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Couenne::CouenneCutGenerator Class Reference

Cut Generator for linear convexifications. More...

#include <CouenneCutGenerator.hpp>

Inheritance diagram for Couenne::CouenneCutGenerator:

Public Member Functions

 CouenneCutGenerator (Bonmin::OsiTMINLPInterface *=NULL, Bonmin::BabSetupBase *base=NULL, CouenneProblem *=NULL, struct ASL *=NULL)
 constructor More...
 
 CouenneCutGenerator (const CouenneCutGenerator &)
 copy constructor More...
 
 ~CouenneCutGenerator ()
 destructor More...
 
CouenneCutGenerator * clone () const
 clone method (necessary for the abstract CglCutGenerator class) More...
 
CouenneProblem * Problem () const
 return pointer to symbolic problem More...
 
void setProblem (CouenneProblem *p)
 return pointer to symbolic problem More...
 
int getnvars () const
 total number of variables (original + auxiliary) More...
 
bool isFirst () const
 has generateCuts been called yet? More...
 
bool addViolated () const
 should we add the violated cuts only (true), or all of them (false)? More...
 
enum conv_type ConvType () const
 get convexification type (see CouenneTypes.h) More...
 
int nSamples () const
 get number of convexification samples More...
 
void generateCuts (const OsiSolverInterface &, OsiCuts &, const CglTreeInfo=CglTreeInfo()) const
 the main CglCutGenerator More...
 
int createCut (OsiCuts &, CouNumber, CouNumber, int, CouNumber, int=-1, CouNumber=0., int=-1, CouNumber=0., bool=false) const
 create cut and check violation. Insert and return status More...
 
int createCut (OsiCuts &, CouNumber, int, int, CouNumber, int=-1, CouNumber=0., int=-1, CouNumber=0., bool=false) const
 create cut and check violation. Other version with only one bound More...
 
void addEnvelope (OsiCuts &, int, unary_function, unary_function, int, int, CouNumber, CouNumber, CouNumber, t_chg_bounds *=NULL, bool=false) const
 Add general linear envelope to convex function, given its variables' indices, the (univariate) function and its first derivative. More...
 
void addEnvelope (OsiCuts &, int, funtriplet *, int, int, CouNumber, CouNumber, CouNumber, t_chg_bounds *=NULL, bool=false) const
 Add general linear envelope to convex function, given its variables' indices, the (univariate) function and its first derivative. More...
 
int addSegment (OsiCuts &, int, int, CouNumber, CouNumber, CouNumber, CouNumber, int) const
 Add half-plane through (x1,y1) and (x2,y2) – resp. More...
 
int addTangent (OsiCuts &, int, int, CouNumber, CouNumber, CouNumber, int) const
 add tangent at given poing (x,w) with given slope More...
 
void setBabPtr (Bonmin::Bab *p)
 Method to set the Bab pointer. More...
 
void getStats (int &nrc, int &ntc, double &st)
 Get statistics. More...
 
bool & infeasNode () const
 Allow to get and set the infeasNode_ flag (used only in generateCuts()) More...
 
void genRowCuts (const OsiSolverInterface &, OsiCuts &cs, int, int *, t_chg_bounds *=NULL) const
 generate OsiRowCuts for current convexification More...
 
void genColCuts (const OsiSolverInterface &, OsiCuts &, int, int *) const
 generate OsiColCuts for improved (implied and propagated) bounds More...
 
void printLineInfo () const
 print node, depth, LB/UB/LP info More...
 
ConstJnlstPtr Jnlst () const
 Provide Journalist. More...
 
void setJnlst (JnlstPtr jnlst__)
 
double & rootTime ()
 Time spent at root node. More...
 
bool check_lp () const
 return check_lp flag (used in CouenneSolverInterface) More...
 
bool enableLpImpliedBounds () const
 returns value of enable_lp_implied_bounds_ More...
 

Static Public Member Functions

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

Protected Attributes

bool firstcall_
 True if no convexification cuts have been generated yet for this problem. More...
 
bool addviolated_
 True if we should add the violated cuts only, false if all of them should be added. More...
 
enum conv_type convtype_
 what kind of sampling should be performed? More...
 
int nSamples_
 how many cuts should be added for each function? More...
 
CouenneProblem * problem_
 pointer to symbolic repr. of constraint, variables, and bounds More...
 
int nrootcuts_
 number of cuts generated at the first call More...
 
int ntotalcuts_
 total number of cuts generated More...
 
double septime_
 separation time (includes generation of problem) More...
 
double objValue_
 Record obj value at final point of CouenneConv. More...
 
Bonmin::OsiTMINLPInterface * nlp_
 nonlinear solver interface as used within Bonmin (used at first Couenne pass of each b&b node More...
 
Bonmin::Bab * BabPtr_
 pointer to the Bab object (used to retrieve the current primal bound through bestObj()) More...
 
bool infeasNode_
 signal infeasibility of current node (found through bound tightening) More...
 
JnlstPtr jnlst_
 SmartPointer to the Journalist. More...
 
double rootTime_
 Time spent at the root node. More...
 
bool check_lp_
 Check all generated LPs through an independent call to OsiClpSolverInterface::initialSolve() More...
 
bool enable_lp_implied_bounds_
 Take advantage of OsiClpSolverInterface::tightenBounds (), known to have caused some problems some time ago. More...
 
int lastPrintLine
 Running count of printed info lines. More...
 

Detailed Description

Cut Generator for linear convexifications.

Definition at line 49 of file CouenneCutGenerator.hpp.

Constructor & Destructor Documentation

Couenne::CouenneCutGenerator::CouenneCutGenerator ( Bonmin::OsiTMINLPInterface *  = NULL,
Bonmin::BabSetupBase *  base = NULL,
CouenneProblem *  = NULL,
struct ASL *  = NULL 
)

constructor

Referenced by clone().

Couenne::CouenneCutGenerator::CouenneCutGenerator ( const CouenneCutGenerator &  )

copy constructor

Couenne::CouenneCutGenerator::~CouenneCutGenerator ( )

destructor

Member Function Documentation

CouenneCutGenerator* Couenne::CouenneCutGenerator::clone ( ) const
inline

clone method (necessary for the abstract CglCutGenerator class)

Definition at line 125 of file CouenneCutGenerator.hpp.

References CouenneCutGenerator().

CouenneProblem* Couenne::CouenneCutGenerator::Problem ( ) const
inline

return pointer to symbolic problem

Definition at line 129 of file CouenneCutGenerator.hpp.

References problem_.

void Couenne::CouenneCutGenerator::setProblem ( CouenneProblem *  p)
inline

return pointer to symbolic problem

Definition at line 133 of file CouenneCutGenerator.hpp.

References problem_.

int Couenne::CouenneCutGenerator::getnvars ( ) const

total number of variables (original + auxiliary)

bool Couenne::CouenneCutGenerator::isFirst ( ) const
inline

has generateCuts been called yet?

Definition at line 140 of file CouenneCutGenerator.hpp.

References firstcall_.

bool Couenne::CouenneCutGenerator::addViolated ( ) const
inline

should we add the violated cuts only (true), or all of them (false)?

Definition at line 144 of file CouenneCutGenerator.hpp.

References addviolated_.

enum conv_type Couenne::CouenneCutGenerator::ConvType ( ) const
inline

get convexification type (see CouenneTypes.h)

Definition at line 148 of file CouenneCutGenerator.hpp.

References convtype_.

int Couenne::CouenneCutGenerator::nSamples ( ) const
inline

get number of convexification samples

Definition at line 152 of file CouenneCutGenerator.hpp.

References nSamples_.

void Couenne::CouenneCutGenerator::generateCuts ( const OsiSolverInterface &  ,
OsiCuts &  ,
const CglTreeInfo  = CglTreeInfo() 
) const

the main CglCutGenerator

int Couenne::CouenneCutGenerator::createCut ( OsiCuts &  ,
CouNumber  ,
CouNumber  ,
int  ,
CouNumber  ,
int  = -1,
CouNumber  = 0.,
int  = -1,
CouNumber  = 0.,
bool  = false 
) const

create cut and check violation. Insert and return status

int Couenne::CouenneCutGenerator::createCut ( OsiCuts &  ,
CouNumber  ,
int  ,
int  ,
CouNumber  ,
int  = -1,
CouNumber  = 0.,
int  = -1,
CouNumber  = 0.,
bool  = false 
) const

create cut and check violation. Other version with only one bound

void Couenne::CouenneCutGenerator::addEnvelope ( OsiCuts &  ,
int  ,
unary_function  ,
unary_function  ,
int  ,
int  ,
CouNumber  ,
CouNumber  ,
CouNumber  ,
t_chg_bounds *  = NULL,
bool  = false 
) const

Add general linear envelope to convex function, given its variables' indices, the (univariate) function and its first derivative.

void Couenne::CouenneCutGenerator::addEnvelope ( OsiCuts &  ,
int  ,
funtriplet *  ,
int  ,
int  ,
CouNumber  ,
CouNumber  ,
CouNumber  ,
t_chg_bounds *  = NULL,
bool  = false 
) const

Add general linear envelope to convex function, given its variables' indices, the (univariate) function and its first derivative.

int Couenne::CouenneCutGenerator::addSegment ( OsiCuts &  ,
int  ,
int  ,
CouNumber  ,
CouNumber  ,
CouNumber  ,
CouNumber  ,
int   
) const

Add half-plane through (x1,y1) and (x2,y2) – resp.

4th, 5th, 6th, and 7th argument

int Couenne::CouenneCutGenerator::addTangent ( OsiCuts &  ,
int  ,
int  ,
CouNumber  ,
CouNumber  ,
CouNumber  ,
int   
) const

add tangent at given poing (x,w) with given slope

void Couenne::CouenneCutGenerator::setBabPtr ( Bonmin::Bab *  p)
inline

Method to set the Bab pointer.

Definition at line 218 of file CouenneCutGenerator.hpp.

References BabPtr_.

void Couenne::CouenneCutGenerator::getStats ( int &  nrc,
int &  ntc,
double &  st 
)
inline

Get statistics.

Definition at line 222 of file CouenneCutGenerator.hpp.

References nrootcuts_, ntotalcuts_, and septime_.

bool& Couenne::CouenneCutGenerator::infeasNode ( ) const
inline

Allow to get and set the infeasNode_ flag (used only in generateCuts())

Definition at line 229 of file CouenneCutGenerator.hpp.

References infeasNode_.

void Couenne::CouenneCutGenerator::genRowCuts ( const OsiSolverInterface &  ,
OsiCuts &  cs,
int  ,
int *  ,
t_chg_bounds *  = NULL 
) const

generate OsiRowCuts for current convexification

void Couenne::CouenneCutGenerator::genColCuts ( const OsiSolverInterface &  ,
OsiCuts &  ,
int  ,
int *   
) const

generate OsiColCuts for improved (implied and propagated) bounds

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

Add list of options to be read from file.

void Couenne::CouenneCutGenerator::printLineInfo ( ) const

print node, depth, LB/UB/LP info

ConstJnlstPtr Couenne::CouenneCutGenerator::Jnlst ( ) const
inline

Provide Journalist.

Definition at line 246 of file CouenneCutGenerator.hpp.

References jnlst_.

void Couenne::CouenneCutGenerator::setJnlst ( JnlstPtr  jnlst__)
inline

Definition at line 249 of file CouenneCutGenerator.hpp.

References jnlst_.

double& Couenne::CouenneCutGenerator::rootTime ( )
inline

Time spent at root node.

Definition at line 253 of file CouenneCutGenerator.hpp.

References rootTime_.

bool Couenne::CouenneCutGenerator::check_lp ( ) const
inline

return check_lp flag (used in CouenneSolverInterface)

Definition at line 257 of file CouenneCutGenerator.hpp.

References check_lp_.

bool Couenne::CouenneCutGenerator::enableLpImpliedBounds ( ) const
inline

returns value of enable_lp_implied_bounds_

Definition at line 261 of file CouenneCutGenerator.hpp.

References enable_lp_implied_bounds_.

Member Data Documentation

bool Couenne::CouenneCutGenerator::firstcall_
mutableprotected

True if no convexification cuts have been generated yet for this problem.

Definition at line 55 of file CouenneCutGenerator.hpp.

Referenced by isFirst().

bool Couenne::CouenneCutGenerator::addviolated_
mutableprotected

True if we should add the violated cuts only, false if all of them should be added.

Definition at line 59 of file CouenneCutGenerator.hpp.

Referenced by addViolated().

enum conv_type Couenne::CouenneCutGenerator::convtype_
protected

what kind of sampling should be performed?

Definition at line 62 of file CouenneCutGenerator.hpp.

Referenced by ConvType().

int Couenne::CouenneCutGenerator::nSamples_
protected

how many cuts should be added for each function?

Definition at line 65 of file CouenneCutGenerator.hpp.

Referenced by nSamples().

CouenneProblem* Couenne::CouenneCutGenerator::problem_
protected

pointer to symbolic repr. of constraint, variables, and bounds

Definition at line 68 of file CouenneCutGenerator.hpp.

Referenced by Problem(), and setProblem().

int Couenne::CouenneCutGenerator::nrootcuts_
mutableprotected

number of cuts generated at the first call

Definition at line 71 of file CouenneCutGenerator.hpp.

Referenced by getStats().

int Couenne::CouenneCutGenerator::ntotalcuts_
mutableprotected

total number of cuts generated

Definition at line 74 of file CouenneCutGenerator.hpp.

Referenced by getStats().

double Couenne::CouenneCutGenerator::septime_
mutableprotected

separation time (includes generation of problem)

Definition at line 77 of file CouenneCutGenerator.hpp.

Referenced by getStats().

double Couenne::CouenneCutGenerator::objValue_
mutableprotected

Record obj value at final point of CouenneConv.

Definition at line 80 of file CouenneCutGenerator.hpp.

Bonmin::OsiTMINLPInterface* Couenne::CouenneCutGenerator::nlp_
protected

nonlinear solver interface as used within Bonmin (used at first Couenne pass of each b&b node

Definition at line 84 of file CouenneCutGenerator.hpp.

Bonmin::Bab* Couenne::CouenneCutGenerator::BabPtr_
protected

pointer to the Bab object (used to retrieve the current primal bound through bestObj())

Definition at line 88 of file CouenneCutGenerator.hpp.

Referenced by setBabPtr().

bool Couenne::CouenneCutGenerator::infeasNode_
mutableprotected

signal infeasibility of current node (found through bound tightening)

Definition at line 91 of file CouenneCutGenerator.hpp.

Referenced by infeasNode().

JnlstPtr Couenne::CouenneCutGenerator::jnlst_
protected

SmartPointer to the Journalist.

Definition at line 94 of file CouenneCutGenerator.hpp.

Referenced by Jnlst(), and setJnlst().

double Couenne::CouenneCutGenerator::rootTime_
mutableprotected

Time spent at the root node.

Definition at line 97 of file CouenneCutGenerator.hpp.

Referenced by rootTime().

bool Couenne::CouenneCutGenerator::check_lp_
protected

Check all generated LPs through an independent call to OsiClpSolverInterface::initialSolve()

Definition at line 101 of file CouenneCutGenerator.hpp.

Referenced by check_lp().

bool Couenne::CouenneCutGenerator::enable_lp_implied_bounds_
protected

Take advantage of OsiClpSolverInterface::tightenBounds (), known to have caused some problems some time ago.

Definition at line 105 of file CouenneCutGenerator.hpp.

Referenced by enableLpImpliedBounds().

int Couenne::CouenneCutGenerator::lastPrintLine
mutableprotected

Running count of printed info lines.

Definition at line 108 of file CouenneCutGenerator.hpp.

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