Class for preProcessing and postProcessing. More...

#include <CglPreProcess.hpp>

Collaboration diagram for CglPreProcess:

Public Member Functions
Main methods
OsiSolverInterface *	preProcess (OsiSolverInterface &model, bool makeEquality=false, int numberPasses=5)
	preProcess problem - returning new problem. More...

OsiSolverInterface *	preProcessNonDefault (OsiSolverInterface &model, int makeEquality=0, int numberPasses=5, int tuning=0)
	preProcess problem - returning new problem. More...

void	postProcess (OsiSolverInterface &model, int deleteStuff=2)
	Creates solution in original model deleteStuff 0 - don't, 1 do (but not if infeasible), 2 always. More...

int	tightenPrimalBounds (OsiSolverInterface &model, double factor=0.0)
	Tightens primal bounds to make dual and branch and cutfaster. More...

OsiSolverInterface *	someFixed (OsiSolverInterface &model, double fractionToKeep=0.25, bool fixContinuousAsWell=false, char *keep=NULL) const
	Fix some of problem - returning new problem. More...

OsiSolverInterface *	cliqueIt (OsiSolverInterface &model, double cliquesNeeded=0.0) const
	Replace cliques by more maximal cliques Returns NULL if rows not reduced by greater than cliquesNeeded*rows. More...

int	reducedCostFix (OsiSolverInterface &model)
	If we have a cutoff - fix variables. More...

Parameter set/get methods
The set methods return true if the parameter was set to the given value, false if the value of the parameter is out of range. The get methods return the value of the parameter.
void	setCutoff (double value)
	Set cutoff bound on the objective function. More...

double	getCutoff () const
	Get the cutoff bound on the objective function - always as minimize. More...

OsiSolverInterface *	originalModel () const
	The original solver associated with this model. More...

void	setOriginalModel (OsiSolverInterface *originalModel)
	Set original model (probably acopy) More...

OsiSolverInterface *	startModel () const
	Solver after making clique equalities (may == original) More...

int	numberSolvers () const
	Number of solvers. More...

OsiSolverInterface *	modelAtPass (int iPass) const
	Copies of solver at various stages after presolve. More...

OsiSolverInterface *	modifiedModel (int iPass) const
	Copies of solver at various stages after presolve after modifications. More...

OsiPresolve *	presolve (int iPass) const
	Matching presolve information. More...

void	setPresolve (int iPass, OsiPresolve *presolve)
	Set matching presolve information. More...

const int *	originalColumns ()
	Return a pointer to the original columns (with possible clique slacks) MUST be called before postProcess otherwise you just get 0,1,2. More...

const int *	originalRows ()
	Return a pointer to the original rows MUST be called before postProcess otherwise you just get 0,1,2. More...

int	numberSOS () const
	Number of SOS if found. More...

const int *	typeSOS () const
	Type of each SOS. More...

const int *	startSOS () const
	Start of each SOS. More...

const int *	whichSOS () const
	Columns in SOS. More...

const double *	weightSOS () const
	Weights for each SOS column. More...

void	passInProhibited (const char *prohibited, int numberColumns)
	Pass in prohibited columns. More...

const char *	prohibited ()
	Updated prohibited columns. More...

int	numberIterationsPre () const
	Number of iterations PreProcessing. More...

int	numberIterationsPost () const
	Number of iterations PostProcessing. More...

void	passInRowTypes (const char *rowTypes, int numberRows)
	Pass in row types 0 normal 1 cut rows - will be dropped if remain in At end of preprocess cut rows will be dropped and put into cuts. More...

const char *	rowTypes ()
	Updated row types - may be NULL Carried around and corresponds to existing rows -1 added by preprocess e.g. More...

const CglStored &	cuts () const
	Return cuts from dropped rows. More...

const CglStored *	cutsPointer () const
	Return pointer to cuts from dropped rows. More...

void	update (const OsiPresolve pinfo, const OsiSolverInterface solver)
	Update prohibited and rowType. More...

int	options () const
	Get options. More...

void	setOptions (int value)
	Set options. More...

Cut generator methods
int	numberCutGenerators () const
	Get the number of cut generators. More...

CglCutGenerator **	cutGenerators () const
	Get the list of cut generators. More...

CglCutGenerator *	cutGenerator (int i) const
	Get the specified cut generator. More...

void	addCutGenerator (CglCutGenerator *generator)
	Add one generator - up to user to delete generators. More...

Setting/Accessing application data
void	setApplicationData (void *appData)
	Set application data. More...

void *	getApplicationData () const
	Get application data. More...

Message handling
void	passInMessageHandler (CoinMessageHandler *handler)
	Pass in Message handler (not deleted at end) More...

void	newLanguage (CoinMessages::Language language)
	Set language. More...

void	setLanguage (CoinMessages::Language language)
	Pass in Message handler (not deleted at end) More...

CoinMessageHandler *	messageHandler () const
	Return handler. More...

CoinMessages	messages ()
	Return messages. More...

CoinMessages *	messagesPointer ()
	Return pointer to messages. More...

Constructors and destructors etc
	CglPreProcess ()
	Constructor. More...

	CglPreProcess (const CglPreProcess &rhs)
	Copy constructor . More...

CglPreProcess &	operator= (const CglPreProcess &rhs)
	Assignment operator. More...

	~CglPreProcess ()
	Destructor. More...

void	gutsOfDestructor ()
	Clears out as much as possible. More...

void	setTimeLimit (const double timeLimit, const bool useElapsedTime)
	Set time limit. More...

void	setKeepColumnNames (const bool keep)
	Keeps original column names. More...

Private Member Functions
private methods
OsiSolverInterface *	modified (OsiSolverInterface *model, bool constraints, int &numberChanges, int iBigPass, int numberPasses)
	Return model with useful modifications. More...

void	createOriginalIndices ()
	create original columns and rows More...

void	makeInteger ()
	Make continuous variables integer. More...

Private member data
OsiSolverInterface *	originalModel_
	The original solver associated with this model. More...

OsiSolverInterface *	startModel_
	Solver after making clique equalities (may == original) More...

int	numberSolvers_
	Number of solvers at various stages. More...

OsiSolverInterface **	model_
	Copies of solver at various stages after presolve. More...

OsiSolverInterface **	modifiedModel_
	Copies of solver at various stages after presolve after modifications. More...

OsiPresolve **	presolve_
	Matching presolve information. More...

CoinMessageHandler *	handler_
	Message handler. More...

bool	defaultHandler_
	Flag to say if handler_ is the default handler. More...

CoinMessages	messages_
	Cgl messages. More...

void *	appData_
	Pointer to user-defined data structure. More...

int *	originalColumn_
	Original column numbers. More...

int *	originalRow_
	Original row numbers. More...

int	numberCutGenerators_
	Number of cut generators. More...

CglCutGenerator **	generator_
	Cut generators. More...

int	numberSOS_
	Number of SOS if found. More...

int *	typeSOS_
	Type of each SOS. More...

int *	startSOS_
	Start of each SOS. More...

int *	whichSOS_
	Columns in SOS. More...

double *	weightSOS_
	Weights for each SOS column. More...

int	numberProhibited_
	Number of columns in original prohibition set. More...

int	numberIterationsPre_
	Number of iterations done in PreProcessing. More...

int	numberIterationsPost_
	Number of iterations done in PostProcessing. More...

char *	prohibited_
	Columns which should not be presolved e.g. SOS. More...

int	numberRowType_
	Number of rows in original row types. More...

int	options_
	Options 1 - original model had integer bounds before tightening 2 - don't do probing 4 - don't do duplicate rows 8 - don't do cliques 16 - some heavy probing options 64 - very heavy probing. More...

char *	rowType_
	Row types (may be NULL) Carried around and corresponds to existing rows -1 added by preprocess e.g. More...

CglStored	cuts_
	Cuts from dropped rows. More...

bool	useElapsedTime_
	use elapsed (wallclock time) or cpu time More...

double	timeLimit_
	time limit (default COIN_DBL_MAX) More...

bool	keepColumnNames_
	keep column names More...

double	getCurrentCPUTime () const
	current elapsed or cpu time More...

Detailed Description

Class for preProcessing and postProcessing.

While cuts can be added at any time in the tree, some cuts are actually just stronger versions of existing constraints. In this case they can replace those constraints rather than being added as new constraints. This is awkward in the tree but reasonable at the root node.

This is a general process class which uses other cut generators to strengthen constraints, establish that constraints are redundant, fix variables and find relationships such as x + y == 1.

Presolve will also be done.

If row names existed they may be replaced by R0000000..., unless setKeepColumnNames(true) is set.

Definition at line 37 of file CglPreProcess.hpp.

Constructor & Destructor Documentation

CglPreProcess::CglPreProcess ( )

Constructor.

CglPreProcess::CglPreProcess ( const CglPreProcess & rhs )

Copy constructor .

CglPreProcess::~CglPreProcess ( )

Destructor.

Member Function Documentation

OsiSolverInterface* CglPreProcess::preProcess	(	OsiSolverInterface &	model,
		bool	makeEquality = `false`,
		int	numberPasses = `5`
	)

preProcess problem - returning new problem.

If makeEquality true then <= cliques converted to ==. Presolve will be done numberPasses times.

Returns NULL if infeasible

This version uses default strategy. For more control copy and edit code from this function i.e. call preProcessNonDefault

OsiSolverInterface* CglPreProcess::preProcessNonDefault	(	OsiSolverInterface &	model,
		int	makeEquality = `0`,
		int	numberPasses = `5`,
		int	tuning = `0`
	)

preProcess problem - returning new problem.

If makeEquality true then <= cliques converted to ==. Presolve will be done numberPasses times.

Returns NULL if infeasible

This version assumes user has added cut generators to CglPreProcess object before calling it. As an example use coding in preProcess If makeEquality is 1 add slacks to get cliques, if 2 add slacks to get sos (but only if looks plausible) and keep sos info

void CglPreProcess::postProcess	(	OsiSolverInterface &	model,
		int	deleteStuff = `2`
	)

Creates solution in original model deleteStuff 0 - don't, 1 do (but not if infeasible), 2 always.

int CglPreProcess::tightenPrimalBounds	(	OsiSolverInterface &	model,
		double	factor = `0.0`
	)

Tightens primal bounds to make dual and branch and cutfaster.

Unless fixed or integral, bounds are slightly looser than they could be. Returns non-zero if problem infeasible Fudge for branch and bound - put bounds on columns of factor * largest value (at continuous) - should improve stability in branch and bound on infeasible branches (0.0 is off)

OsiSolverInterface* CglPreProcess::someFixed	(	OsiSolverInterface &	model,
		double	fractionToKeep = `0.25`,
		bool	fixContinuousAsWell = `false`,
		char *	keep = `NULL`
	)		const

Fix some of problem - returning new problem.

Uses reduced costs. Optional signed character array 1 always keep, -1 always discard, 0 use djs

OsiSolverInterface* CglPreProcess::cliqueIt	(	OsiSolverInterface &	model,
		double	cliquesNeeded = `0.0`
	)		const

Replace cliques by more maximal cliques Returns NULL if rows not reduced by greater than cliquesNeeded*rows.

int CglPreProcess::reducedCostFix ( OsiSolverInterface & model )

If we have a cutoff - fix variables.

void CglPreProcess::setCutoff ( double value )

Set cutoff bound on the objective function.

When using strict comparison, the bound is adjusted by a tolerance to avoid accidentally cutting off the optimal solution.

double CglPreProcess::getCutoff ( ) const

Get the cutoff bound on the objective function - always as minimize.

OsiSolverInterface* CglPreProcess::originalModel ( ) const

inline

The original solver associated with this model.

Definition at line 119 of file CglPreProcess.hpp.

References originalModel_.

Referenced by setOriginalModel().

void CglPreProcess::setOriginalModel ( OsiSolverInterface * originalModel )

inline

Set original model (probably acopy)

Definition at line 124 of file CglPreProcess.hpp.

References originalModel(), and originalModel_.

OsiSolverInterface* CglPreProcess::startModel ( ) const

inline

Solver after making clique equalities (may == original)

Definition at line 129 of file CglPreProcess.hpp.

References startModel_.

int CglPreProcess::numberSolvers ( ) const

inline

Number of solvers.

Definition at line 134 of file CglPreProcess.hpp.

References numberSolvers_.

OsiSolverInterface* CglPreProcess::modelAtPass ( int iPass ) const

inline

Copies of solver at various stages after presolve.

Definition at line 139 of file CglPreProcess.hpp.

References model_, and numberSolvers_.

OsiSolverInterface* CglPreProcess::modifiedModel ( int iPass ) const

inline

Copies of solver at various stages after presolve after modifications.

Definition at line 147 of file CglPreProcess.hpp.

References modifiedModel_, and numberSolvers_.

OsiPresolve* CglPreProcess::presolve ( int iPass ) const

inline

Matching presolve information.

Definition at line 155 of file CglPreProcess.hpp.

References numberSolvers_, and presolve_.

Referenced by setPresolve().

void CglPreProcess::setPresolve	(	int	iPass,
		OsiPresolve *	presolve
	)

inline

Set matching presolve information.

Definition at line 163 of file CglPreProcess.hpp.

References numberSolvers_, presolve(), and presolve_.

const int* CglPreProcess::originalColumns ( )

Return a pointer to the original columns (with possible clique slacks) MUST be called before postProcess otherwise you just get 0,1,2.

const int* CglPreProcess::originalRows ( )

Return a pointer to the original rows MUST be called before postProcess otherwise you just get 0,1,2.

int CglPreProcess::numberSOS ( ) const

inline

Number of SOS if found.

Definition at line 175 of file CglPreProcess.hpp.

References numberSOS_.

const int* CglPreProcess::typeSOS ( ) const

inline

Type of each SOS.

Definition at line 180 of file CglPreProcess.hpp.

References typeSOS_.

const int* CglPreProcess::startSOS ( ) const

inline

Start of each SOS.

Definition at line 185 of file CglPreProcess.hpp.

References startSOS_.

const int* CglPreProcess::whichSOS ( ) const

inline

Columns in SOS.

Definition at line 190 of file CglPreProcess.hpp.

References whichSOS_.

const double* CglPreProcess::weightSOS ( ) const

inline

Weights for each SOS column.

Definition at line 195 of file CglPreProcess.hpp.

References weightSOS_.

void CglPreProcess::passInProhibited	(	const char *	prohibited,
		int	numberColumns
	)

Pass in prohibited columns.

const char* CglPreProcess::prohibited ( )

inline

Updated prohibited columns.

Definition at line 202 of file CglPreProcess.hpp.

References prohibited_.

int CglPreProcess::numberIterationsPre ( ) const

inline

Number of iterations PreProcessing.

Definition at line 207 of file CglPreProcess.hpp.

References numberIterationsPre_.

int CglPreProcess::numberIterationsPost ( ) const

inline

Number of iterations PostProcessing.

Definition at line 212 of file CglPreProcess.hpp.

References numberIterationsPost_.

void CglPreProcess::passInRowTypes	(	const char *	rowTypes,
		int	numberRows
	)

Pass in row types 0 normal 1 cut rows - will be dropped if remain in At end of preprocess cut rows will be dropped and put into cuts.

const char* CglPreProcess::rowTypes ( )

inline

Updated row types - may be NULL Carried around and corresponds to existing rows -1 added by preprocess e.g.

x+y=1 0 normal 1 cut rows - can be dropped if wanted

Definition at line 229 of file CglPreProcess.hpp.

References rowType_.

const CglStored& CglPreProcess::cuts ( ) const

inline

Return cuts from dropped rows.

Definition at line 234 of file CglPreProcess.hpp.

References cuts_.

const CglStored* CglPreProcess::cutsPointer ( ) const

inline

Return pointer to cuts from dropped rows.

Definition at line 239 of file CglPreProcess.hpp.

References cuts_.

void CglPreProcess::update	(	const OsiPresolve *	pinfo,
		const OsiSolverInterface *	solver
	)

Update prohibited and rowType.

int CglPreProcess::options ( ) const

inline

Get options.

Definition at line 246 of file CglPreProcess.hpp.

References options_.

void CglPreProcess::setOptions ( int value )

inline

Set options.

Definition at line 251 of file CglPreProcess.hpp.

References options_.

int CglPreProcess::numberCutGenerators ( ) const

inline

Get the number of cut generators.

Definition at line 260 of file CglPreProcess.hpp.

CglCutGenerator** CglPreProcess::cutGenerators ( ) const

inline

Get the list of cut generators.

Definition at line 265 of file CglPreProcess.hpp.

References generator_.

CglCutGenerator* CglPreProcess::cutGenerator ( int i ) const

inline

Get the specified cut generator.

Definition at line 270 of file CglPreProcess.hpp.

References generator_.

void CglPreProcess::addCutGenerator ( CglCutGenerator * generator )

Add one generator - up to user to delete generators.

void CglPreProcess::setApplicationData ( void * appData )

Set application data.

This is a pointer that the application can store into and retrieve. This field is available for the application to optionally define and use.

void* CglPreProcess::getApplicationData ( ) const

Get application data.

void CglPreProcess::passInMessageHandler ( CoinMessageHandler * handler )

Pass in Message handler (not deleted at end)

void CglPreProcess::newLanguage ( CoinMessages::Language language )

Set language.

Referenced by setLanguage().

void CglPreProcess::setLanguage ( CoinMessages::Language language )

inline

Pass in Message handler (not deleted at end)

Definition at line 302 of file CglPreProcess.hpp.

References newLanguage().

CoinMessageHandler* CglPreProcess::messageHandler ( ) const

inline

Return handler.

Definition at line 307 of file CglPreProcess.hpp.

References handler_.

CoinMessages CglPreProcess::messages ( )

inline

Return messages.

Definition at line 312 of file CglPreProcess.hpp.

References messages_.

CoinMessages* CglPreProcess::messagesPointer ( )

inline

Return pointer to messages.

Definition at line 317 of file CglPreProcess.hpp.

References messages_.

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

Assignment operator.

void CglPreProcess::gutsOfDestructor ( )

Clears out as much as possible.

void CglPreProcess::setTimeLimit	(	const double	timeLimit,
		const bool	useElapsedTime
	)

Set time limit.

void CglPreProcess::setKeepColumnNames ( const bool keep )

Keeps original column names.

OsiSolverInterface* CglPreProcess::modified	(	OsiSolverInterface *	model,
		bool	constraints,
		int &	numberChanges,
		int	iBigPass,
		int	numberPasses
	)

private

Return model with useful modifications.

If constraints true then adds any x+y=1 or x-y=0 constraints If NULL infeasible

void CglPreProcess::createOriginalIndices ( )

private

create original columns and rows

void CglPreProcess::makeInteger ( )

private

Make continuous variables integer.

double CglPreProcess::getCurrentCPUTime ( ) const

private

current elapsed or cpu time

Member Data Documentation

OsiSolverInterface* CglPreProcess::originalModel_

private

The original solver associated with this model.

Definition at line 373 of file CglPreProcess.hpp.

Referenced by originalModel(), and setOriginalModel().

OsiSolverInterface* CglPreProcess::startModel_

private

Solver after making clique equalities (may == original)

Definition at line 375 of file CglPreProcess.hpp.

Referenced by startModel().

int CglPreProcess::numberSolvers_

private

Number of solvers at various stages.

Definition at line 377 of file CglPreProcess.hpp.

Referenced by modelAtPass(), modifiedModel(), numberSolvers(), presolve(), and setPresolve().

OsiSolverInterface** CglPreProcess::model_

private

Copies of solver at various stages after presolve.

Definition at line 379 of file CglPreProcess.hpp.

Referenced by modelAtPass().

OsiSolverInterface** CglPreProcess::modifiedModel_

private

Copies of solver at various stages after presolve after modifications.

Definition at line 381 of file CglPreProcess.hpp.

Referenced by modifiedModel().

OsiPresolve** CglPreProcess::presolve_

private

Matching presolve information.

Definition at line 383 of file CglPreProcess.hpp.

Referenced by presolve(), and setPresolve().

CoinMessageHandler* CglPreProcess::handler_

private

Message handler.

Definition at line 386 of file CglPreProcess.hpp.

Referenced by messageHandler().

bool CglPreProcess::defaultHandler_

private

Flag to say if handler_ is the default handler.

The default handler is deleted when the model is deleted. Other handlers (supplied by the client) will not be deleted.

Definition at line 393 of file CglPreProcess.hpp.

CoinMessages CglPreProcess::messages_

private

Cgl messages.

Definition at line 396 of file CglPreProcess.hpp.

Referenced by messages(), and messagesPointer().

void* CglPreProcess::appData_

private

Pointer to user-defined data structure.

Definition at line 399 of file CglPreProcess.hpp.

int* CglPreProcess::originalColumn_

private

Original column numbers.

Definition at line 401 of file CglPreProcess.hpp.

int* CglPreProcess::originalRow_

private

Original row numbers.

Definition at line 403 of file CglPreProcess.hpp.

int CglPreProcess::numberCutGenerators_

private

Number of cut generators.

Definition at line 405 of file CglPreProcess.hpp.

CglCutGenerator** CglPreProcess::generator_

private

Cut generators.

Definition at line 407 of file CglPreProcess.hpp.

Referenced by cutGenerator(), and cutGenerators().

int CglPreProcess::numberSOS_

private

Number of SOS if found.

Definition at line 409 of file CglPreProcess.hpp.

Referenced by numberSOS().

int* CglPreProcess::typeSOS_

private

Type of each SOS.

Definition at line 411 of file CglPreProcess.hpp.

Referenced by typeSOS().

int* CglPreProcess::startSOS_

private

Start of each SOS.

Definition at line 413 of file CglPreProcess.hpp.

Referenced by startSOS().

int* CglPreProcess::whichSOS_

private

Columns in SOS.

Definition at line 415 of file CglPreProcess.hpp.

Referenced by whichSOS().

double* CglPreProcess::weightSOS_

private

Weights for each SOS column.

Definition at line 417 of file CglPreProcess.hpp.

Referenced by weightSOS().

int CglPreProcess::numberProhibited_

private

Number of columns in original prohibition set.

Definition at line 419 of file CglPreProcess.hpp.

int CglPreProcess::numberIterationsPre_

private

Number of iterations done in PreProcessing.

Definition at line 421 of file CglPreProcess.hpp.

Referenced by numberIterationsPre().

int CglPreProcess::numberIterationsPost_

private

Number of iterations done in PostProcessing.

Definition at line 423 of file CglPreProcess.hpp.

Referenced by numberIterationsPost().

char* CglPreProcess::prohibited_

private

Columns which should not be presolved e.g. SOS.

Definition at line 425 of file CglPreProcess.hpp.

Referenced by prohibited().

int CglPreProcess::numberRowType_

private

Number of rows in original row types.

Definition at line 427 of file CglPreProcess.hpp.

int CglPreProcess::options_

private

Options 1 - original model had integer bounds before tightening 2 - don't do probing 4 - don't do duplicate rows 8 - don't do cliques 16 - some heavy probing options 64 - very heavy probing.

Definition at line 436 of file CglPreProcess.hpp.

Referenced by options(), and setOptions().

char* CglPreProcess::rowType_

private

Row types (may be NULL) Carried around and corresponds to existing rows -1 added by preprocess e.g.

x+y=1 0 normal 1 cut rows - can be dropped if wanted

Definition at line 443 of file CglPreProcess.hpp.

Referenced by rowTypes().

CglStored CglPreProcess::cuts_

private

Cuts from dropped rows.

Definition at line 445 of file CglPreProcess.hpp.

Referenced by cuts(), and cutsPointer().

bool CglPreProcess::useElapsedTime_

private

use elapsed (wallclock time) or cpu time

Definition at line 448 of file CglPreProcess.hpp.

double CglPreProcess::timeLimit_

private

time limit (default COIN_DBL_MAX)

Definition at line 451 of file CglPreProcess.hpp.

bool CglPreProcess::keepColumnNames_

private

keep column names

Definition at line 454 of file CglPreProcess.hpp.

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

/tmp/Dip-0.92.4/Cgl/src/CglPreProcess/CglPreProcess.hpp

Public Member Functions

Private Member Functions

Private member data

Detailed Description

Constructor & Destructor Documentation

Member Function Documentation

Member Data Documentation