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 CglCutGenerator *	clone () const
	Clone. More...

CglMixedIntegerRounding2 &	operator= (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...

CglCutGenerator &	operator= (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 CoinBigIndex *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 CoinBigIndex 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_

CglMixIntRoundVUB2 *	vubs_

CglMixIntRoundVLB2 *	vlbs_

RowType *	rowTypes_

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

enum CglMixedIntegerRounding2::RowType

private

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 CoinBigIndex *	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 CoinBigIndex *	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