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CglKnapsackCover Class Reference

Knapsack Cover Cut Generator Class. More...

#include <CglKnapsackCover.hpp>

+ Inheritance diagram for CglKnapsackCover:
+ Collaboration diagram for CglKnapsackCover:

Classes

struct  CliqueType
 Clique type. More...
 

Public Member Functions

void setTestedRowIndices (int num, const int *ind)
 A method to set which rows should be tested for knapsack covers. More...
 
Generate Cuts
virtual void generateCuts (const OsiSolverInterface &si, OsiCuts &cs, const CglTreeInfo info=CglTreeInfo())
 Generate knapsack cover cuts for the model of the solver interface, si. More...
 
Constructors and destructors
 CglKnapsackCover ()
 Default constructor. More...
 
 CglKnapsackCover (const CglKnapsackCover &)
 Copy constructor. More...
 
virtual CglCutGeneratorclone () const
 Clone. More...
 
CglKnapsackCoveroperator= (const CglKnapsackCover &rhs)
 Assignment operator. More...
 
virtual ~CglKnapsackCover ()
 Destructor. More...
 
virtual std::string generateCpp (FILE *fp)
 Create C++ lines to get to current state. More...
 
virtual void refreshSolver (OsiSolverInterface *solver)
 This can be used to refresh any information. More...
 
Sets and gets
void setMaxInKnapsack (int value)
 Set limit on number in knapsack. More...
 
int getMaxInKnapsack () const
 get limit on number in knapsack More...
 
void switchOffExpensive ()
 Switch off expensive cuts. More...
 
void switchOnExpensive ()
 Switch on expensive cuts. More...
 
- Public Member Functions inherited from CglCutGenerator
 CglCutGenerator ()
 Default constructor. More...
 
 CglCutGenerator (const CglCutGenerator &)
 Copy constructor. More...
 
CglCutGeneratoroperator= (const CglCutGenerator &rhs)
 Assignment operator. More...
 
virtual ~CglCutGenerator ()
 Destructor. 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 bool needsOptimalBasis () const
 Return true if needs optimal basis to do cuts. More...
 
virtual int maximumLengthOfCutInTree () const
 Return maximum length of cut in tree. More...
 

Private Attributes

Private member data
double epsilon_
 epsilon More...
 
double epsilon2_
 Tolerance to use for violation - bigger than epsilon_. More...
 
double onetol_
 1-epsilon More...
 
int maxInKnapsack_
 Maximum in knapsack. More...
 
int numRowsToCheck_
 which rows to look at. More...
 
int * rowsToCheck_
 
bool expensiveCuts_
 exactKnapsack can be expensive - this switches off some More...
 
const OsiSolverInterfacesolver_
 Cliques **** TEMP so can reference from listing. More...
 
int whichRow_
 
int * complement_
 
double * elements_
 
int numberCliques_
 Number of cliques. More...
 
CliqueTypecliqueType_
 
int * cliqueStart_
 Start of each clique. More...
 
CliqueEntrycliqueEntry_
 Entries for clique. More...
 
int * oneFixStart_
 Start of oneFixes cliques for a column in matrix or -1 if not in any clique. More...
 
int * zeroFixStart_
 Start of zeroFixes cliques for a column in matrix or -1 if not in any clique. More...
 
int * endFixStart_
 End of fixes for a column. More...
 
int * whichClique_
 Clique numbers for one or zero fixes. More...
 
int numberColumns_
 Number of columns. More...
 

Friends

void CglKnapsackCoverUnitTest (const OsiSolverInterface *siP, const std::string mpdDir)
 A function that tests the methods in the CglKnapsackCover class. More...
 

Private methods

int createCliques (OsiSolverInterface &si, int minimumSize=2, int maximumSize=100, bool extendCliques=false)
 Creates cliques for use by probing. More...
 
int deriveAKnapsack (const OsiSolverInterface &si, OsiCuts &cs, CoinPackedVector &krow, bool treatAsLRow, double &b, int *complement, double *xstar, int rowIndex, int numberElements, const int *index, const double *element)
 deriveAKnapsack returns 1 if it is able to derive a (canonical) knapsack inequality in binary variables of the form ax<=b from the rowIndex-th row in the model, returns 0 otherwise. More...
 
int deriveAKnapsack (const OsiSolverInterface &si, OsiCuts &cs, CoinPackedVector &krow, double &b, int *complement, double *xstar, int rowIndex, const CoinPackedVectorBase &matrixRow)
 
int findExactMostViolatedMinCover (int nCols, int row, CoinPackedVector &krow, double b, double *xstar, CoinPackedVector &cover, CoinPackedVector &remainder)
 
 Find a violated minimal cover from 

a canonical form knapsack inequality by solving the -most- violated cover problem and postprocess to ensure minimality More...

 
int findLPMostViolatedMinCover (int nCols, int row, CoinPackedVector &krow, double &b, double *xstar, CoinPackedVector &cover, CoinPackedVector &remainder)
 Find the most violate minimum cover by solving the lp-relaxation of the most-violate-min-cover problem. More...
 
int findGreedyCover (int row, CoinPackedVector &krow, double &b, double *xstar, CoinPackedVector &cover, CoinPackedVector &remainder)
 find a minimum cover by a simple greedy approach More...
 
int liftCoverCut (double &b, int nRowElem, CoinPackedVector &cover, CoinPackedVector &remainder, CoinPackedVector &cut)
 lift the cover inequality More...
 
int liftAndUncomplementAndAdd (double rowub, CoinPackedVector &krow, double &b, int *complement, int row, CoinPackedVector &cover, CoinPackedVector &remainder, OsiCuts &cs)
 sequence-independent lift and uncomplement and add the resulting cut to the cut set More...
 
void seqLiftAndUncomplementAndAdd (int nCols, double *xstar, int *complement, int row, int nRowElem, double &b, CoinPackedVector &cover, CoinPackedVector &remainder, OsiCuts &cs)
 sequence-dependent lift, uncomplement and add the resulting cut to the cut set More...
 
void liftUpDownAndUncomplementAndAdd (int nCols, double *xstar, int *complement, int row, int nRowElem, double &b, CoinPackedVector &fracCover, CoinPackedVector &atOne, CoinPackedVector &remainder, OsiCuts &cs)
 sequence-dependent lift binary variables either up or down, uncomplement and add to the cut set More...
 
int findPseudoJohnAndEllisCover (int row, CoinPackedVector &krow, double &b, double *xstar, CoinPackedVector &cover, CoinPackedVector &remainder)
 find a cover using a variation of the logic found in OSL (w/o SOS) More...
 
int findJohnAndEllisCover (int row, CoinPackedVector &krow, double &b, double *xstar, CoinPackedVector &fracCover, CoinPackedVector &atOnes, CoinPackedVector &remainder)
 find a cover using the basic logic found in OSL (w/o SOS) More...
 
int exactSolveKnapsack (int n, double c, double const *pp, double const *ww, double &z, int *x)
 A C-style implementation of the Horowitz-Sahni exact solution procedure for solving knapsack problem. More...
 
int gubifyCut (CoinPackedVector &cut)
 For testing gub stuff. More...
 
void deleteCliques ()
 Delete all clique information. 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

Knapsack Cover Cut Generator Class.

Definition at line 15 of file CglKnapsackCover.hpp.

Constructor & Destructor Documentation

CglKnapsackCover::CglKnapsackCover ( )

Default constructor.

CglKnapsackCover::CglKnapsackCover ( const CglKnapsackCover )

Copy constructor.

virtual CglKnapsackCover::~CglKnapsackCover ( )
virtual

Destructor.

Member Function Documentation

void CglKnapsackCover::setTestedRowIndices ( int  num,
const int *  ind 
)

A method to set which rows should be tested for knapsack covers.

virtual void CglKnapsackCover::generateCuts ( const OsiSolverInterface si,
OsiCuts cs,
const CglTreeInfo  info = CglTreeInfo() 
)
virtual

Generate knapsack cover cuts for the model of the solver interface, si.

Insert the generated cuts into OsiCut, cs.

Implements CglCutGenerator.

virtual CglCutGenerator* CglKnapsackCover::clone ( ) const
virtual

Clone.

Implements CglCutGenerator.

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

Assignment operator.

virtual std::string CglKnapsackCover::generateCpp ( FILE *  fp)
virtual

Create C++ lines to get to current state.

Reimplemented from CglCutGenerator.

virtual void CglKnapsackCover::refreshSolver ( OsiSolverInterface solver)
virtual

This can be used to refresh any information.

Reimplemented from CglCutGenerator.

void CglKnapsackCover::setMaxInKnapsack ( int  value)
inline

Set limit on number in knapsack.

Definition at line 62 of file CglKnapsackCover.hpp.

int CglKnapsackCover::getMaxInKnapsack ( ) const
inline

get limit on number in knapsack

Definition at line 65 of file CglKnapsackCover.hpp.

void CglKnapsackCover::switchOffExpensive ( )
inline

Switch off expensive cuts.

Definition at line 68 of file CglKnapsackCover.hpp.

void CglKnapsackCover::switchOnExpensive ( )
inline

Switch on expensive cuts.

Definition at line 71 of file CglKnapsackCover.hpp.

int CglKnapsackCover::deriveAKnapsack ( const OsiSolverInterface si,
OsiCuts cs,
CoinPackedVector krow,
bool  treatAsLRow,
double &  b,
int *  complement,
double *  xstar,
int  rowIndex,
int  numberElements,
const int *  index,
const double *  element 
)
private

deriveAKnapsack returns 1 if it is able to derive a (canonical) knapsack inequality in binary variables of the form ax<=b from the rowIndex-th row in the model, returns 0 otherwise.

int CglKnapsackCover::deriveAKnapsack ( const OsiSolverInterface si,
OsiCuts cs,
CoinPackedVector krow,
double &  b,
int *  complement,
double *  xstar,
int  rowIndex,
const CoinPackedVectorBase matrixRow 
)
private
int CglKnapsackCover::findExactMostViolatedMinCover ( int  nCols,
int  row,
CoinPackedVector krow,
double  b,
double *  xstar,
CoinPackedVector cover,
CoinPackedVector remainder 
)
private

 Find a violated minimal cover from 

a canonical form knapsack inequality by solving the -most- violated cover problem and postprocess to ensure minimality

int CglKnapsackCover::findLPMostViolatedMinCover ( int  nCols,
int  row,
CoinPackedVector krow,
double &  b,
double *  xstar,
CoinPackedVector cover,
CoinPackedVector remainder 
)
private

Find the most violate minimum cover by solving the lp-relaxation of the most-violate-min-cover problem.

int CglKnapsackCover::findGreedyCover ( int  row,
CoinPackedVector krow,
double &  b,
double *  xstar,
CoinPackedVector cover,
CoinPackedVector remainder 
)
private

find a minimum cover by a simple greedy approach

int CglKnapsackCover::liftCoverCut ( double &  b,
int  nRowElem,
CoinPackedVector cover,
CoinPackedVector remainder,
CoinPackedVector cut 
)
private

lift the cover inequality

int CglKnapsackCover::liftAndUncomplementAndAdd ( double  rowub,
CoinPackedVector krow,
double &  b,
int *  complement,
int  row,
CoinPackedVector cover,
CoinPackedVector remainder,
OsiCuts cs 
)
private

sequence-independent lift and uncomplement and add the resulting cut to the cut set

void CglKnapsackCover::seqLiftAndUncomplementAndAdd ( int  nCols,
double *  xstar,
int *  complement,
int  row,
int  nRowElem,
double &  b,
CoinPackedVector cover,
CoinPackedVector remainder,
OsiCuts cs 
)
private

sequence-dependent lift, uncomplement and add the resulting cut to the cut set

void CglKnapsackCover::liftUpDownAndUncomplementAndAdd ( int  nCols,
double *  xstar,
int *  complement,
int  row,
int  nRowElem,
double &  b,
CoinPackedVector fracCover,
CoinPackedVector atOne,
CoinPackedVector remainder,
OsiCuts cs 
)
private

sequence-dependent lift binary variables either up or down, uncomplement and add to the cut set

int CglKnapsackCover::findPseudoJohnAndEllisCover ( int  row,
CoinPackedVector krow,
double &  b,
double *  xstar,
CoinPackedVector cover,
CoinPackedVector remainder 
)
private

find a cover using a variation of the logic found in OSL (w/o SOS)

int CglKnapsackCover::findJohnAndEllisCover ( int  row,
CoinPackedVector krow,
double &  b,
double *  xstar,
CoinPackedVector fracCover,
CoinPackedVector atOnes,
CoinPackedVector remainder 
)
private

find a cover using the basic logic found in OSL (w/o SOS)

int CglKnapsackCover::exactSolveKnapsack ( int  n,
double  c,
double const *  pp,
double const *  ww,
double &  z,
int *  x 
)
private

A C-style implementation of the Horowitz-Sahni exact solution procedure for solving knapsack problem.

(ToDo: implement the more efficient dynamic programming approach)

(Reference: Martello and Toth, Knapsack Problems, Wiley, 1990, p30.)

int CglKnapsackCover::gubifyCut ( CoinPackedVector cut)
private

For testing gub stuff.

int CglKnapsackCover::createCliques ( OsiSolverInterface si,
int  minimumSize = 2,
int  maximumSize = 100,
bool  extendCliques = false 
)

Creates cliques for use by probing.

Only cliques >= minimumSize and < maximumSize created Can also try and extend cliques as a result of probing (root node). Returns number of cliques found.

void CglKnapsackCover::deleteCliques ( )
private

Delete all clique information.

Friends And Related Function Documentation

void CglKnapsackCoverUnitTest ( const OsiSolverInterface siP,
const std::string  mpdDir 
)
friend

A function that tests the methods in the CglKnapsackCover 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

double CglKnapsackCover::epsilon_
private

epsilon

Definition at line 249 of file CglKnapsackCover.hpp.

double CglKnapsackCover::epsilon2_
private

Tolerance to use for violation - bigger than epsilon_.

Definition at line 251 of file CglKnapsackCover.hpp.

double CglKnapsackCover::onetol_
private

1-epsilon

Definition at line 253 of file CglKnapsackCover.hpp.

int CglKnapsackCover::maxInKnapsack_
private

Maximum in knapsack.

Definition at line 255 of file CglKnapsackCover.hpp.

int CglKnapsackCover::numRowsToCheck_
private

which rows to look at.

If specified, only these rows will be considered for generating knapsack covers. Otherwise all rows will be tried

Definition at line 258 of file CglKnapsackCover.hpp.

int* CglKnapsackCover::rowsToCheck_
private

Definition at line 259 of file CglKnapsackCover.hpp.

bool CglKnapsackCover::expensiveCuts_
private

exactKnapsack can be expensive - this switches off some

Definition at line 261 of file CglKnapsackCover.hpp.

const OsiSolverInterface* CglKnapsackCover::solver_
private

Cliques **** TEMP so can reference from listing.

Definition at line 264 of file CglKnapsackCover.hpp.

int CglKnapsackCover::whichRow_
private

Definition at line 265 of file CglKnapsackCover.hpp.

int* CglKnapsackCover::complement_
private

Definition at line 266 of file CglKnapsackCover.hpp.

double* CglKnapsackCover::elements_
private

Definition at line 267 of file CglKnapsackCover.hpp.

int CglKnapsackCover::numberCliques_
private

Number of cliques.

Definition at line 269 of file CglKnapsackCover.hpp.

CliqueType* CglKnapsackCover::cliqueType_
private

Definition at line 274 of file CglKnapsackCover.hpp.

int* CglKnapsackCover::cliqueStart_
private

Start of each clique.

Definition at line 276 of file CglKnapsackCover.hpp.

CliqueEntry* CglKnapsackCover::cliqueEntry_
private

Entries for clique.

Definition at line 278 of file CglKnapsackCover.hpp.

int* CglKnapsackCover::oneFixStart_
private

Start of oneFixes cliques for a column in matrix or -1 if not in any clique.

Definition at line 281 of file CglKnapsackCover.hpp.

int* CglKnapsackCover::zeroFixStart_
private

Start of zeroFixes cliques for a column in matrix or -1 if not in any clique.

Definition at line 284 of file CglKnapsackCover.hpp.

int* CglKnapsackCover::endFixStart_
private

End of fixes for a column.

Definition at line 286 of file CglKnapsackCover.hpp.

int* CglKnapsackCover::whichClique_
private

Clique numbers for one or zero fixes.

Definition at line 288 of file CglKnapsackCover.hpp.

int CglKnapsackCover::numberColumns_
private

Number of columns.

Definition at line 290 of file CglKnapsackCover.hpp.


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