#include <ATM_DecompApp.h>

Inheritance diagram for ATM_DecompApp:

Collaboration diagram for ATM_DecompApp:

Public Member Functions
virtual bool	APPisUserFeasible (const double *x, const int nCols, const double tolZero)
	Method to determine if the solution (x) is feasible to the original model. More...

Helper functions (public).
void	initializeApp ()
	Initialize application. More...

void	createModels ()
	Initialize application. More...

int	createConZtoX (DecompConstraintSet *model, const int atmIndex)
	Initialize application. More...

int	createConPickOne (DecompConstraintSet *model, const int atmIndex)
	Initialize application. More...

int	createConCount (DecompConstraintSet *model, const int atmIndex)
	Initialize application. More...

DecompConstraintSet *	createModelCore1 (bool includeCount=true)
	Initialize application. More...

DecompConstraintSet *	createModelRelax1 (const int a, bool includeCount=true)
	Initialize application. More...

DecompConstraintSet *	createModelCore2 ()
	Initialize application. More...

DecompConstraintSet *	createModelRelax2 (const int d)
	Initialize application. More...

DecompConstraintSet *	createModelCoreCount ()
	Initialize application. More...

DecompConstraintSet *	createModelRelaxCount ()
	Initialize application. More...

const int	numCoreCols () const
	Initialize application. More...

const int	getNAtmsSteps () const
	Initialize application. More...

void	createModelColumns (DecompConstraintSet *model, const int atmIndex=-1, const int dateIndex=-1)
	Initialize application. More...

const int	getColOffset_x1 () const
	Initialize application. More...

const int	getColOffset_z () const
	Initialize application. More...

const int	getColOffset_fp () const
	Initialize application. More...

const int	getColOffset_fm () const
	Initialize application. More...

const int	getColOffset_x2 () const
	Initialize application. More...

const int	getColOffset_x3 () const
	Initialize application. More...

const int	getColOffset_v () const
	Initialize application. More...

const int	colIndex_x1 (const int a, const int t) const
	Initialize application. More...

const int	colIndex_z (const int a, const int t) const
	Initialize application. More...

const int	colIndex_fp (const int pairIndex) const
	Initialize application. More...

const int	colIndex_fm (const int pairIndex) const
	Initialize application. More...

const int	colIndex_x2 (const int a) const
	Initialize application. More...

const int	colIndex_x3 (const int a) const
	Initialize application. More...

const int	colIndex_v (const int pairIndex) const
	Initialize application. More...

void	addColumnNamesA (DecompConstraintSet *model, const string prefix, const int offset)
	Initialize application. More...

void	addColumnNamesAT (DecompConstraintSet *model, const string prefix, const int offset)
	Initialize application. More...

void	addColumnNamesAD (DecompConstraintSet *model, const string prefix, const int offset)
	Initialize application. More...

Constructor and Destructor
	ATM_DecompApp (UtilParameters &utilParam)
	Default constructor. More...

virtual	~ATM_DecompApp ()
	Default constructor. More...

Public Member Functions inherited from DecompApp
void	createModels ()
	Create model parts. More...

DecompConstraintSet *	createModelPart (const int nRowsPart, const int *rowsPart)

void	createModelPart (DecompConstraintSet model, const int nRowsPart, const int rowsPart)

void	createModelPartSparse (DecompConstraintSet model, const int nRowsPart, const int rowsPart)

void	readInitSolutionFile (DecompVarList &initVars)

void	readBlockFile ()
	Read block file. More...

void	readProblem ()
	Read Problem. More...

void	singlyBorderStructureDetection ()
	Automatically detect singly bordered structure. More...

void	findActiveColumns (const std::vector< int > &rowsPart, std::set< int > &activeColsSet)
	Find the active columns for some block. More...

const std::string	getInstanceName ()
	Get Intance name. More...

const CoinPackedMatrix *	getMatrix ()
	Get constraint matrix for analysis. More...

void	setInfinity ()
	Set the value of infinity. More...

	DecompApp (UtilParameters &utilParam)
	Constructor for base DecompApp class. More...

virtual	~DecompApp ()
	Destructor. More...

void	startupLog ()
	Initialize the DecompApp data. More...

int	createModel ()

virtual void	APPcreateModel (double &objCoeff, map< int, DecompConstraintSet > &modelCore, map< int, DecompConstraintSet * > &modelRelax)=0

virtual int	APPheuristics (const double xhat, vector< DecompSolution > &xhatIPFeas)

virtual int	generateInitVars (DecompVarList &initVars, int whichModel)

virtual int	generateCuts (const double *x, const DecompConstraintSet &modelCore, const DecompConstraintSet &modelRelax, DecompCutList &newCuts)

virtual decompStat	APPsolveRelaxed (const int whichModel, const double redCostX, const double origCost, const double alpha, const int n_origCols, const bool checkRC, const bool checkDup, OsiSolverInterface m_subprobSI, list< DecompVar > &vars)

virtual void	printOriginalColumn (const int index, ostream *os=&cout) const

virtual void	printOriginalSolution (const int n_cols, const double solution, ostream os=&cout) const

	DecompApp (UtilParameters &utilParam)

virtual	~DecompApp ()

void	preprocess ()
	Preprocess (standard ): on the TODO list. More...

void	startupLog ()
	Print startup message to log. More...

int	createModel ()
	Preprocess (standard ): on the TODO list. More...

const double	getBestKnownLB () const
	Preprocess (standard ): on the TODO list. More...

const double	getBestKnownUB () const
	Preprocess (standard ): on the TODO list. More...

void	setBestKnownLB (const double bestKnownLB)
	Preprocess (standard ): on the TODO list. More...

void	setBestKnownUB (const double bestKnownUB)
	Preprocess (standard ): on the TODO list. More...

void	setModelObjective (const double *objective, const int length)
	Set the model objective function. More...

void	setModelCore (DecompConstraintSet *model, const std::string modelName)
	Set the model core constraint matrix. More...

void	setModelRelax (DecompConstraintSet *model, const std::string modelName="", const int blockId=0)
	Set the model relaxed constraint matrix (for a particular block). More...

void	setModelRelaxNest (DecompConstraintSet *model, const std::string modelName, const int blockId=0)
	Set the model relaxed (nested) constraint matrix (for a particular block). More...

DecompAlgo *	getDecompAlgo () const
	Get a pointer to the base algorithm class. More...

virtual void	initDualVector (std::vector< double > &dualVector)
	Initialize the dual vector for PhaseII of PC. More...

virtual int	APPheuristics (const double xhat, const double origCost, std::vector< DecompSolution * > &xhatIPFeas)
	Initialize the dual vector for PhaseII of PC. More...

virtual const double *	getDualForGenerateVars (const double *dual)
	This function allows the user to return their own dual vector to be used in the generation of new variables (in the reduced-cost calculation). More...

virtual int	generateInitVars (DecompVarList &initVars)
	Initialize the dual vector for PhaseII of PC. More...

virtual int	generateCuts (const double *x, DecompCutList &newCuts)
	Initialize the dual vector for PhaseII of PC. More...

virtual void	solveRelaxedWhich (std::vector< int > &blocksToSolve, std::map< int, std::vector< double > > &userDualsByBlock)
	Initialize the dual vector for PhaseII of PC. More...

virtual DecompSolverStatus	solveRelaxed (const int whichBlock, const double *redCostX, const double target, DecompVarList &varList)
	Initialize the dual vector for PhaseII of PC. More...

virtual DecompSolverStatus	solveRelaxedNest (const int whichBlock, const double *redCostX, const double target, DecompVarList &varList)
	Initialize the dual vector for PhaseII of PC. More...

virtual void	printOriginalColumn (const int index, std::ostream *os=&std::cout) const
	Initialize the dual vector for PhaseII of PC. More...

virtual void	printOriginalSolution (const int n_cols, const std::vector< std::string > &colNames, const double solution, std::ostream os=&std::cout) const
	Initialize the dual vector for PhaseII of PC. More...

Private Attributes
const string	m_classTag
	Class id tag (for log / debugging). More...

ATM_Instance	m_instance
	ATM problem instance data. More...

ATM_Param	m_appParam
	Application specific parameters. More...

double *	m_objective
	The model objective coefficients (original space). More...

vector< DecompConstraintSet * >	m_models
	The various model constraint systems used for different algos. More...

Additional Inherited Members
Public Attributes inherited from DecompApp
int	NumBlocks
	Number of Blocks defalut value 0 set by BlockNumInput parameter. More...

DecompParam	m_param
	Parameters. More...

UtilParameters *	m_utilParam

const double *	m_objective
	Model data: objective function. More...

DecompModel	m_modelCore
	Model data: the core model (A'') More...

std::map< int, DecompModel >	m_modelRelax
	Model data: the relaxed model(s) (A') More...

std::map< int, std::vector < DecompModel > >	m_modelRelaxNest
	Model data: the relaxed (nested) model(s) (A') More...

DecompAlgo *	m_decompAlgo
	Pointer to the base algorithmic object. More...

CoinMpsIO	m_mpsIO
	MPS object for reading instances. More...

CoinLpIO	m_lpIO
	LP object for reading instances. More...

const CoinPackedMatrix *	m_matrix
	Original constraint matrix for the instance. More...

DecompConstraintSet *	m_modelC
	The model constraint systems used for different algos. More...

std::map< int, DecompConstraintSet * >	m_modelR

std::map< int, std::vector< int > >	m_blocks
	Definition of blocks (by rows) More...

int	m_threadIndex
	serves as an index to track different DecompApp object during Concurrent process, where when m_threadIndex is 0, problem is solved by cutting plance from standalone solver, when it is greater than 0, it is solved by branch-and-price, More...

double	m_infinity
	The value of infinity. More...

DecompModel	m_model

map< int, DecompConstraintSet * >	m_modelCore

map< int, DecompConstraintSet * >	m_modelRelax

Protected Attributes inherited from DecompApp
std::ostream *	m_osLog
	Log file. More...

double	m_bestKnownLB
	The best known LB/UB for this application (if known, for debugging). More...

double	m_bestKnownUB

ostream *	m_osLog

Detailed Description

A DecompApp for solving the ATM Cash Management Problem (ATM).

See Also: DecompApp

Definition at line 37 of file ATM_DecompApp.h.

Constructor & Destructor Documentation

ATM_DecompApp::ATM_DecompApp ( UtilParameters & utilParam )

inline

Default constructor.

Takes an instance of UtilParameters

Definition at line 191 of file ATM_DecompApp.h.

References ATM_Param::dumpSettings(), ATM_Param::getSettings(), initializeApp(), ATM_Param::LogLevel, and m_appParam.

virtual ATM_DecompApp::~ATM_DecompApp ( )

inlinevirtual

Default constructor.

Takes an instance of UtilParameters

Definition at line 205 of file ATM_DecompApp.h.

References m_models, and UtilDeleteVectorPtr().

Member Function Documentation

virtual bool ATM_DecompApp::APPisUserFeasible	(	const double *	x,
		const int	numCols,
		const double	tolZero
	)

virtual

Method to determine if the solution (x) is feasible to the original model.

For explicitly defined model components, like the model core constraints (A''), the feasibility of the solution is automatically checked against the constraints. In the case when the relaxed problem constraints (A') are explicitly defined - these are also checked automatically.

However, for some applications, a valid feasible constraint system cannot be explicitly defined (even for the core set of constraints). For example, think of the case of TSP, where A'' is defined as the subtour elimination constraints. These constraints are implicitly defined by deriving the method DecompApp::generateCuts. Therefore, the framework cannot automatically tell if a solution is feasible by checking against the constraint system. In this case, the user must provide this method.

Parameters

[in]	x	The solution point to check.
[in]	numCols	The number of variables.
[in]	tolZero	The integrality tolerance (currently ignored).

Returns: True, if x is feasible; otherwise, false.

Reimplemented from DecompApp.

void ATM_DecompApp::initializeApp ( )

virtual

Initialize application.

Reimplemented from DecompApp.

Referenced by ATM_DecompApp().

void ATM_DecompApp::createModels ( )

Initialize application.

int ATM_DecompApp::createConZtoX	(	DecompConstraintSet *	model,
		const int	atmIndex
	)

Initialize application.

int ATM_DecompApp::createConPickOne	(	DecompConstraintSet *	model,
		const int	atmIndex
	)

Initialize application.

int ATM_DecompApp::createConCount	(	DecompConstraintSet *	model,
		const int	atmIndex
	)

Initialize application.

DecompConstraintSet* ATM_DecompApp::createModelCore1 ( bool includeCount = true )

Initialize application.

DecompConstraintSet* ATM_DecompApp::createModelRelax1	(	const int	a,
		bool	includeCount = `true`
	)

Initialize application.

DecompConstraintSet* ATM_DecompApp::createModelCore2 ( )

Initialize application.

DecompConstraintSet* ATM_DecompApp::createModelRelax2 ( const int d )

Initialize application.

DecompConstraintSet* ATM_DecompApp::createModelCoreCount ( )

Initialize application.

DecompConstraintSet* ATM_DecompApp::createModelRelaxCount ( )

Initialize application.

const int ATM_DecompApp::numCoreCols ( ) const

inline

Initialize application.

Definition at line 89 of file ATM_DecompApp.h.

References ATM_Instance::getNAtms(), getNAtmsSteps(), ATM_Instance::getNPairs(), and m_instance.

const int ATM_DecompApp::getNAtmsSteps ( ) const

inline

Initialize application.

Definition at line 104 of file ATM_DecompApp.h.

References ATM_Instance::getNAtms(), m_appParam, m_instance, ATM_Param::NumSteps, and ATM_Param::UseTightModel.

Referenced by getColOffset_fp(), getColOffset_z(), and numCoreCols().

void ATM_DecompApp::createModelColumns	(	DecompConstraintSet *	model,
		const int	atmIndex = `-1`,
		const int	dateIndex = `-1`
	)

Initialize application.

const int ATM_DecompApp::getColOffset_x1 ( ) const

inline

Initialize application.

Definition at line 125 of file ATM_DecompApp.h.

Referenced by colIndex_x1(), and getColOffset_z().

const int ATM_DecompApp::getColOffset_z ( ) const

inline

Initialize application.

Definition at line 128 of file ATM_DecompApp.h.

References getColOffset_x1(), and getNAtmsSteps().

Referenced by colIndex_z(), and getColOffset_fp().

const int ATM_DecompApp::getColOffset_fp ( ) const

inline

Initialize application.

Definition at line 131 of file ATM_DecompApp.h.

References getColOffset_z(), and getNAtmsSteps().

Referenced by colIndex_fp(), and getColOffset_fm().

const int ATM_DecompApp::getColOffset_fm ( ) const

inline

Initialize application.

Definition at line 134 of file ATM_DecompApp.h.

References getColOffset_fp(), ATM_Instance::getNPairs(), and m_instance.

Referenced by colIndex_fm(), and getColOffset_x2().

const int ATM_DecompApp::getColOffset_x2 ( ) const

inline

Initialize application.

Definition at line 137 of file ATM_DecompApp.h.

References getColOffset_fm(), ATM_Instance::getNPairs(), and m_instance.

Referenced by colIndex_x2(), and getColOffset_x3().

const int ATM_DecompApp::getColOffset_x3 ( ) const

inline

Initialize application.

Definition at line 140 of file ATM_DecompApp.h.

References getColOffset_x2(), ATM_Instance::getNAtms(), and m_instance.

Referenced by colIndex_x3(), and getColOffset_v().

const int ATM_DecompApp::getColOffset_v ( ) const

inline

Initialize application.

Definition at line 143 of file ATM_DecompApp.h.

References getColOffset_x3(), ATM_Instance::getNAtms(), and m_instance.

Referenced by colIndex_v().

const int ATM_DecompApp::colIndex_x1	(	const int	a,
		const int	t
	)		const

inline

Initialize application.

Definition at line 147 of file ATM_DecompApp.h.

References getColOffset_x1(), m_appParam, ATM_Param::NumSteps, and ATM_Param::UseTightModel.

const int ATM_DecompApp::colIndex_z	(	const int	a,
		const int	t
	)		const

inline

Initialize application.

Definition at line 153 of file ATM_DecompApp.h.

References getColOffset_z(), m_appParam, ATM_Param::NumSteps, and ATM_Param::UseTightModel.

const int ATM_DecompApp::colIndex_fp ( const int pairIndex ) const

inline

Initialize application.

Definition at line 159 of file ATM_DecompApp.h.

References getColOffset_fp().

const int ATM_DecompApp::colIndex_fm ( const int pairIndex ) const

inline

Initialize application.

Definition at line 162 of file ATM_DecompApp.h.

References getColOffset_fm().

const int ATM_DecompApp::colIndex_x2 ( const int a ) const

inline

Initialize application.

Definition at line 165 of file ATM_DecompApp.h.

References getColOffset_x2().

const int ATM_DecompApp::colIndex_x3 ( const int a ) const

inline

Initialize application.

Definition at line 168 of file ATM_DecompApp.h.

References getColOffset_x3().

const int ATM_DecompApp::colIndex_v ( const int pairIndex ) const

inline

Initialize application.

Definition at line 171 of file ATM_DecompApp.h.

References getColOffset_v().

void ATM_DecompApp::addColumnNamesA	(	DecompConstraintSet *	model,
		const string	prefix,
		const int	offset
	)

Initialize application.

void ATM_DecompApp::addColumnNamesAT	(	DecompConstraintSet *	model,
		const string	prefix,
		const int	offset
	)

Initialize application.

void ATM_DecompApp::addColumnNamesAD	(	DecompConstraintSet *	model,
		const string	prefix,
		const int	offset
	)

Initialize application.

Member Data Documentation

const string ATM_DecompApp::m_classTag

private

Class id tag (for log / debugging).

Definition at line 40 of file ATM_DecompApp.h.

ATM_Instance ATM_DecompApp::m_instance

private

ATM problem instance data.

Definition at line 43 of file ATM_DecompApp.h.

Referenced by getColOffset_fm(), getColOffset_v(), getColOffset_x2(), getColOffset_x3(), getNAtmsSteps(), and numCoreCols().

ATM_Param ATM_DecompApp::m_appParam

private

Application specific parameters.

Definition at line 46 of file ATM_DecompApp.h.

Referenced by ATM_DecompApp(), colIndex_x1(), colIndex_z(), and getNAtmsSteps().

double* ATM_DecompApp::m_objective

private

The model objective coefficients (original space).

Definition at line 49 of file ATM_DecompApp.h.

vector<DecompConstraintSet*> ATM_DecompApp::m_models

private

The various model constraint systems used for different algos.

Definition at line 52 of file ATM_DecompApp.h.

Referenced by ~ATM_DecompApp().

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

/tmp/Dip-0.92.4/Dip/examples/ATM/ATM_DecompApp.h

Public Member Functions

Private Attributes

Additional Inherited Members

Detailed Description

Constructor & Destructor Documentation

Member Function Documentation

Member Data Documentation