Couenne::CouenneAggrProbing Class Reference

Cut Generator for aggressive BT; i.e., an aggressive probing. More...

#include <CouenneAggrProbing.hpp>

Inheritance diagram for Couenne::CouenneAggrProbing:

Public Member Functions
	CouenneAggrProbing (CouenneSetup *couenne, const Ipopt::SmartPtr< Ipopt::OptionsList > options)
	Constructor. More...
	CouenneAggrProbing (const CouenneAggrProbing &rhs)
	Copy constructor. More...
	~CouenneAggrProbing ()
	Destructor. More...
CouenneAggrProbing *	clone () const
	Clone method (necessary for the abstract CglCutGenerator class) More...
void	generateCuts (const OsiSolverInterface &solver, OsiCuts &cuts, const CglTreeInfo=CglTreeInfo()) const
	The main CglCutGenerator; not implemented yet. More...
double	probeVariable (int index, bool probeLower)
	Probe one variable (try to tigthen the lower or the upper bound, depending on the value of the second argument), so that we can generate the corresponding column cut. More...
double	probeVariable2 (int index, bool lower)
	Alternative probing algorithm. More...
void	setMaxTime (double value)
	Set/get maximum time to probe one variable. More...
double	getMaxTime () const
void	setMaxFailedSteps (int value)
	Set/get maximum number of failed steps. More...
int	getMaxFailedSteps () const
void	setMaxNodes (int value)
	Set/get maximum number of nodes to probe one variable. More...
int	getMaxNodes () const
void	setRestoreCutoff (bool value)
	Set/get restoreCutoff parameter (should we restore the initial cutoff value after each probing run?) More...
bool	getRestoreCutoff () const

Static Public Member Functions
static void	registerOptions (Ipopt::SmartPtr< Bonmin::RegisteredOptions > roptions)
	Add list of options to be read from file. More...

Protected Attributes
CouenneSetup *	couenne_
	Pointer to the CouenneProblem representation. More...
int	numCols_
	Number of columns (want to have this handy) More...
double	maxTime_
	Maximum time to probe one variable. More...
int	maxFailedSteps_
	Maximum number of failed iterations. More...
int	maxNodes_
	Maximum number of nodes in probing. More...
bool	restoreCutoff_
	Restore initial cutoff (value and solution)? More...
double	initCutoff_
	Initial cutoff. More...

Detailed Description

Cut Generator for aggressive BT; i.e., an aggressive probing.

This probing strategy is very expensive and was initially developed to be run in parallel; hence, the user can choose to probe just a particular variable, without adding this cut generator to the list of cut generators normally employed by Couenne. However, it can also be used in the standard way; in that case, it chooses automatically the variables to probe (in a very naive way, for the moment). TODO: Implement some way to automatically choose the variables TODO: Implement the generateCuts method, for use in Branch-and-Bound

Definition at line 37 of file CouenneAggrProbing.hpp.

Constructor & Destructor Documentation

Couenne::CouenneAggrProbing::CouenneAggrProbing	(	CouenneSetup *	couenne,
		const Ipopt::SmartPtr< Ipopt::OptionsList >	options
	)

Constructor.

Referenced by clone().

Couenne::CouenneAggrProbing::CouenneAggrProbing

(

const CouenneAggrProbing &

rhs

)

Copy constructor.

Couenne::CouenneAggrProbing::~CouenneAggrProbing

(

)

Destructor.

Member Function Documentation

CouenneAggrProbing* Couenne::CouenneAggrProbing::clone ( ) const

inline

Clone method (necessary for the abstract CglCutGenerator class)

Definition at line 52 of file CouenneAggrProbing.hpp.

References CouenneAggrProbing().

void Couenne::CouenneAggrProbing::generateCuts ( const OsiSolverInterface &  solver, OsiCuts &  cuts, const CglTreeInfo  = CglTreeInfo ()  ) const

inline

The main CglCutGenerator; not implemented yet.

Definition at line 56 of file CouenneAggrProbing.hpp.

double Couenne::CouenneAggrProbing::probeVariable	(	int	index,
		bool	probeLower
	)

Probe one variable (try to tigthen the lower or the upper bound, depending on the value of the second argument), so that we can generate the corresponding column cut.

This runs the main algorithm. It returns the new bound (equal to the initial one if we could not tigthen)

double Couenne::CouenneAggrProbing::probeVariable2	(	int	index,
		bool	lower
	)

Alternative probing algorithm.

This one does not work yet! Do not use, will probably segfault.

static void Couenne::CouenneAggrProbing::registerOptions ( Ipopt::SmartPtr< Bonmin::RegisteredOptions >  roptions )

static

Add list of options to be read from file.

void Couenne::CouenneAggrProbing::setMaxTime

(

double

value

)

Set/get maximum time to probe one variable.

double Couenne::CouenneAggrProbing::getMaxTime

(

)

const

void Couenne::CouenneAggrProbing::setMaxFailedSteps

(

int

value

)

Set/get maximum number of failed steps.

int Couenne::CouenneAggrProbing::getMaxFailedSteps

(

)

const

void Couenne::CouenneAggrProbing::setMaxNodes

(

int

value

)

Set/get maximum number of nodes to probe one variable.

int Couenne::CouenneAggrProbing::getMaxNodes

(

)

const

void Couenne::CouenneAggrProbing::setRestoreCutoff

(

bool

value

)

Set/get restoreCutoff parameter (should we restore the initial cutoff value after each probing run?)

bool Couenne::CouenneAggrProbing::getRestoreCutoff

(

)

const

Member Data Documentation

CouenneSetup* Couenne::CouenneAggrProbing::couenne_

protected

Pointer to the CouenneProblem representation.

Definition at line 98 of file CouenneAggrProbing.hpp.

int Couenne::CouenneAggrProbing::numCols_

protected

Number of columns (want to have this handy)

Definition at line 101 of file CouenneAggrProbing.hpp.

double Couenne::CouenneAggrProbing::maxTime_

protected

Maximum time to probe one variable.

Definition at line 104 of file CouenneAggrProbing.hpp.

int Couenne::CouenneAggrProbing::maxFailedSteps_

protected

Maximum number of failed iterations.

Definition at line 107 of file CouenneAggrProbing.hpp.

int Couenne::CouenneAggrProbing::maxNodes_

protected

Maximum number of nodes in probing.

Definition at line 110 of file CouenneAggrProbing.hpp.

bool Couenne::CouenneAggrProbing::restoreCutoff_

protected

Restore initial cutoff (value and solution)?

Definition at line 113 of file CouenneAggrProbing.hpp.

double Couenne::CouenneAggrProbing::initCutoff_

protected

Initial cutoff.

Definition at line 116 of file CouenneAggrProbing.hpp.

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

• CouenneAggrProbing.hpp