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CouenneExprMul.hpp
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1 /* $Id: CouenneExprMul.hpp 811 2012-02-01 19:21:41Z pbelotti $
2  *
3  * Name: exprMul.hpp
4  * Author: Pietro Belotti
5  * Purpose: definition of multiplications
6  *
7  * (C) Carnegie-Mellon University, 2006-10.
8  * This file is licensed under the Eclipse Public License (EPL)
9  */
10 
11 #ifndef COUENNE_EXPRMUL_H
12 #define COUENNE_EXPRMUL_H
13 
14 #include <vector>
15 
16 #include "CouenneExprOp.hpp"
17 
18 namespace Couenne {
19 
20 class CouenneCutGenerator;
21 
23 
24 class exprMul: public exprOp {
25 
26  public:
27 
29  exprMul (expression **, int);
30 
33 
35  virtual expression *clone (Domain *d = NULL) const
36  {return new exprMul (clonearglist (d), nargs_);}
37 
39  std::string printOp () const
40  {return "*";}
41 
43  inline CouNumber operator () ();
44 
46  virtual CouNumber gradientNorm (const double *x);
47 
49  expression *differentiate (int index);
50 
52  expression *simplify ();
53 
55  virtual int Linearity ();
56 
58  virtual void getBounds (expression *&, expression *&);
59 
61  virtual void getBounds (CouNumber &lb, CouNumber &ub);
62 
65  virtual exprAux *standardize (CouenneProblem *p, bool addAux = true);
66 
68  virtual void generateCuts (expression *w, //const OsiSolverInterface &si,
69  OsiCuts &cs, const CouenneCutGenerator *cg,
70  t_chg_bounds * = NULL, int = -1,
73 
75  virtual enum expr_type code ()
76  {return COU_EXPRMUL;}
77 
79  virtual bool impliedBound (int, CouNumber *, CouNumber *, t_chg_bounds *,
81 
84  virtual CouNumber selectBranch (const CouenneObject *obj,
85  const OsiBranchingInformation *info,
86  expression * &var,
87  double * &brpts,
88  double * &brDist, // distance of current LP
89  // point to new convexifications
90  int &way);
91 
93  virtual void closestFeasible (expression *varind,
94  expression *vardep,
95  CouNumber &left,
96  CouNumber &right) const;
97 protected:
98 
100  int impliedBoundMul (CouNumber wl,
101  CouNumber wu,
102  std::vector <CouNumber> &xl,
103  std::vector <CouNumber> &xu,
104  std::vector <std::pair <int, CouNumber> > &nl,
105  std::vector <std::pair <int, CouNumber> > &nu);
106 
108  CouNumber balancedMul (const OsiBranchingInformation *info, int index, int wind);
109 
112  virtual bool isCuttable (CouenneProblem *problem, int index) const
113  {return false;} // concave on both sides, as for products
114 };
115 
116 
119 
120  CouNumber ret = 1.;
121  expression **al = arglist_;
122 
123  for (int n = nargs_; n--;)
124  ret *= (**al++) ();
125 
126  return ret;
127 }
128 
129 
131 void unifiedProdCuts (const CouenneCutGenerator *, OsiCuts &,
136 
137 
139 void upperEnvHull (const CouenneCutGenerator *cg, OsiCuts &cs,
140  int xi, CouNumber x0, CouNumber xl, CouNumber xu,
141  int yi, CouNumber y0, CouNumber yl, CouNumber yu,
142  int wi, CouNumber w0, CouNumber wl, CouNumber wu);
143 
144 
147 double *computeMulBrDist (const OsiBranchingInformation *info,
148  int xi, int yi, int wi, int brind, double *brpt, int nPts = 1);
149 
150 }
151 
152 #endif
Cut Generator for linear convexifications.
virtual void generateCuts(expression *w, OsiCuts &cs, const CouenneCutGenerator *cg, t_chg_bounds *=NULL, int=-1, CouNumber=-COUENNE_INFINITY, CouNumber=COUENNE_INFINITY)
generate equality between *this and *w
std::string printOp() const
Print operator.
expression * simplify()
simplification
void unifiedProdCuts(const CouenneCutGenerator *, OsiCuts &, int, CouNumber, CouNumber, CouNumber, int, CouNumber, CouNumber, CouNumber, int, CouNumber, CouNumber, CouNumber, t_chg_bounds *, enum expression::auxSign)
unified convexification of products and divisions
OsiObject for auxiliary variables $w=f(x)$.
CouNumber balancedMul(const OsiBranchingInformation *info, int index, int wind)
balanced strategy for branching point selection in products
status of lower/upper bound of a variable, to be checked/modified in bound tightening ...
virtual enum expr_type code()
code for comparison
CouNumber operator()()
Method to evaluate the expression.
virtual bool isCuttable(CouenneProblem *problem, int index) const
can this expression be further linearized or are we on its concave (&quot;bad&quot;) side
virtual CouNumber selectBranch(const CouenneObject *obj, const OsiBranchingInformation *info, expression *&var, double *&brpts, double *&brDist, int &way)
set up branching object by evaluating many branching points for each expression&#39;s arguments ...
virtual expression * clone(Domain *d=NULL) const
Cloning method.
exprMul(expression **, int)
Constructor.
virtual void closestFeasible(expression *varind, expression *vardep, CouNumber &left, CouNumber &right) const
compute and for Violation Transfer algorithm
virtual int Linearity()
get a measure of &quot;how linear&quot; the expression is:
auxSign
&quot;sign&quot; of the constraint defining an auxiliary.
virtual exprAux * standardize(CouenneProblem *p, bool addAux=true)
reduce expression in standard form, creating additional aux variables (and constraints) ...
expression ** clonearglist(Domain *d=NULL) const
clone argument list (for use with clone method)
Class for MINLP problems with symbolic information.
void upperEnvHull(const CouenneCutGenerator *cg, OsiCuts &cs, int xi, CouNumber x0, CouNumber xl, CouNumber xu, int yi, CouNumber y0, CouNumber yl, CouNumber yu, int wi, CouNumber w0, CouNumber wl, CouNumber wu)
better cuts than those from unifiedProdCuts
virtual bool impliedBound(int, CouNumber *, CouNumber *, t_chg_bounds *, enum Couenne::expression::auxSign=Couenne::expression::AUX_EQ)
implied bound processing
expression ** arglist_
argument list is an array of pointers to other expressions
double CouNumber
main number type in Couenne
int nargs_
number of arguments (cardinality of arglist)
general n-ary operator-type expression: requires argument list.
int impliedBoundMul(CouNumber wl, CouNumber wu, std::vector< CouNumber > &xl, std::vector< CouNumber > &xu, std::vector< std::pair< int, CouNumber > > &nl, std::vector< std::pair< int, CouNumber > > &nu)
inferring bounds on factors of a product
#define COUENNE_INFINITY
Auxiliary variable.
virtual CouNumber gradientNorm(const double *x)
return l-2 norm of gradient at given point
virtual void getBounds(expression *&, expression *&)
Get lower and upper bound of an expression (if any)
expr_type
code returned by the method expression::code()
Expression base class.
double * computeMulBrDist(const OsiBranchingInformation *info, int xi, int yi, int wi, int brind, double *brpt, int nPts=1)
compute distance from future convexifications in set with x,y,w bounded.
expression * differentiate(int index)
differentiation
Define a dynamic point+bounds, with a way to save and restore previous points+bounds through a LIFO s...
class for multiplications,