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CglRedSplit Class Reference

Gomory Reduce-and-Split Cut Generator Class; See method generateCuts(). More...

#include <CglRedSplit.hpp>

+ Inheritance diagram for CglRedSplit:
+ Collaboration diagram for CglRedSplit:

Public Member Functions

generateCuts
virtual void generateCuts (const OsiSolverInterface &si, OsiCuts &cs, const CglTreeInfo info=CglTreeInfo())
 Generate Reduce-and-Split Mixed Integer Gomory cuts for the model of the solver interface si. More...
 
virtual bool needsOptimalBasis () const
 Return true if needs optimal basis to do cuts (will return true) More...
 
Public Methods
void setParam (const CglRedSplitParam &source)
 
CglRedSplitParam getParam () const
 
void compute_is_lub ()
 
void compute_is_integer ()
 
void set_given_optsol (const double *given_sol, const int card_sol)
 Set given_optsol to the given optimal solution given_sol. More...
 
void print () const
 Print some of the data members. More...
 
void printOptTab (OsiSolverInterface *solver) const
 Print the current simplex tableau. More...
 
Public Methods (soon to be obsolete)
void setLimit (int limit)
 Set limit, the maximum number of non zero coefficients in generated cut; Default: 50. More...
 
int getLimit () const
 Get value of limit. More...
 
void setAway (double value)
 Set away, the minimum distance from being integer used for selecting rows for cut generation; all rows whose pivot variable should be integer but is more than away from integrality will be selected; Default: 0.05. More...
 
double getAway () const
 Get value of away. More...
 
void setLUB (double value)
 Set the value of LUB, value considered large for the absolute value of a lower or upper bound on a variable; Default: 1000. More...
 
double getLUB () const
 Get the value of LUB. More...
 
void setEPS (double value)
 Set the value of EPS, epsilon for double computations; Default: 1e-7. More...
 
double getEPS () const
 Get the value of EPS. More...
 
void setEPS_COEFF (double value)
 Set the value of EPS_COEFF, epsilon for values of coefficients; Default: 1e-8. More...
 
double getEPS_COEFF () const
 Get the value of EPS_COEFF. More...
 
void setEPS_COEFF_LUB (double value)
 Set the value of EPS_COEFF_LUB, epsilon for values of coefficients for variables with absolute value of lower or upper bound larger than LUB; Default: 1e-13. More...
 
double getEPS_COEFF_LUB () const
 Get the value of EPS_COEFF_LUB. More...
 
void setEPS_RELAX (double value)
 Set the value of EPS_RELAX, value used for relaxing the right hand side of each generated cut; Default: 1e-8. More...
 
double getEPS_RELAX () const
 Get the value of EPS_RELAX. More...
 
void setNormIsZero (double value)
 Set the value of normIsZero, the threshold for considering a norm to be 0; Default: 1e-5. More...
 
double getNormIsZero () const
 Get the value of normIsZero. More...
 
void setMinReduc (double value)
 Set the value of minReduc, threshold for relative norm improvement for performing a reduction; Default: 0.05. More...
 
double getMinReduc () const
 Get the value of minReduc. More...
 
void setMaxTab (double value)
 Set the maximum allowed value for (mTab * mTab * CoinMax(mTab, nTab)) where mTab is the number of rows used in the combinations and nTab is the number of continuous non basic variables. More...
 
double getMaxTab () const
 Get the value of maxTab. More...
 
Constructors and destructors
 CglRedSplit ()
 Default constructor. More...
 
 CglRedSplit (const CglRedSplitParam &RS_param)
 Constructor with specified parameters. More...
 
 CglRedSplit (const CglRedSplit &)
 Copy constructor. More...
 
virtual CglCutGeneratorclone () const
 Clone. More...
 
CglRedSplitoperator= (const CglRedSplit &rhs)
 Assignment operator. More...
 
virtual ~CglRedSplit ()
 Destructor. More...
 
virtual std::string generateCpp (FILE *fp)
 Create C++ lines to get to current state. 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...
 
virtual void refreshSolver (OsiSolverInterface *)
 This can be used to refresh any information. 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 int maximumLengthOfCutInTree () const
 Return maximum length of cut in tree. More...
 

Private Member Functions

Private member methods
void generateCuts (OsiCuts &cs)
 
double rs_above_integer (double value)
 Compute the fractional part of value, allowing for small error. More...
 
void update_pi_mat (int r1, int r2, int step)
 Perform row r1 of pi := row r1 of pi - step * row r2 of pi. More...
 
void update_redTab (int r1, int r2, int step)
 Perform row r1 of tab := row r1 of tab - step * row r2 of tab. More...
 
void find_step (int r1, int r2, int *step, double *reduc, double *norm)
 Find optimal integer step for changing row r1 by adding to it a multiple of another row r2. More...
 
int test_pair (int r1, int r2, double *norm)
 Test if an ordered pair of rows yields a reduction. More...
 
void reduce_contNonBasicTab ()
 Reduce rows of contNonBasicTab. More...
 
void generate_row (int index_row, double *row)
 Generate a row of the current LP tableau. More...
 
int generate_cgcut (double *row, double *rhs)
 Generate a mixed integer Chvatal-Gomory cut, when all non basic variables are non negative and at their lower bound. More...
 
int generate_cgcut_2 (int basic_ind, double *row, double *rhs)
 Generate a mixed integer Chvatal-Gomory cut, when all non basic variables are non negative and at their lower bound (different formula) More...
 
void eliminate_slacks (double *row, const double *elements, const int *start, const int *indices, const int *rowLength, const double *rhs, double *rowrhs)
 Use multiples of the initial inequalities to cancel out the coefficients of the slack variables. More...
 
void flip (double *row)
 Change the sign of the coefficients of the continuous non basic variables at their upper bound. More...
 
void unflip (double *row, double *rowrhs, double *slack_val)
 Change the sign of the coefficients of the continuous non basic variables at their upper bound and do the translations restoring the original bounds. More...
 
*double row_scale_factor (double *row)
 Return the scale factor for the row. More...
 
int generate_packed_row (const double *xlp, double *row, int *rowind, double *rowelem, int *card_row, double &rhs)
 Generate the packed cut from the row representation. More...
 
void check_optsol (const int calling_place, const double *xlp, const double *slack_val, const int do_flip)
 Check that the generated cuts do not cut a given optimal solution. More...
 
void check_optsol (const int calling_place, const double *xlp, const double *slack_val, const double *ck_row, const double ck_rhs, const int cut_number, const int do_flip)
 Check that the generated cuts do not cut a given optimal solution. More...
 
bool rs_are_different_vectors (const int *vect1, const int *vect2, const int dim)
 
bool rs_are_different_vectors (const double *vect1, const double *vect2, const int dim)
 
bool rs_are_different_matrices (const CoinPackedMatrix *mat1, const CoinPackedMatrix *mat2, const int nmaj, const int nmin)
 

Private Attributes

Private member data
CglRedSplitParam param
 Object with CglRedSplitParam members. More...
 
int nrow
 Number of rows ( = number of slack variables) in the current LP. More...
 
int ncol
 Number of structural variables in the current LP. More...
 
const double * colLower
 Lower bounds for structural variables. More...
 
const double * colUpper
 Upper bounds for structural variables. More...
 
const double * rowLower
 Lower bounds for constraints. More...
 
const double * rowUpper
 Upper bounds for constraints. More...
 
const double * rowRhs
 Righ hand side for constraints (upper bound for ranged constraints). More...
 
int card_intBasicVar_frac
 Number of integer basic structural variables that are fractional in the current lp solution (at least param.away_ from being integer). More...
 
int card_intNonBasicVar
 Number of integer non basic structural variables in the current lp solution. More...
 
int card_contNonBasicVar
 Number of continuous non basic variables (structural or slack) in the current lp solution. More...
 
int card_nonBasicAtUpper
 Number of non basic variables (structural or slack) at their upper bound in the current lp solution. More...
 
int card_nonBasicAtLower
 Number of non basic variables (structural or slack) at their lower bound in the current lp solution. More...
 
int * cv_intBasicVar_frac
 Characteristic vector for integer basic structural variables with non integer value in the current lp solution. More...
 
int * intBasicVar_frac
 List of integer structural basic variables (in order of pivot in selected rows for cut generation). More...
 
int * intNonBasicVar
 List of integer structural non basic variables. More...
 
int * contNonBasicVar
 List of continuous non basic variables (structural or slack). More...
 
int * nonBasicAtUpper
 List of non basic variables (structural or slack) at their upper bound. More...
 
int * nonBasicAtLower
 List of non basic variables (structural or slack) at their lower bound. More...
 
int mTab
 Number of rows in the reduced tableau (= card_intBasicVar_frac). More...
 
int nTab
 Number of columns in the reduced tableau (= card_contNonBasicVar) More...
 
int ** pi_mat
 Tableau of multipliers used to alter the rows used in generation. More...
 
double ** contNonBasicTab
 Current tableau for continuous non basic variables (structural or slack). More...
 
double ** intNonBasicTab
 Current tableau for integer non basic structural variables. More...
 
double * rhsTab
 Right hand side of the tableau. More...
 
const double * given_optsol
 Given optimal solution that should not be cut; only for debug. More...
 
int card_given_optsol
 Number of entries in given_optsol. More...
 
int * is_integer
 Characteristic vectors of structural integer variables or continuous variables currently fixed to integer values. More...
 
int * low_is_lub
 Characteristic vector of the structural variables whose lower bound in absolute value is larger than LUB. More...
 
int * up_is_lub
 Characteristic vector of the structural variables whose upper bound in absolute value is larger than LUB. More...
 
OsiSolverInterfacesolver
 Pointer on solver. Reset by each call to generateCuts(). More...
 
const double * xlp
 Pointer on point to separate. Reset by each call to generateCuts(). More...
 
const double * rowActivity
 Pointer on row activity. Reset by each call to generateCuts(). More...
 
const char * colType
 Pointer on column type. Reset by each call to generateCuts(). More...
 
const CoinPackedMatrixbyRow
 Pointer on matrix of coefficient ordered by rows. More...
 

Friends

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

Gomory Reduce-and-Split Cut Generator Class; See method generateCuts().

Based on the paper by K. Anderson, G. Cornuejols, Yanjun Li, "Reduce-and-Split Cuts: Improving the Performance of Mixed Integer Gomory Cuts", Management Science 51 (2005).

Definition at line 26 of file CglRedSplit.hpp.

Constructor & Destructor Documentation

CglRedSplit::CglRedSplit ( )

Default constructor.

CglRedSplit::CglRedSplit ( const CglRedSplitParam RS_param)

Constructor with specified parameters.

CglRedSplit::CglRedSplit ( const CglRedSplit )

Copy constructor.

virtual CglRedSplit::~CglRedSplit ( )
virtual

Destructor.

Member Function Documentation

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

Generate Reduce-and-Split Mixed Integer Gomory cuts for the model of the solver interface si.

Insert the generated cuts into OsiCuts cs.

Warning: This generator currently works only with the Lp solvers Clp or Cplex9.0 or higher. It requires access to the optimal tableau and optimal basis inverse and makes assumptions on the way slack variables are added by the solver. The Osi implementations for Clp and Cplex verify these assumptions.

When calling the generator, the solver interface si must contain an optimized problem and information related to the optimal basis must be available through the OsiSolverInterface methods (si->optimalBasisIsAvailable() must return 'true'). It is also essential that the integrality of structural variable i can be obtained using si->isInteger(i).

Reduce-and-Split cuts are variants of Gomory cuts: Starting from the current optimal tableau, linear combinations of the rows of the current optimal simplex tableau are used for generating Gomory cuts. The choice of the linear combinations is driven by the objective of reducing the coefficients of the non basic continuous variables in the resulting row. Note that this generator might not be able to generate cuts for some solutions violating integrality constraints.

Implements CglCutGenerator.

virtual bool CglRedSplit::needsOptimalBasis ( ) const
virtual

Return true if needs optimal basis to do cuts (will return true)

Reimplemented from CglCutGenerator.

void CglRedSplit::setParam ( const CglRedSplitParam source)
CglRedSplitParam CglRedSplit::getParam ( ) const
inline

Definition at line 75 of file CglRedSplit.hpp.

void CglRedSplit::compute_is_lub ( )
void CglRedSplit::compute_is_integer ( )
void CglRedSplit::set_given_optsol ( const double *  given_sol,
const int  card_sol 
)

Set given_optsol to the given optimal solution given_sol.

If given_optsol is set using this method, the code will stop as soon as a generated cut is violated by the given solution; exclusively for debugging purposes.

void CglRedSplit::print ( ) const

Print some of the data members.

void CglRedSplit::printOptTab ( OsiSolverInterface solver) const

Print the current simplex tableau.

void CglRedSplit::setLimit ( int  limit)

Set limit, the maximum number of non zero coefficients in generated cut; Default: 50.

int CglRedSplit::getLimit ( ) const

Get value of limit.

void CglRedSplit::setAway ( double  value)

Set away, the minimum distance from being integer used for selecting rows for cut generation; all rows whose pivot variable should be integer but is more than away from integrality will be selected; Default: 0.05.

double CglRedSplit::getAway ( ) const

Get value of away.

void CglRedSplit::setLUB ( double  value)

Set the value of LUB, value considered large for the absolute value of a lower or upper bound on a variable; Default: 1000.

double CglRedSplit::getLUB ( ) const

Get the value of LUB.

void CglRedSplit::setEPS ( double  value)

Set the value of EPS, epsilon for double computations; Default: 1e-7.

double CglRedSplit::getEPS ( ) const

Get the value of EPS.

void CglRedSplit::setEPS_COEFF ( double  value)

Set the value of EPS_COEFF, epsilon for values of coefficients; Default: 1e-8.

double CglRedSplit::getEPS_COEFF ( ) const

Get the value of EPS_COEFF.

void CglRedSplit::setEPS_COEFF_LUB ( double  value)

Set the value of EPS_COEFF_LUB, epsilon for values of coefficients for variables with absolute value of lower or upper bound larger than LUB; Default: 1e-13.

double CglRedSplit::getEPS_COEFF_LUB ( ) const

Get the value of EPS_COEFF_LUB.

void CglRedSplit::setEPS_RELAX ( double  value)

Set the value of EPS_RELAX, value used for relaxing the right hand side of each generated cut; Default: 1e-8.

double CglRedSplit::getEPS_RELAX ( ) const

Get the value of EPS_RELAX.

void CglRedSplit::setNormIsZero ( double  value)

Set the value of normIsZero, the threshold for considering a norm to be 0; Default: 1e-5.

double CglRedSplit::getNormIsZero ( ) const

Get the value of normIsZero.

void CglRedSplit::setMinReduc ( double  value)

Set the value of minReduc, threshold for relative norm improvement for performing a reduction; Default: 0.05.

double CglRedSplit::getMinReduc ( ) const

Get the value of minReduc.

void CglRedSplit::setMaxTab ( double  value)

Set the maximum allowed value for (mTab * mTab * CoinMax(mTab, nTab)) where mTab is the number of rows used in the combinations and nTab is the number of continuous non basic variables.

The work of the generator is proportional to (mTab * mTab * CoinMax(mTab, nTab)). Reducing the value of maxTab makes the generator faster, but weaker. Default: 1e7.

double CglRedSplit::getMaxTab ( ) const

Get the value of maxTab.

virtual CglCutGenerator* CglRedSplit::clone ( ) const
virtual

Clone.

Implements CglCutGenerator.

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

Assignment operator.

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

Create C++ lines to get to current state.

Reimplemented from CglCutGenerator.

void CglRedSplit::generateCuts ( OsiCuts cs)
private
double CglRedSplit::rs_above_integer ( double  value)
inlineprivate

Compute the fractional part of value, allowing for small error.

void CglRedSplit::update_pi_mat ( int  r1,
int  r2,
int  step 
)
private

Perform row r1 of pi := row r1 of pi - step * row r2 of pi.

void CglRedSplit::update_redTab ( int  r1,
int  r2,
int  step 
)
private

Perform row r1 of tab := row r1 of tab - step * row r2 of tab.

void CglRedSplit::find_step ( int  r1,
int  r2,
int *  step,
double *  reduc,
double *  norm 
)
private

Find optimal integer step for changing row r1 by adding to it a multiple of another row r2.

int CglRedSplit::test_pair ( int  r1,
int  r2,
double *  norm 
)
private

Test if an ordered pair of rows yields a reduction.

Perform the reduction if it is acceptable.

void CglRedSplit::reduce_contNonBasicTab ( )
private

Reduce rows of contNonBasicTab.

void CglRedSplit::generate_row ( int  index_row,
double *  row 
)
private

Generate a row of the current LP tableau.

int CglRedSplit::generate_cgcut ( double *  row,
double *  rhs 
)
private

Generate a mixed integer Chvatal-Gomory cut, when all non basic variables are non negative and at their lower bound.

int CglRedSplit::generate_cgcut_2 ( int  basic_ind,
double *  row,
double *  rhs 
)
private

Generate a mixed integer Chvatal-Gomory cut, when all non basic variables are non negative and at their lower bound (different formula)

void CglRedSplit::eliminate_slacks ( double *  row,
const double *  elements,
const int *  start,
const int *  indices,
const int *  rowLength,
const double *  rhs,
double *  rowrhs 
)
private

Use multiples of the initial inequalities to cancel out the coefficients of the slack variables.

void CglRedSplit::flip ( double *  row)
private

Change the sign of the coefficients of the continuous non basic variables at their upper bound.

void CglRedSplit::unflip ( double *  row,
double *  rowrhs,
double *  slack_val 
)
private

Change the sign of the coefficients of the continuous non basic variables at their upper bound and do the translations restoring the original bounds.

Modify the right hand side accordingly.

* double CglRedSplit::row_scale_factor ( double *  row)
private

Return the scale factor for the row.

Compute max_coeff: maximum absolute value of the coefficients. Compute min_coeff: minimum absolute value of the coefficients larger than EPS_COEFF. Return -1 if max_coeff < EPS_COEFF or if max_coeff/min_coeff > MAXDYN or MAXDYN_LUB (depending if the row has a non zero coeff. for a variable with large lower/upper bound)

int CglRedSplit::generate_packed_row ( const double *  xlp,
double *  row,
int *  rowind,
double *  rowelem,
int *  card_row,
double &  rhs 
)
private

Generate the packed cut from the row representation.

void CglRedSplit::check_optsol ( const int  calling_place,
const double *  xlp,
const double *  slack_val,
const int  do_flip 
)
private

Check that the generated cuts do not cut a given optimal solution.

void CglRedSplit::check_optsol ( const int  calling_place,
const double *  xlp,
const double *  slack_val,
const double *  ck_row,
const double  ck_rhs,
const int  cut_number,
const int  do_flip 
)
private

Check that the generated cuts do not cut a given optimal solution.

bool CglRedSplit::rs_are_different_vectors ( const int *  vect1,
const int *  vect2,
const int  dim 
)
private
bool CglRedSplit::rs_are_different_vectors ( const double *  vect1,
const double *  vect2,
const int  dim 
)
private
bool CglRedSplit::rs_are_different_matrices ( const CoinPackedMatrix mat1,
const CoinPackedMatrix mat2,
const int  nmaj,
const int  nmin 
)
private

Friends And Related Function Documentation

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

A function that tests the methods in the CglRedSplit 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

CglRedSplitParam CglRedSplit::param
private

Object with CglRedSplitParam members.

Definition at line 311 of file CglRedSplit.hpp.

int CglRedSplit::nrow
private

Number of rows ( = number of slack variables) in the current LP.

Definition at line 314 of file CglRedSplit.hpp.

int CglRedSplit::ncol
private

Number of structural variables in the current LP.

Definition at line 317 of file CglRedSplit.hpp.

const double* CglRedSplit::colLower
private

Lower bounds for structural variables.

Definition at line 320 of file CglRedSplit.hpp.

const double* CglRedSplit::colUpper
private

Upper bounds for structural variables.

Definition at line 323 of file CglRedSplit.hpp.

const double* CglRedSplit::rowLower
private

Lower bounds for constraints.

Definition at line 326 of file CglRedSplit.hpp.

const double* CglRedSplit::rowUpper
private

Upper bounds for constraints.

Definition at line 329 of file CglRedSplit.hpp.

const double* CglRedSplit::rowRhs
private

Righ hand side for constraints (upper bound for ranged constraints).

Definition at line 332 of file CglRedSplit.hpp.

int CglRedSplit::card_intBasicVar_frac
private

Number of integer basic structural variables that are fractional in the current lp solution (at least param.away_ from being integer).

Definition at line 336 of file CglRedSplit.hpp.

int CglRedSplit::card_intNonBasicVar
private

Number of integer non basic structural variables in the current lp solution.

Definition at line 340 of file CglRedSplit.hpp.

int CglRedSplit::card_contNonBasicVar
private

Number of continuous non basic variables (structural or slack) in the current lp solution.

Definition at line 344 of file CglRedSplit.hpp.

int CglRedSplit::card_nonBasicAtUpper
private

Number of non basic variables (structural or slack) at their upper bound in the current lp solution.

Definition at line 348 of file CglRedSplit.hpp.

int CglRedSplit::card_nonBasicAtLower
private

Number of non basic variables (structural or slack) at their lower bound in the current lp solution.

Definition at line 352 of file CglRedSplit.hpp.

int* CglRedSplit::cv_intBasicVar_frac
private

Characteristic vector for integer basic structural variables with non integer value in the current lp solution.

Definition at line 356 of file CglRedSplit.hpp.

int* CglRedSplit::intBasicVar_frac
private

List of integer structural basic variables (in order of pivot in selected rows for cut generation).

Definition at line 360 of file CglRedSplit.hpp.

int* CglRedSplit::intNonBasicVar
private

List of integer structural non basic variables.

Definition at line 363 of file CglRedSplit.hpp.

int* CglRedSplit::contNonBasicVar
private

List of continuous non basic variables (structural or slack).

Definition at line 367 of file CglRedSplit.hpp.

int* CglRedSplit::nonBasicAtUpper
private

List of non basic variables (structural or slack) at their upper bound.

Definition at line 371 of file CglRedSplit.hpp.

int* CglRedSplit::nonBasicAtLower
private

List of non basic variables (structural or slack) at their lower bound.

Definition at line 375 of file CglRedSplit.hpp.

int CglRedSplit::mTab
private

Number of rows in the reduced tableau (= card_intBasicVar_frac).

Definition at line 378 of file CglRedSplit.hpp.

int CglRedSplit::nTab
private

Number of columns in the reduced tableau (= card_contNonBasicVar)

Definition at line 381 of file CglRedSplit.hpp.

int** CglRedSplit::pi_mat
private

Tableau of multipliers used to alter the rows used in generation.

Dimensions: mTab by mTab. Initially, pi_mat is the identity matrix.

Definition at line 385 of file CglRedSplit.hpp.

double** CglRedSplit::contNonBasicTab
private

Current tableau for continuous non basic variables (structural or slack).

Only rows used for generation. Dimensions: mTab by nTab.

Definition at line 390 of file CglRedSplit.hpp.

double** CglRedSplit::intNonBasicTab
private

Current tableau for integer non basic structural variables.

Only rows used for generation.

Definition at line 395 of file CglRedSplit.hpp.

double* CglRedSplit::rhsTab
private

Right hand side of the tableau.

Only rows used for generation.

Definition at line 399 of file CglRedSplit.hpp.

const double* CglRedSplit::given_optsol
private

Given optimal solution that should not be cut; only for debug.

Definition at line 402 of file CglRedSplit.hpp.

int CglRedSplit::card_given_optsol
private

Number of entries in given_optsol.

Definition at line 405 of file CglRedSplit.hpp.

int* CglRedSplit::is_integer
private

Characteristic vectors of structural integer variables or continuous variables currently fixed to integer values.

Definition at line 409 of file CglRedSplit.hpp.

int* CglRedSplit::low_is_lub
private

Characteristic vector of the structural variables whose lower bound in absolute value is larger than LUB.

Definition at line 413 of file CglRedSplit.hpp.

int* CglRedSplit::up_is_lub
private

Characteristic vector of the structural variables whose upper bound in absolute value is larger than LUB.

Definition at line 417 of file CglRedSplit.hpp.

OsiSolverInterface* CglRedSplit::solver
private

Pointer on solver. Reset by each call to generateCuts().

Definition at line 420 of file CglRedSplit.hpp.

const double* CglRedSplit::xlp
private

Pointer on point to separate. Reset by each call to generateCuts().

Definition at line 423 of file CglRedSplit.hpp.

const double* CglRedSplit::rowActivity
private

Pointer on row activity. Reset by each call to generateCuts().

Definition at line 426 of file CglRedSplit.hpp.

const char* CglRedSplit::colType
private

Pointer on column type. Reset by each call to generateCuts().

Definition at line 429 of file CglRedSplit.hpp.

const CoinPackedMatrix* CglRedSplit::byRow
private

Pointer on matrix of coefficient ordered by rows.

Reset by each call to generateCuts().

Definition at line 433 of file CglRedSplit.hpp.


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