcess.hpp.
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Return pointer to messages.
Definition at line 241 of file CglPreProcess.hpp.
CglPreProcess& CglPreProcess::operator= | ( | const CglPreProcess & | rhs | ) |
Assignment operator.
void CglPreProcess::gutsOfDestructor | ( | ) |
Clears out as much as possible.
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Return model with useful modifications.
If constraints true then adds any x+y=1 or x-y=0 constraints If NULL infeasible
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create original columns and rows
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Make continuous variables integer.
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The original solver associated with this model.
Definition at line 290 of file CglPreProcess.hpp.
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Solver after making clique equalities (may == original)
Definition at line 292 of file CglPreProcess.hpp.
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Number of solvers at various stages.
Definition at line 294 of file CglPreProcess.hpp.
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Copies of solver at various stages after presolve.
Definition at line 296 of file CglPreProcess.hpp.
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Copies of solver at various stages after presolve after modifications.
Definition at line 298 of file CglPreProcess.hpp.
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Matching presolve information.
Definition at line 300 of file CglPreProcess.hpp.
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Message handler.
Definition at line 303 of file CglPreProcess.hpp.
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Flag to say if handler_ is the default handler.
The default handler is deleted when the model is deleted. Other handlers (supplied by the client) will not be deleted.
Definition at line 310 of file CglPreProcess.hpp.
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Cgl messages.
Definition at line 313 of file CglPreProcess.hpp.
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Pointer to user-defined data structure.
Definition at line 316 of file CglPreProcess.hpp.
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Original column numbers.
Definition at line 318 of file CglPreProcess.hpp.
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Original row numbers.
Definition at line 320 of file CglPreProcess.hpp.
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Number of cut generators.
Definition at line 322 of file CglPreProcess.hpp.
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Cut generators.
Definition at line 324 of file CglPreProcess.hpp.
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Number of SOS if found.
Definition at line 326 of file CglPreProcess.hpp.
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Type of each SOS.
Definition at line 328 of file CglPreProcess.hpp.
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Start of each SOS.
Definition at line 330 of file CglPreProcess.hpp.
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Columns in SOS.
Definition at line 332 of file CglPreProcess.hpp.
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Weights for each SOS column.
Definition at line 334 of file CglPreProcess.hpp.
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Number of columns in original prohibition set.
Definition at line 336 of file CglPreProcess.hpp.
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Number of iterations done in PreProcessing.
Definition at line 338 of file CglPreProcess.hpp.
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Number of iterations done in PostProcessing.
Definition at line 340 of file CglPreProcess.hpp.
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Columns which should not be presolved e.g. SOS.
Definition at line 342 of file CglPreProcess.hpp.
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Number of rows in original row types.
Definition at line 344 of file CglPreProcess.hpp.
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Options 1 - original model had integer bounds before tightening 2 - don't do probing 4 - don't do duplicate rows 8 - don't do cliques 16 - some heavy probing options 64 - very heavy probing.
Definition at line 353 of file CglPreProcess.hpp.
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Row types (may be NULL) Carried around and corresponds to existing rows -1 added by preprocess e.g.
x+y=1 0 normal 1 cut rows - can be dropped if wanted
Definition at line 360 of file CglPreProcess.hpp.
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Cuts from dropped rows.
Definition at line 362 of file CglPreProcess.hpp.