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CglMixedIntegerRounding Class Reference

Mixed Integer Rounding Cut Generator Class. More...

#include <CglMixedIntegerRounding.hpp>

+ Inheritance diagram for CglMixedIntegerRounding:
+ Collaboration diagram for CglMixedIntegerRounding:

Public Member Functions

Generate Cuts
virtual void generateCuts (const OsiSolverInterface &si, OsiCuts &cs, const CglTreeInfo info=CglTreeInfo())
 Generate Mixed Integer Rounding cuts for the model data contained in si. More...
 
Constructors and destructors
 CglMixedIntegerRounding ()
 Default constructor. More...
 
 CglMixedIntegerRounding (const int maxaggr, const bool multiply, const int criterion, const int preproc=-1)
 Alternate Constructor. More...
 
 CglMixedIntegerRounding (const CglMixedIntegerRounding &)
 Copy constructor. More...
 
virtual CglCutGeneratorclone () const
 Clone. More...
 
CglMixedIntegerRoundingoperator= (const CglMixedIntegerRounding &rhs)
 Assignment operator. More...
 
virtual ~CglMixedIntegerRounding ()
 Destructor. More...
 
virtual void refreshSolver (OsiSolverInterface *solver)
 This can be used to refresh any inforamtion. More...
 
virtual std::string generateCpp (FILE *fp)
 Create C++ lines to get to current state. More...
 
Set and get methods
void setMAXAGGR_ (int maxaggr)
 Set MAXAGGR_. More...
 
int getMAXAGGR_ () const
 Get MAXAGGR_. More...
 
void setMULTIPLY_ (bool multiply)
 Set MULTIPLY_. More...
 
bool getMULTIPLY_ () const
 Get MULTIPLY_. More...
 
void setCRITERION_ (int criterion)
 Set CRITERION_. More...
 
int getCRITERION_ () const
 Get CRITERION_. More...
 
void setDoPreproc (int value)
 Set doPreproc. More...
 
bool getDoPreproc () const
 Get doPreproc. 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 Types

enum  RowType {
  ROW_UNDEFINED, ROW_VARUB, ROW_VARLB, ROW_VAREQ,
  ROW_MIX, ROW_CONT, ROW_INT, ROW_OTHER
}
 

Private Member Functions

void gutsOfConstruct (const int maxaggr, const bool multiply, const int criterion, const int preproc)
 
void gutsOfDelete ()
 
void gutsOfCopy (const CglMixedIntegerRounding &rhs)
 
void mixIntRoundPreprocess (const OsiSolverInterface &si)
 
RowType determineRowType (const OsiSolverInterface &si, const int rowLen, const int *ind, const double *coef, const char sense, const double rhs) const
 
void generateMirCuts (const OsiSolverInterface &si, const double *xlp, const double *colUpperBound, const double *colLowerBound, const CoinPackedMatrix &matrixByRow, const double *LHS, const double *coefByRow, const int *colInds, const int *rowStarts, const int *rowLengths, const double *coefByCol, const int *rowInds, const int *colStarts, const int *colLengths, OsiCuts &cs) const
 
void copyRowSelected (const int iAggregate, const int rowSelected, std::set< int > &setRowsAggregated, int *listRowsAggregated, double *xlpExtra, const char sen, const double rhs, const double lhs, const CoinPackedMatrix &matrixByRow, CoinPackedVector &rowToAggregate, double &rhsToAggregate) const
 
bool selectRowToAggregate (const OsiSolverInterface &si, const CoinPackedVector &rowAggregated, const double *colUpperBound, const double *colLowerBound, const std::set< int > &setRowsAggregated, const double *xlp, const double *coefByCol, const int *rowInds, const int *colStarts, const int *colLengths, int &rowSelected, int &colSelected) const
 
void aggregateRow (const int colSelected, CoinPackedVector &rowToAggregate, double rhs, CoinPackedVector &rowAggregated, double &rhsAggregated) const
 
bool isLowerSubst (const double inf, const double aj, const double xlp, const double LB, const double UB) const
 
bool boundSubstitution (const OsiSolverInterface &si, const CoinPackedVector &rowAggregated, const double *xlp, const double *xlpExtra, const double *colUpperBound, const double *colLowerBound, CoinPackedVector &mixedKnapsack, double &rhsMixedKnapsack, double &sStar, CoinPackedVector &contVariablesInS) const
 
bool cMirSeparation (const OsiSolverInterface &si, const CoinPackedMatrix &matrixByRow, const CoinPackedVector &rowAggregated, const int *listRowsAggregated, const char *sense, const double *RHS, const double *xlp, const double sStar, const double *colUpperBound, const double *colLowerBound, const CoinPackedVector &mixedKnapsack, const double &rhsMixedKnapsack, const CoinPackedVector &contVariablesInS, OsiRowCut &flowCut) const
 
void cMirInequality (const int numInt, const double delta, const double numeratorBeta, const int *knapsackIndices, const double *knapsackElements, const double *xlp, const double sStar, const double *colUpperBound, const std::set< int > &setC, CoinPackedVector &cMIR, double &rhscMIR, double &sCoef, double &violation) const
 
double functionG (const double d, const double f) const
 
void printStats (std::ofstream &fout, const bool hasCut, const OsiSolverInterface &si, const CoinPackedVector &rowAggregated, const double &rhsAggregated, const double *xlp, const double *xlpExtra, const int *listRowsAggregated, const int *listColsSelected, const int level, const double *colUpperBound, const double *colLowerBound) const
 

Private Attributes

int MAXAGGR_
 
bool MULTIPLY_
 
int CRITERION_
 
double EPSILON_
 
int UNDEFINED_
 There is no variable upper bound or variable lower bound defined. More...
 
double TOLERANCE_
 
int doPreproc_
 Controls the preprocessing of the matrix to identify rows suitable for cut generation. More...
 
int numRows_
 
int numCols_
 
bool doneInitPre_
 
CglMixIntRoundVUBvubs_
 
CglMixIntRoundVLBvlbs_
 
RowTyperowTypes_
 
int * indRows_
 
int numRowMix_
 
int * indRowMix_
 
int numRowCont_
 
int * indRowCont_
 
int numRowInt_
 
int * indRowInt_
 
int numRowContVB_
 
int * indRowContVB_
 
char * sense_
 
double * RHS_
 

Friends

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

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

Mixed Integer Rounding Cut Generator Class.

Definition at line 86 of file CglMixedIntegerRounding.hpp.

Member Enumeration Documentation

Enumerator
ROW_UNDEFINED 
ROW_VARUB 

After the row is flipped to 'L', the row has exactly two variables: one is negative binary and the other is a continous, and the RHS is zero.

ROW_VARLB 

After the row is flipped to 'L', the row has exactly two variables: one is positive binary and the other is a continous, and the RHS is zero.

ROW_VAREQ 

The row sense is 'E', the row has exactly two variables: one is binary and the other is a continous, and the RHS is zero.

ROW_MIX 
ROW_CONT 
ROW_INT 
ROW_OTHER 

Definition at line 95 of file CglMixedIntegerRounding.hpp.

Constructor & Destructor Documentation

CglMixedIntegerRounding::CglMixedIntegerRounding ( )

Default constructor.

CglMixedIntegerRounding::CglMixedIntegerRounding ( const int  maxaggr,
const bool  multiply,
const int  criterion,
const int  preproc = -1 
)

Alternate Constructor.

CglMixedIntegerRounding::CglMixedIntegerRounding ( const CglMixedIntegerRounding )

Copy constructor.

virtual CglMixedIntegerRounding::~CglMixedIntegerRounding ( )
virtual

Destructor.

Member Function Documentation

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

Generate Mixed Integer Rounding cuts for the model data contained in si.

The generated cuts are inserted in the collection of cuts cs.

Implements CglCutGenerator.

virtual CglCutGenerator* CglMixedIntegerRounding::clone ( ) const
virtual

Clone.

Implements CglCutGenerator.

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

Assignment operator.

virtual void CglMixedIntegerRounding::refreshSolver ( OsiSolverInterface solver)
virtual

This can be used to refresh any inforamtion.

Reimplemented from CglCutGenerator.

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

Create C++ lines to get to current state.

Reimplemented from CglCutGenerator.

void CglMixedIntegerRounding::setMAXAGGR_ ( int  maxaggr)
inline

Set MAXAGGR_.

Definition at line 170 of file CglMixedIntegerRounding.hpp.

int CglMixedIntegerRounding::getMAXAGGR_ ( ) const
inline

Get MAXAGGR_.

Definition at line 181 of file CglMixedIntegerRounding.hpp.

void CglMixedIntegerRounding::setMULTIPLY_ ( bool  multiply)
inline

Set MULTIPLY_.

Definition at line 184 of file CglMixedIntegerRounding.hpp.

bool CglMixedIntegerRounding::getMULTIPLY_ ( ) const
inline

Get MULTIPLY_.

Definition at line 187 of file CglMixedIntegerRounding.hpp.

void CglMixedIntegerRounding::setCRITERION_ ( int  criterion)
inline

Set CRITERION_.

Definition at line 190 of file CglMixedIntegerRounding.hpp.

int CglMixedIntegerRounding::getCRITERION_ ( ) const
inline

Get CRITERION_.

Definition at line 201 of file CglMixedIntegerRounding.hpp.

void CglMixedIntegerRounding::setDoPreproc ( int  value)

Set doPreproc.

bool CglMixedIntegerRounding::getDoPreproc ( ) const

Get doPreproc.

void CglMixedIntegerRounding::gutsOfConstruct ( const int  maxaggr,
const bool  multiply,
const int  criterion,
const int  preproc 
)
private
void CglMixedIntegerRounding::gutsOfDelete ( )
private
void CglMixedIntegerRounding::gutsOfCopy ( const CglMixedIntegerRounding rhs)
private
void CglMixedIntegerRounding::mixIntRoundPreprocess ( const OsiSolverInterface si)
private
RowType CglMixedIntegerRounding::determineRowType ( const OsiSolverInterface si,
const int  rowLen,
const int *  ind,
const double *  coef,
const char  sense,
const double  rhs 
) const
private
void CglMixedIntegerRounding::generateMirCuts ( const OsiSolverInterface si,
const double *  xlp,
const double *  colUpperBound,
const double *  colLowerBound,
const CoinPackedMatrix matrixByRow,
const double *  LHS,
const double *  coefByRow,
const int *  colInds,
const int *  rowStarts,
const int *  rowLengths,
const double *  coefByCol,
const int *  rowInds,
const int *  colStarts,
const int *  colLengths,
OsiCuts cs 
) const
private
void CglMixedIntegerRounding::copyRowSelected ( const int  iAggregate,
const int  rowSelected,
std::set< int > &  setRowsAggregated,
int *  listRowsAggregated,
double *  xlpExtra,
const char  sen,
const double  rhs,
const double  lhs,
const CoinPackedMatrix matrixByRow,
CoinPackedVector rowToAggregate,
double &  rhsToAggregate 
) const
private
bool CglMixedIntegerRounding::selectRowToAggregate ( const OsiSolverInterface si,
const CoinPackedVector rowAggregated,
const double *  colUpperBound,
const double *  colLowerBound,
const std::set< int > &  setRowsAggregated,
const double *  xlp,
const double *  coefByCol,
const int *  rowInds,
const int *  colStarts,
const int *  colLengths,
int &  rowSelected,
int &  colSelected 
) const
private
void CglMixedIntegerRounding::aggregateRow ( const int  colSelected,
CoinPackedVector rowToAggregate,
double  rhs,
CoinPackedVector rowAggregated,
double &  rhsAggregated 
) const
private
bool CglMixedIntegerRounding::isLowerSubst ( const double  inf,
const double  aj,
const double  xlp,
const double  LB,
const double  UB 
) const
inlineprivate
bool CglMixedIntegerRounding::boundSubstitution ( const OsiSolverInterface si,
const CoinPackedVector rowAggregated,
const double *  xlp,
const double *  xlpExtra,
const double *  colUpperBound,
const double *  colLowerBound,
CoinPackedVector mixedKnapsack,
double &  rhsMixedKnapsack,
double &  sStar,
CoinPackedVector contVariablesInS 
) const
private
bool CglMixedIntegerRounding::cMirSeparation ( const OsiSolverInterface si,
const CoinPackedMatrix matrixByRow,
const CoinPackedVector rowAggregated,
const int *  listRowsAggregated,
const char *  sense,
const double *  RHS,
const double *  xlp,
const double  sStar,
const double *  colUpperBound,
const double *  colLowerBound,
const CoinPackedVector mixedKnapsack,
const double &  rhsMixedKnapsack,
const CoinPackedVector contVariablesInS,
OsiRowCut flowCut 
) const
private
void CglMixedIntegerRounding::cMirInequality ( const int  numInt,
const double  delta,
const double  numeratorBeta,
const int *  knapsackIndices,
const double *  knapsackElements,
const double *  xlp,
const double  sStar,
const double *  colUpperBound,
const std::set< int > &  setC,
CoinPackedVector cMIR,
double &  rhscMIR,
double &  sCoef,
double &  violation 
) const
private
double CglMixedIntegerRounding::functionG ( const double  d,
const double  f 
) const
inlineprivate
void CglMixedIntegerRounding::printStats ( std::ofstream &  fout,
const bool  hasCut,
const OsiSolverInterface si,
const CoinPackedVector rowAggregated,
const double &  rhsAggregated,
const double *  xlp,
const double *  xlpExtra,
const int *  listRowsAggregated,
const int *  listColsSelected,
const int  level,
const double *  colUpperBound,
const double *  colLowerBound 
) const
private

Friends And Related Function Documentation

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

Member Data Documentation

int CglMixedIntegerRounding::MAXAGGR_
private

Definition at line 362 of file CglMixedIntegerRounding.hpp.

bool CglMixedIntegerRounding::MULTIPLY_
private

Definition at line 364 of file CglMixedIntegerRounding.hpp.

int CglMixedIntegerRounding::CRITERION_
private

Definition at line 366 of file CglMixedIntegerRounding.hpp.

double CglMixedIntegerRounding::EPSILON_
private

Definition at line 368 of file CglMixedIntegerRounding.hpp.

int CglMixedIntegerRounding::UNDEFINED_
private

There is no variable upper bound or variable lower bound defined.

Definition at line 370 of file CglMixedIntegerRounding.hpp.

double CglMixedIntegerRounding::TOLERANCE_
private

Definition at line 372 of file CglMixedIntegerRounding.hpp.

int CglMixedIntegerRounding::doPreproc_
private

Controls the preprocessing of the matrix to identify rows suitable for cut generation.

  • -1: preprocess according to solver settings;
  • 0: Do preprocessing only if it has not yet been done;
  • 1: Do preprocessing.

Default value: -1

Definition at line 380 of file CglMixedIntegerRounding.hpp.

int CglMixedIntegerRounding::numRows_
private

Definition at line 382 of file CglMixedIntegerRounding.hpp.

int CglMixedIntegerRounding::numCols_
private

Definition at line 384 of file CglMixedIntegerRounding.hpp.

bool CglMixedIntegerRounding::doneInitPre_
private

Definition at line 386 of file CglMixedIntegerRounding.hpp.

CglMixIntRoundVUB* CglMixedIntegerRounding::vubs_
private

Definition at line 388 of file CglMixedIntegerRounding.hpp.

CglMixIntRoundVLB* CglMixedIntegerRounding::vlbs_
private

Definition at line 390 of file CglMixedIntegerRounding.hpp.

RowType* CglMixedIntegerRounding::rowTypes_
private

Definition at line 392 of file CglMixedIntegerRounding.hpp.

int* CglMixedIntegerRounding::indRows_
private

Definition at line 394 of file CglMixedIntegerRounding.hpp.

int CglMixedIntegerRounding::numRowMix_
private

Definition at line 396 of file CglMixedIntegerRounding.hpp.

int* CglMixedIntegerRounding::indRowMix_
private

Definition at line 398 of file CglMixedIntegerRounding.hpp.

int CglMixedIntegerRounding::numRowCont_
private

Definition at line 400 of file CglMixedIntegerRounding.hpp.

int* CglMixedIntegerRounding::indRowCont_
private

Definition at line 402 of file CglMixedIntegerRounding.hpp.

int CglMixedIntegerRounding::numRowInt_
private

Definition at line 404 of file CglMixedIntegerRounding.hpp.

int* CglMixedIntegerRounding::indRowInt_
private

Definition at line 406 of file CglMixedIntegerRounding.hpp.

int CglMixedIntegerRounding::numRowContVB_
private

Definition at line 409 of file CglMixedIntegerRounding.hpp.

int* CglMixedIntegerRounding::indRowContVB_
private

Definition at line 412 of file CglMixedIntegerRounding.hpp.

char* CglMixedIntegerRounding::sense_
private

Definition at line 414 of file CglMixedIntegerRounding.hpp.

double* CglMixedIntegerRounding::RHS_
private

Definition at line 416 of file CglMixedIntegerRounding.hpp.


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