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CglMixedIntegerRounding2 Class Reference

Mixed Integer Rounding Cut Generator Class. More...

#include <CglMixedIntegerRounding2.hpp>

+ Inheritance diagram for CglMixedIntegerRounding2:
+ Collaboration diagram for CglMixedIntegerRounding2:

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
 CglMixedIntegerRounding2 ()
 Default constructor. More...
 
 CglMixedIntegerRounding2 (const int maxaggr, const bool multiply, const int criterion, const int preproc=-1)
 Alternate Constructor. More...
 
 CglMixedIntegerRounding2 (const CglMixedIntegerRounding2 &)
 Copy constructor. More...
 
virtual CglCutGeneratorclone () const
 Clone. More...
 
CglMixedIntegerRounding2operator= (const CglMixedIntegerRounding2 &rhs)
 Assignment operator. More...
 
virtual ~CglMixedIntegerRounding2 ()
 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 CglMixedIntegerRounding2 &rhs)
 
void mixIntRoundPreprocess (const OsiSolverInterface &si)
 
RowType determineRowType (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 *coefByCol, const int *rowInds, const int *colStarts, OsiCuts &cs) const
 
void copyRowSelected (const int iAggregate, const int rowSelected, CoinIndexedVector &setRowsAggregated, int *listRowsAggregated, double *xlpExtra, const char sen, const double rhs, const double lhs, const CoinPackedMatrix &matrixByRow, CoinIndexedVector &rowToAggregate, double &rhsToAggregate) const
 
bool selectRowToAggregate (const CoinIndexedVector &rowAggregated, const double *colUpperBound, const double *colLowerBound, const CoinIndexedVector &setRowsAggregated, const double *xlp, const double *coefByCol, const int *rowInds, const int *colStarts, int &rowSelected, int &colSelected) const
 
void aggregateRow (const int colSelected, CoinIndexedVector &rowToAggregate, double rhs, CoinIndexedVector &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 CoinIndexedVector &rowAggregated, const double *xlp, const double *xlpExtra, const double *colUpperBound, const double *colLowerBound, CoinIndexedVector &mixedKnapsack, double &rhsMixedKnapsack, double &sStar, CoinIndexedVector &contVariablesInS) const
 
bool cMirSeparation (const OsiSolverInterface &si, const CoinPackedMatrix &matrixByRow, const CoinIndexedVector &rowAggregated, const int *listRowsAggregated, const char *sense, const double *RHS, const double *xlp, const double sStar, const double *colUpperBound, const double *colLowerBound, const CoinIndexedVector &mixedKnapsack, const double &rhsMixedKnapsack, const CoinIndexedVector &contVariablesInS, CoinIndexedVector *workVector, 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 CoinIndexedVector &setC, CoinIndexedVector &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 CoinIndexedVector &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_
 
CglMixIntRoundVUB2vubs_
 
CglMixIntRoundVLB2vlbs_
 
RowTyperowTypes_
 
int * indRows_
 
int numRowMix_
 
int * indRowMix_
 
int numRowCont_
 
int * indRowCont_
 
int numRowInt_
 
int * indRowInt_
 
int numRowContVB_
 
int * indRowContVB_
 
char * integerType_
 
char * sense_
 
double * RHS_
 

Friends

void CglMixedIntegerRounding2UnitTest (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 87 of file CglMixedIntegerRounding2.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 96 of file CglMixedIntegerRounding2.hpp.

Constructor & Destructor Documentation

CglMixedIntegerRounding2::CglMixedIntegerRounding2 ( )

Default constructor.

CglMixedIntegerRounding2::CglMixedIntegerRounding2 ( const int  maxaggr,
const bool  multiply,
const int  criterion,
const int  preproc = -1 
)

Alternate Constructor.

CglMixedIntegerRounding2::CglMixedIntegerRounding2 ( const CglMixedIntegerRounding2 )

Copy constructor.

virtual CglMixedIntegerRounding2::~CglMixedIntegerRounding2 ( )
virtual

Destructor.

Member Function Documentation

virtual void CglMixedIntegerRounding2::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* CglMixedIntegerRounding2::clone ( ) const
virtual

Clone.

Implements CglCutGenerator.

CglMixedIntegerRounding2& CglMixedIntegerRounding2::operator= ( const CglMixedIntegerRounding2 rhs)

Assignment operator.

virtual void CglMixedIntegerRounding2::refreshSolver ( OsiSolverInterface solver)
virtual

This can be used to refresh any inforamtion.

Reimplemented from CglCutGenerator.

virtual std::string CglMixedIntegerRounding2::generateCpp ( FILE *  fp)
virtual

Create C++ lines to get to current state.

Reimplemented from CglCutGenerator.

void CglMixedIntegerRounding2::setMAXAGGR_ ( int  maxaggr)
inline

Set MAXAGGR_.

Definition at line 171 of file CglMixedIntegerRounding2.hpp.

int CglMixedIntegerRounding2::getMAXAGGR_ ( ) const
inline

Get MAXAGGR_.

Definition at line 182 of file CglMixedIntegerRounding2.hpp.

void CglMixedIntegerRounding2::setMULTIPLY_ ( bool  multiply)
inline

Set MULTIPLY_.

Definition at line 185 of file CglMixedIntegerRounding2.hpp.

bool CglMixedIntegerRounding2::getMULTIPLY_ ( ) const
inline

Get MULTIPLY_.

Definition at line 188 of file CglMixedIntegerRounding2.hpp.

void CglMixedIntegerRounding2::setCRITERION_ ( int  criterion)
inline

Set CRITERION_.

Definition at line 191 of file CglMixedIntegerRounding2.hpp.

int CglMixedIntegerRounding2::getCRITERION_ ( ) const
inline

Get CRITERION_.

Definition at line 202 of file CglMixedIntegerRounding2.hpp.

void CglMixedIntegerRounding2::setDoPreproc ( int  value)

Set doPreproc.

bool CglMixedIntegerRounding2::getDoPreproc ( ) const

Get doPreproc.

void CglMixedIntegerRounding2::gutsOfConstruct ( const int  maxaggr,
const bool  multiply,
const int  criterion,
const int  preproc 
)
private
void CglMixedIntegerRounding2::gutsOfDelete ( )
private
void CglMixedIntegerRounding2::gutsOfCopy ( const CglMixedIntegerRounding2 rhs)
private
void CglMixedIntegerRounding2::mixIntRoundPreprocess ( const OsiSolverInterface si)
private
RowType CglMixedIntegerRounding2::determineRowType ( const int  rowLen,
const int *  ind,
const double *  coef,
const char  sense,
const double  rhs 
) const
private
void CglMixedIntegerRounding2::generateMirCuts ( const OsiSolverInterface si,
const double *  xlp,
const double *  colUpperBound,
const double *  colLowerBound,
const CoinPackedMatrix matrixByRow,
const double *  LHS,
const double *  coefByCol,
const int *  rowInds,
const int *  colStarts,
OsiCuts cs 
) const
private
void CglMixedIntegerRounding2::copyRowSelected ( const int  iAggregate,
const int  rowSelected,
CoinIndexedVector setRowsAggregated,
int *  listRowsAggregated,
double *  xlpExtra,
const char  sen,
const double  rhs,
const double  lhs,
const CoinPackedMatrix matrixByRow,
CoinIndexedVector rowToAggregate,
double &  rhsToAggregate 
) const
private
bool CglMixedIntegerRounding2::selectRowToAggregate ( const CoinIndexedVector rowAggregated,
const double *  colUpperBound,
const double *  colLowerBound,
const CoinIndexedVector setRowsAggregated,
const double *  xlp,
const double *  coefByCol,
const int *  rowInds,
const int *  colStarts,
int &  rowSelected,
int &  colSelected 
) const
private
void CglMixedIntegerRounding2::aggregateRow ( const int  colSelected,
CoinIndexedVector rowToAggregate,
double  rhs,
CoinIndexedVector rowAggregated,
double &  rhsAggregated 
) const
private
bool CglMixedIntegerRounding2::isLowerSubst ( const double  inf,
const double  aj,
const double  xlp,
const double  LB,
const double  UB 
) const
inlineprivate
bool CglMixedIntegerRounding2::boundSubstitution ( const OsiSolverInterface si,
const CoinIndexedVector rowAggregated,
const double *  xlp,
const double *  xlpExtra,
const double *  colUpperBound,
const double *  colLowerBound,
CoinIndexedVector mixedKnapsack,
double &  rhsMixedKnapsack,
double &  sStar,
CoinIndexedVector contVariablesInS 
) const
private
bool CglMixedIntegerRounding2::cMirSeparation ( const OsiSolverInterface si,
const CoinPackedMatrix matrixByRow,
const CoinIndexedVector rowAggregated,
const int *  listRowsAggregated,
const char *  sense,
const double *  RHS,
const double *  xlp,
const double  sStar,
const double *  colUpperBound,
const double *  colLowerBound,
const CoinIndexedVector mixedKnapsack,
const double &  rhsMixedKnapsack,
const CoinIndexedVector contVariablesInS,
CoinIndexedVector workVector,
OsiRowCut flowCut 
) const
private
void CglMixedIntegerRounding2::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 CoinIndexedVector setC,
CoinIndexedVector cMIR,
double &  rhscMIR,
double &  sCoef,
double &  violation 
) const
private
double CglMixedIntegerRounding2::functionG ( const double  d,
const double  f 
) const
inlineprivate
void CglMixedIntegerRounding2::printStats ( std::ofstream &  fout,
const bool  hasCut,
const OsiSolverInterface si,
const CoinIndexedVector 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 CglMixedIntegerRounding2UnitTest ( const OsiSolverInterface siP,
const std::string  mpdDir 
)
friend

Member Data Documentation

int CglMixedIntegerRounding2::MAXAGGR_
private

Definition at line 358 of file CglMixedIntegerRounding2.hpp.

bool CglMixedIntegerRounding2::MULTIPLY_
private

Definition at line 360 of file CglMixedIntegerRounding2.hpp.

int CglMixedIntegerRounding2::CRITERION_
private

Definition at line 362 of file CglMixedIntegerRounding2.hpp.

double CglMixedIntegerRounding2::EPSILON_
private

Definition at line 364 of file CglMixedIntegerRounding2.hpp.

int CglMixedIntegerRounding2::UNDEFINED_
private

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

Definition at line 366 of file CglMixedIntegerRounding2.hpp.

double CglMixedIntegerRounding2::TOLERANCE_
private

Definition at line 368 of file CglMixedIntegerRounding2.hpp.

int CglMixedIntegerRounding2::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 376 of file CglMixedIntegerRounding2.hpp.

int CglMixedIntegerRounding2::numRows_
private

Definition at line 378 of file CglMixedIntegerRounding2.hpp.

int CglMixedIntegerRounding2::numCols_
private

Definition at line 380 of file CglMixedIntegerRounding2.hpp.

bool CglMixedIntegerRounding2::doneInitPre_
private

Definition at line 382 of file CglMixedIntegerRounding2.hpp.

CglMixIntRoundVUB2* CglMixedIntegerRounding2::vubs_
private

Definition at line 384 of file CglMixedIntegerRounding2.hpp.

CglMixIntRoundVLB2* CglMixedIntegerRounding2::vlbs_
private

Definition at line 386 of file CglMixedIntegerRounding2.hpp.

RowType* CglMixedIntegerRounding2::rowTypes_
private

Definition at line 388 of file CglMixedIntegerRounding2.hpp.

int* CglMixedIntegerRounding2::indRows_
private

Definition at line 390 of file CglMixedIntegerRounding2.hpp.

int CglMixedIntegerRounding2::numRowMix_
private

Definition at line 392 of file CglMixedIntegerRounding2.hpp.

int* CglMixedIntegerRounding2::indRowMix_
private

Definition at line 394 of file CglMixedIntegerRounding2.hpp.

int CglMixedIntegerRounding2::numRowCont_
private

Definition at line 396 of file CglMixedIntegerRounding2.hpp.

int* CglMixedIntegerRounding2::indRowCont_
private

Definition at line 398 of file CglMixedIntegerRounding2.hpp.

int CglMixedIntegerRounding2::numRowInt_
private

Definition at line 400 of file CglMixedIntegerRounding2.hpp.

int* CglMixedIntegerRounding2::indRowInt_
private

Definition at line 402 of file CglMixedIntegerRounding2.hpp.

int CglMixedIntegerRounding2::numRowContVB_
private

Definition at line 405 of file CglMixedIntegerRounding2.hpp.

int* CglMixedIntegerRounding2::indRowContVB_
private

Definition at line 408 of file CglMixedIntegerRounding2.hpp.

char* CglMixedIntegerRounding2::integerType_
private

Definition at line 410 of file CglMixedIntegerRounding2.hpp.

char* CglMixedIntegerRounding2::sense_
private

Definition at line 412 of file CglMixedIntegerRounding2.hpp.

double* CglMixedIntegerRounding2::RHS_
private

Definition at line 414 of file CglMixedIntegerRounding2.hpp.


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