Base class for DECOMP algorithms. More...

#include <DecompAlgo.h>

Inheritance diagram for DecompAlgo:

Collaboration diagram for DecompAlgo:

Public Member Functions
bool	isGapTight ()

double	getInfinity ()
	Return the value of infinity. More...

virtual bool	isDone ()

std::vector< double * >	getDualRays (int maxNumRays)

std::vector< double * >	getDualRaysCpx (int maxNumRays)

std::vector< double * >	getDualRaysOsi (int maxNumRays)

virtual int	generateVars (DecompVarList &newVars, double &mostNegReducedCost)

virtual int	generateCuts (double *xhat, DecompCutList &newCuts)

virtual void	addVarsToPool (DecompVarList &newVars)

virtual void	addVarsFromPool ()

virtual void	addCutsToPool (const double *x, DecompCutList &newCuts, int &m_cutsThisCall)

virtual int	addCutsFromPool ()

bool	isIPFeasible (const double *x, const bool isXSparse=false, const double feasVarTol=1.0e-6, const double feasConTol=1.0e-5, const double intTol=1.0e-5)

bool	isLPFeasible (const double *x, const bool isXSparse=false, const double feasVarTol=1.0e-6, const double feasConTol=1.0e-5)

DecompStatus	solveRelaxed (const double redCostX, const double origCost, const double alpha, const int n_origCols, const bool isNested, DecompSubModel &subModel, DecompSolverResult solveResult, std::list< DecompVar > &vars, double timeLimit)

void	appendVars (DecompVar *var)

void	appendVars (DecompVarList &varList)

virtual void	setMasterBounds (const double lbs, const double ubs)

virtual void	setSubProbBounds (const double lbs, const double ubs)

virtual bool	chooseBranchSet (std::vector< std::pair< int, double > > &downBranchLb, std::vector< std::pair< int, double > > &downBranchUb, std::vector< std::pair< int, double > > &upBranchLb, std::vector< std::pair< int, double > > &upBranchUb)

OsiSolverInterface *	initSolverInterface ()

void	startupLog ()

void	initSetup (int whichModel=1)

void	tighten (int whichModel)

void	solve (int whichModel=1)

double	getTrueLowerBound ()

double	getTrueUpperBound ()

void	setTrueLowerBound (const double mostNegReducedCost)

void	setTrueUpperBound (const double ub)

double	calcConstant (const int m, const double *u)

bool	isDualRayInfProof (const double dualRay, const CoinPackedMatrix rowMatrix, const double colLB, const double colUB, const double rowRhs, ostream os=0)

void	printBasisInfo (OsiSolverInterface si, ostream os)

void	printCurrentProblem (const OsiSolverInterface *si, const string baseName, const int nodeIndex, const int cutPass, const int pricePass, const bool printMps=true, const bool printLp=true)

void	printCurrentProblem (const OsiSolverInterface *si, const string fileName, const bool printMps=true, const bool printLp=true)

void	printVars (ostream *os=&cout)

void	printCuts (ostream *os=&cout)

void	solveBruteForce ()

void	createFullMps (const string filename)

vector< double * >	getDualRays (int maxNumRays)

void	setApp (DecompApp *app)

void	setBestUpperBound (const double bestUpperBound)

decompStat	solveRelaxed (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	createMasterProblem (DecompVarList &initVars)=0

virtual decompStat	solutionUpdate (const decompPhase phase, const int maxInnerIter, const int maxOuterIter)

virtual decompPhase	phaseUpdate (const decompPhase phase, const decompStat stat)

virtual void	setMasterBounds (const double lbs, const double ubs)

OsiSolverInterface *	getMasterSolverInterface ()

virtual const double *	getRowPrice () const

const double *	getX ()

DecompApp *	getApp ()

const DecompSolution *	getXhatIPBest ()

virtual const double *	getRightHandSide () const

virtual const char *	getRowSense () const

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

virtual int	generateVars (const decompStat stat, DecompVarList &newVars, double &mostNegReducedCost)

virtual int	generateCuts (DecompCutList &newCuts)

virtual void	recomposeSolution (const double solution, double rsolution)

virtual int	generateInitVars (DecompVarList &initVars)

virtual bool	isDone ()

void	addVarsToPool (DecompVarList &newVars)

void	addVarsFromPool ()

bool	isIPFeasible (const double *x, const double feasTol=1.0e-4, const double intTol=1.0e-4)

bool	isLPFeasible (const double *x, const double feasTol=1.0e-4)

virtual void	addCutsToPool (const double *x, DecompCutList &newCuts, int &n_newCuts)

virtual int	addCutsFromPool ()

int	chooseBranchVar (int &branchedOnIndex, double &branchedOnValue)

virtual int	branch (int branchedOnIndex, double branchedOnValue)

decompStat	processNode (const int nodeIndex=0)

void	appendVars (DecompVar *var)

void	appendVars (DecompVarList &varList)

	DecompAlgo (const decompAlgoType algo, DecompApp *app)

virtual	~DecompAlgo ()

OsiSolverInterface *	initSolverInterface ()

void	startupLog ()

void	initSetup (int whichModel=1)

void	tighten (int whichModel)

double	getTrueLowerBound ()

double	getTrueUpperBound ()

void	setTrueLowerBound (const double mostNegReducedCost)

void	setTrueUpperBound (const double ub)

double	calcConstant (const int m, const double *u)

bool	isDualRayInfProof (const double dualRay, const CoinPackedMatrix rowMatrix, const double colLB, const double colUB, const double rowRhs, ostream os=0)

void	printBasisInfo (OsiSolverInterface si, ostream os)

void	printCurrentProblem (const OsiSolverInterface *si, const string baseName, const int nodeIndex, const int cutPass, const int pricePass, const bool printMps=true, const bool printLp=true)

void	printCurrentProblem (const OsiSolverInterface *si, const string fileName, const bool printMps=true, const bool printLp=true)

void	printVars (ostream *os=&cout)

void	printCuts (ostream *os=&cout)

void	solveBruteForce ()

void	createFullMps (const string filename)

vector< double * >	getDualRays (int maxNumRays)

void	setApp (DecompApp *app)

void	setBestUpperBound (const double bestUpperBound)

DecompStat	solveRelaxed (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	createMasterProblem (DecompVarList &initVars)=0

virtual DecompStat	solutionUpdate (const DecompPhase phase, const int maxInnerIter, const int maxOuterIter)

virtual DecompPhase	phaseUpdate (const DecompPhase phase, const DecompStat stat)

virtual void	setMasterBounds (const double lbs, const double ubs)

OsiSolverInterface *	getMasterSolverInterface ()

virtual const double *	getRowPrice () const

const double *	getX ()

DecompApp *	getApp ()

const DecompSolution *	getXhatIPBest ()

virtual const double *	getRightHandSide () const

virtual const char *	getRowSense () const

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

virtual int	generateVars (const DecompStat stat, DecompVarList &newVars, double &mostNegReducedCost)

virtual int	generateCuts (DecompCutList &newCuts)

virtual void	recomposeSolution (const double solution, double rsolution)

virtual int	generateInitVars (DecompVarList &initVars)

virtual bool	isDone ()

void	addVarsToPool (DecompVarList &newVars)

void	addVarsFromPool ()

bool	isIPFeasible (const double *x, const double feasTol=1.0e-4, const double intTol=1.0e-4)

bool	isLPFeasible (const double *x, const double feasTol=1.0e-4)

virtual void	addCutsToPool (const double *x, DecompCutList &newCuts, int &n_newCuts)

virtual int	addCutsFromPool ()

int	chooseBranchVar (int &branchedOnIndex, double &branchedOnValue)

virtual int	branch (int branchedOnIndex, double branchedOnValue)

DecompStat	processNode (const int nodeIndex=0, const double globalLB=-DecompInf, const double globalUB=DecompInf)

void	appendVars (DecompVar *var)

void	appendVars (DecompVarList &varList)

	DecompAlgo (const DecompAlgoType algo, DecompApp *app)

virtual	~DecompAlgo ()

Pure virtual functions.
virtual void	createMasterProblem (DecompVarList &initVars)
	Create the master problem (all algorithms must define this function). More...

void	loadSIFromModel (OsiSolverInterface *si, bool doInt=false)
	Create the master problem (all algorithms must define this function). More...

virtual void	recomposeSolution (const double solution, double rsolution)
	Compose solution in x-space from current space. More...

Virtual functions.
virtual DecompStatus	processNode (const AlpsDecompTreeNode *node, const double globalLB, const double globalUB)
	The main DECOMP process loop for a node. More...

const AlpsDecompTreeNode *	getCurrentNode () const
	Provide the current node the algorithm is solving. More...

virtual void	postProcessNode (DecompStatus decompStatus)
	Do some information sending after the current node has been processed. More...

virtual void	postProcessBranch (DecompStatus decompStatus)
	Do some information sending after the current node has been branched. More...

virtual int	generateInitVars (DecompVarList &initVars)
	Generate initial variables for master problem (PC/DC/RC). More...

virtual DecompStatus	solutionUpdate (const DecompPhase phase, const bool resolve=true, const int maxInnerIter=COIN_INT_MAX, const int maxOuterIter=COIN_INT_MAX)
	Update of the solution vectors (primal and/or dual). More...

virtual void	phaseUpdate (DecompPhase &phase, DecompStatus &status)
	Update of the phase for process loop. More...

virtual void	phaseInit (DecompPhase &phase)
	Run the initial phase for processing node. More...

virtual void	phaseDone ()
	Run the done phase for processing node. More...

virtual bool	updateObjBound (const double mostNegRC=-DecompBigNum)
	Calculate the current LB and update best/history. More...

virtual void	solveMasterAsMIP ()
	The main DECOMP process loop for a node. More...

virtual int	adjustColumnsEffCnt ()
	The main DECOMP process loop for a node. More...

virtual int	compressColumns ()
	The main DECOMP process loop for a node. More...

Helper functions.
void	initSetup ()
	Initial setup of algorithm structures and solver interfaces. More...

void	getModelsFromApp ()
	Initial setup of algorithm structures and solver interfaces. More...

void	createOsiSubProblem (DecompSubModel &subModel)
	Initial setup of algorithm structures and solver interfaces. More...

OsiSolverInterface *	getOsiLpSolverInterface ()
	Initial setup of algorithm structures and solver interfaces. More...

OsiSolverInterface *	getOsiIpSolverInterface ()
	Initial setup of algorithm structures and solver interfaces. More...

void	coreMatrixAppendColBounds ()
	Calculate gap: \|(ub-lb)\|/\|lb\|. More...

void	checkMasterDualObj ()
	Initial setup of algorithm structures and solver interfaces. More...

bool	checkPointFeasible (const DecompConstraintSet modelCore, const double x)
	Initial setup of algorithm structures and solver interfaces. More...

bool	isDualRayInfProof (const double dualRay, const CoinPackedMatrix rowMatrix, const double colLB, const double colUB, const double rowRhs, std::ostream os)
	Initial setup of algorithm structures and solver interfaces. More...

bool	isDualRayInfProofCpx (const double dualRay, const CoinPackedMatrix rowMatrix, const double colLB, const double colUB, const double rowRhs, std::ostream os)
	Initial setup of algorithm structures and solver interfaces. More...

void	printBasisInfo (OsiSolverInterface si, std::ostream os)
	Initial setup of algorithm structures and solver interfaces. More...

void	printCurrentProblemDual (OsiSolverInterface *si, const std::string baseName, const int nodeIndex, const int cutPass, const int pricePass)
	Initial setup of algorithm structures and solver interfaces. More...

void	printCurrentProblem (const OsiSolverInterface *si, const std::string baseName, const int nodeIndex, const int cutPass, const int pricePass, const int blockId=-1, const bool printMps=true, const bool printLp=true)
	Initial setup of algorithm structures and solver interfaces. More...

void	printCurrentProblem (const OsiSolverInterface *si, const std::string fileName, const bool printMps=true, const bool printLp=true)
	Initial setup of algorithm structures and solver interfaces. More...

void	printVars (std::ostream *os)
	Initial setup of algorithm structures and solver interfaces. More...

void	printCuts (std::ostream *os)
	Initial setup of algorithm structures and solver interfaces. More...

void	checkDuals ()
	Initial setup of algorithm structures and solver interfaces. More...

void	checkReducedCost (const double u, const double u_adjusted)
	Initial setup of algorithm structures and solver interfaces. More...

void	createFullMps (const std::string fileName)
	Initial setup of algorithm structures and solver interfaces. More...

virtual DecompSolverResult *	solveDirect (const DecompSolution *startSol=NULL)
	Initial setup of algorithm structures and solver interfaces. More...

void	masterMatrixAddMOCols (CoinPackedMatrix masterM, double colLB, double colUB, double objCoeff, std::vector< std::string > &colNames)
	Initial setup of algorithm structures and solver interfaces. More...

void	masterMatrixAddArtCol (std::vector< CoinBigIndex > &colBeg, std::vector< int > &colInd, std::vector< double > &colVal, char LorG, int rowIndex, int colIndex, DecompColType colType, double &colLB, double &colUB, double &objCoeff)
	Initial setup of algorithm structures and solver interfaces. More...

virtual void	masterMatrixAddArtCols (CoinPackedMatrix masterM, double colLB, double colUB, double objCoeff, std::vector< std::string > &colNames, int startRow, int endRow, DecompRowType rowType)
	Initial setup of algorithm structures and solver interfaces. More...

void	masterPhaseItoII ()
	Initial setup of algorithm structures and solver interfaces. More...

void	masterPhaseIItoI ()
	Initial setup of algorithm structures and solver interfaces. More...

bool	isMasterColMasterOnly (const int index) const
	Initial setup of algorithm structures and solver interfaces. More...

bool	isMasterColStructural (const int index) const
	Initial setup of algorithm structures and solver interfaces. More...

bool	isMasterColArtificial (const int index) const
	Initial setup of algorithm structures and solver interfaces. More...

void	breakOutPartial (const double *xHat, DecompVarList &newVars, const double intTol=1.0e-5)
	Initial setup of algorithm structures and solver interfaces. More...

void	generateVarsAdjustDuals (const double uOld, double uNew)
	Create an adjusted dual vector with the duals from the convexity constraints removed. More...

void	generateVarsCalcRedCost (const double u, double redCostX)
	Calculated reduced cost vector (over vars in compact space) for a given dual vector. More...

Set/get methods.
const double *	getColLBNode () const
	Get a ptr to the current solution (in x-space). More...

const double *	getColUBNode () const
	Get a ptr to the current solution (in x-space). More...

DecompStats &	getStats ()
	Get a ptr to the current solution (in x-space). More...

const double *	getOrigObjective () const
	Get a ptr to the current solution (in x-space). More...

const DecompSubModel &	getModelCore () const
	Get a ptr to the current solution (in x-space). More...

const int	getAlgo () const
	Get a ptr to the current solution (in x-space). More...

const DecompParam &	getParam () const
	Get a ptr to the current solution (in x-space). More...

DecompParam &	getMutableParam ()
	Get a ptr to the current solution (in x-space). More...

OsiSolverInterface *	getMasterOSI ()
	Get a ptr to the current solution (in x-space). More...

DecompSubModel &	getModelRelax (const int blockId)
	Get a ptr to the current solution (in x-space). More...

const double *	getXhat () const
	Get a ptr to the current solution (in x-space). More...

void	setCutoffUB (const double thisBound)
	Get a ptr to the current solution (in x-space). More...

const DecompSolution *	getXhatIPBest () const
	Get a ptr to the current solution (in x-space). More...

const std::vector < DecompSolution * > &	getXhatIPFeas () const
	Get a ptr to the current solution (in x-space). More...

const double	getCutoffUB () const
	Get a ptr to the current solution (in x-space). More...

DecompStats &	getDecompStats ()
	Get a ptr to the current solution (in x-space). More...

const DecompParam &	getDecompParam () const
	Get a ptr to the current solution (in x-space). More...

const DecompApp *	getDecompApp () const
	Get a ptr to the current solution (in x-space). More...

DecompApp *	getDecompAppMutable ()
	Get a ptr to the current solution (in x-space). More...

const int	getNodeIndex () const
	Get a ptr to the current solution (in x-space). More...

const int	getCutCallsTotal () const
	Get a ptr to the current solution (in x-space). More...

const int	getPriceCallsTotal () const
	Get a ptr to the current solution (in x-space). More...

const double *	getMasterPrimalSolution () const
	Get current primal solution for master problem. More...

const double *	getMasterColReducedCost () const
	Get a ptr to the current solution (in x-space). More...

virtual const double *	getMasterDualSolution () const
	Get current dual solution for master problem. More...

virtual void	adjustMasterDualSolution ()
	Adjust the current dual solution for master problem. More...

double	getMasterObjValue () const
	Get a ptr to the current solution (in x-space). More...

const int	getStopCriteria () const
	Get a ptr to the current solution (in x-space). More...

const double	getGlobalGap () const
	Get the current global (integrality) gap. More...

const double	getNodeIPGap () const
	Get the current node (integrality) gap. More...

const double	getNodeLPGap () const
	Get the current node (continuous) gap. More...

const double	getObjBestBoundLB () const
	Get the current best LB. More...

const void	setStrongBranchIter (bool isStrongBranch=true)
	Set the object to be in strong branching mode. More...

const double	getObjBestBoundUB () const
	Get the current best UB. More...

const double	getMasterRowType (int row) const
	Get a specific row type. More...

virtual void	setObjBound (const double thisBound, const double thisBoundUB)
	Set the current continuous bounds and update best/history. More...

virtual void	setObjBoundIP (const double thisBound)
	Set the current integer bound and update best/history. More...

bool	isTailoffLB (const int changeLen=10, const double changePerLimit=0.1)
	Get a ptr to the current solution (in x-space). More...

int	getNumRowType (DecompRowType rowType)
	Get a ptr to the current solution (in x-space). More...

void	checkBlocksColumns ()
	Get a ptr to the current solution (in x-space). More...

Constructors and destructor.
	DecompAlgo (const DecompAlgoType algo, DecompApp *app, UtilParameters &utilParam, bool doSetup=true)
	Default constructors. More...

virtual	~DecompAlgo ()
	Destructor. More...

Public Attributes
DecompConstraintSet *	m_modelCore

DecompConstraintSet *	m_modelRelax

Protected Attributes
DecompMemPool	m_auxMemPool

int	m_nodeIndex

int	m_whichModel

int	m_whichCoreModel

int	m_priceCallsRound

int	m_priceCallsTotal

int	m_cutCallsRound

int	m_cutCallsTotal

int	m_varsThisRound

int	m_cutsThisRound

int	m_varsThisCall

int	m_cutsThisCall

int	m_isTightenAlgo

ostream *	m_osLog

map< int, OsiSolverInterface * >	m_subprobSI

DecompVarList	m_initVars

double	m_tlb

double	m_tub

double	m_bestUpperBound

vector< DecompSolution * >	m_xhatIPFeas

int	m_numOrigCols

vector< vector< double > >	m_optPoint

double *	m_piEstimate

vector< bool >	isStab

Data.
std::string	m_classTag
	Store the name of the class (for logging/debugging) - "who am I?". More...

DecompParam	m_param
	Parameters. More...

UtilParameters *	m_utilParam
	Store the name of the class (for logging/debugging) - "who am I?". More...

DecompAlgoType	m_algo
	Type of algorithm for this instance. More...

DecompStatus	m_status
	The current algorithm status. More...

double	m_infinity
	The value of "infinity". More...

DecompPhase	m_phase
	The current algorithm phase. More...

DecompPhase	m_phaseLast
	Store the name of the class (for logging/debugging) - "who am I?". More...

DecompPhase	m_phaseForce
	Store the name of the class (for logging/debugging) - "who am I?". More...

DecompApp *	m_app
	Pointer to current active DECOMP application. More...

DecompStats	m_stats
	Storage of statistics for run and node. More...

DecompNodeStats	m_nodeStats
	Store the name of the class (for logging/debugging) - "who am I?". More...

DecompMemPool	m_memPool
	Memory pool used to reduce the number of allocations needed. More...

std::ostream *	m_osLog
	Stream for log file (default to stdout). More...

DecompAlgoCGL *	m_cgl
	Store the name of the class (for logging/debugging) - "who am I?". More...

std::vector< double >	m_origColLB
	Pointer (and label) to current active model core/relax. More...

std::vector< double >	m_origColUB
	Store the name of the class (for logging/debugging) - "who am I?". More...

OsiSolverInterface *	m_masterSI
	Solver interface(s) for subproblems (P'). More...

OsiClpSolverInterface *	m_cutgenSI
	Solver interface(s) for entire problem (Q''). More...

int	m_cutgenObjCutInd
	Store the name of the class (for logging/debugging) - "who am I?". More...

OsiSolverInterface *	m_auxSI
	Store the name of the class (for logging/debugging) - "who am I?". More...

const double *	m_objective
	Store the name of the class (for logging/debugging) - "who am I?". More...

DecompSubModel	m_modelCore
	Store the name of the class (for logging/debugging) - "who am I?". More...

std::map< int, DecompSubModel >	m_modelRelax
	Store the name of the class (for logging/debugging) - "who am I?". More...

std::map< int, std::vector < DecompSubModel > >	m_modelRelaxNest
	Store the name of the class (for logging/debugging) - "who am I?". More...

DecompVarList	m_vars
	Containers for variables (current and pool). More...

DecompVarPool	m_varpool
	Store the name of the class (for logging/debugging) - "who am I?". More...

DecompCutList	m_cuts
	Containers for cuts (current and pool). More...

DecompCutPool	m_cutpool
	Store the name of the class (for logging/debugging) - "who am I?". More...

double *	m_xhat
	Storage for current solution (in x-space). More...

double	m_cutoffUB
	User-defined cutoff (global UB) for B&B fathoming and LR. More...

std::vector< DecompSolution * >	m_xhatIPFeas
	Store the name of the class (for logging/debugging) - "who am I?". More...

DecompSolution *	m_xhatIPBest
	Store the name of the class (for logging/debugging) - "who am I?". More...

std::vector< double >	m_primSolution
	Store the name of the class (for logging/debugging) - "who am I?". More...

std::vector< double >	m_dualSolution
	Store the name of the class (for logging/debugging) - "who am I?". More...

std::vector< double >	m_reducedCost
	Store the name of the class (for logging/debugging) - "who am I?". More...

int	m_numCols
	Store the name of the class (for logging/debugging) - "who am I?". More...

bool	m_isColGenExact
	Store the name of the class (for logging/debugging) - "who am I?". More...

int	m_numConvexCon
	Store the name of the class (for logging/debugging) - "who am I?". More...

int	m_rrLastBlock
	Store the name of the class (for logging/debugging) - "who am I?". More...

int	m_rrIterSinceAll
	Store the name of the class (for logging/debugging) - "who am I?". More...

int	m_nArtCols
	Store the name of the class (for logging/debugging) - "who am I?". More...

int	m_nRowsOrig
	Store the name of the class (for logging/debugging) - "who am I?". More...

int	m_nRowsBranch
	Store the name of the class (for logging/debugging) - "who am I?". More...

int	m_nRowsConvex
	Store the name of the class (for logging/debugging) - "who am I?". More...

int	m_nRowsCuts
	Store the name of the class (for logging/debugging) - "who am I?". More...

std::vector< DecompRowType >	m_masterRowType
	Store the name of the class (for logging/debugging) - "who am I?". More...

std::vector< DecompColType >	m_masterColType
	Store the name of the class (for logging/debugging) - "who am I?". More...

std::vector< int >	m_masterArtCols
	Store the name of the class (for logging/debugging) - "who am I?". More...

double *	m_colLBNode
	Store the name of the class (for logging/debugging) - "who am I?". More...

double *	m_colUBNode
	Store the name of the class (for logging/debugging) - "who am I?". More...

int	m_compressColsLastPrice
	Store the name of the class (for logging/debugging) - "who am I?". More...

int	m_compressColsLastNumCols
	Store the name of the class (for logging/debugging) - "who am I?". More...

double	m_relGap
	Current node gap (bestUB-bestLB)/bestLB. More...

DecompAlgoStop	m_stopCriteria
	Store the name of the class (for logging/debugging) - "who am I?". More...

int	m_colIndexUnique
	Store the name of the class (for logging/debugging) - "who am I?". More...

double	m_masterObjLast
	Store the name of the class (for logging/debugging) - "who am I?". More...

bool	m_objNoChange
	Store the name of the class (for logging/debugging) - "who am I?". More...

double	m_stabEpsilon
	Store the name of the class (for logging/debugging) - "who am I?". More...

bool	m_useInitLpDuals
	Store the name of the class (for logging/debugging) - "who am I?". More...

std::map< int, int >	m_artColIndToRowInd
	Store the name of the class (for logging/debugging) - "who am I?". More...

double	m_globalLB
	Store the name of the class (for logging/debugging) - "who am I?". More...

double	m_globalUB
	Store the name of the class (for logging/debugging) - "who am I?". More...

std::vector< double >	m_phaseIObj
	Store the name of the class (for logging/debugging) - "who am I?". More...

int	m_function
	Store the name of the class (for logging/debugging) - "who am I?". More...

bool	m_firstPhase2Call
	Store the name of the class (for logging/debugging) - "who am I?". More...

bool	m_isStrongBranch
	Store the name of the class (for logging/debugging) - "who am I?". More...

const AlpsDecompTreeNode *	m_curNode
	Store the name of the class (for logging/debugging) - "who am I?". More...

std::vector< int >	m_masterOnlyCols
	Store the name of the class (for logging/debugging) - "who am I?". More...

std::map< int, int >	m_masterOnlyColsMap
	Map from original index to master index for master-only vars. More...

DecompBranchingImplementation	m_branchingImplementation
	Store the name of the class (for logging/debugging) - "who am I?". More...

Private Member Functions
	DecompAlgo (const DecompAlgo &)

DecompAlgo &	operator= (const DecompAlgo &)

	DecompAlgo (const DecompAlgo &)

DecompAlgo &	operator= (const DecompAlgo &)

Private Attributes
decompAlgoType	m_algo

Static Private Attributes
static const char *	m_classTag

static const char *	versionTag

Detailed Description

Base class for DECOMP algorithms.

Definition at line 62 of file DecompAlgo.h.

Constructor & Destructor Documentation

DecompAlgo::DecompAlgo	(	const DecompAlgoType	algo,
		DecompApp *	app,
		UtilParameters &	utilParam,
		bool	doSetup = `true`
	)

inline

Default constructors.

Definition at line 979 of file DecompAlgo.h.

References DecompParam::BranchEnforceInMaster, DecompParam::BranchEnforceInSubProb, DecompAlgoStr, DecompBranchInMaster, DecompBranchInSubproblem, DecompParam::dumpSettings(), DecompParam::getSettings(), initSetup(), DecompParam::LogLevel, m_app, m_branchingImplementation, DecompApp::m_decompAlgo, m_osLog, m_param, and UtilException.

virtual DecompAlgo::~DecompAlgo ( )

inlinevirtual

Destructor.

Definition at line 1063 of file DecompAlgo.h.

References m_auxSI, m_cgl, m_colLBNode, m_colUBNode, m_cutgenSI, m_cuts, m_masterSI, m_vars, m_xhat, m_xhatIPFeas, UTIL_DELARR, UTIL_DELPTR, UtilDeleteListPtr(), and UtilDeleteVectorPtr().

DecompAlgo::DecompAlgo ( const DecompAlgo & )

private

DecompAlgo::DecompAlgo	(	const decompAlgoType	algo,
		DecompApp *	app
	)

inline

Definition at line 326 of file DecompAlgo.h.

virtual DecompAlgo::~DecompAlgo ( )

inlinevirtual

Definition at line 359 of file DecompAlgo.h.

References m_cuts, m_masterSI, m_subprobSI, m_vars, m_xhat, m_xhatIPFeas, UTIL_DELARR, UTIL_DELPTR, UtilDeleteListPtr(), and UtilDeleteVectorPtr().

DecompAlgo::DecompAlgo ( const DecompAlgo & )

private

DecompAlgo::DecompAlgo	(	const DecompAlgoType	algo,
		DecompApp *	app
	)

inline

Definition at line 314 of file DecompAlgo.old.h.

virtual DecompAlgo::~DecompAlgo ( )

inlinevirtual

Definition at line 348 of file DecompAlgo.old.h.

References m_cuts, m_masterSI, m_subprobSI, m_vars, m_xhat, m_xhatIPFeas, UTIL_DELARR, UTIL_DELPTR, UtilDeleteListPtr(), and UtilDeleteVectorPtr().

Member Function Documentation

virtual void DecompAlgo::createMasterProblem ( DecompVarList & initVars )

virtual

Create the master problem (all algorithms must define this function).

Reimplemented in DecompAlgoPC, DecompAlgoD, DecompAlgoRC, DecompAlgoC, DecompAlgoRC, DecompAlgoD, DecompAlgoPC, and DecompAlgoC.

Referenced by DecompAlgoPC::createMasterProblem().

void DecompAlgo::loadSIFromModel	(	OsiSolverInterface *	si,
		bool	doInt = `false`
	)

Create the master problem (all algorithms must define this function).

virtual void DecompAlgo::recomposeSolution	(	const double *	solution,
		double *	rsolution
	)

virtual

Compose solution in x-space from current space.

PC: this recomposes x from lambda
C : this just copies over LP solution

Reimplemented in DecompAlgoRC, DecompAlgoC, DecompAlgoPC, DecompAlgoD, and DecompAlgoC.

virtual DecompStatus DecompAlgo::processNode	(	const AlpsDecompTreeNode *	node,
		const double	globalLB,
		const double	globalUB
	)

virtual

The main DECOMP process loop for a node.

Referenced by DecompAlgoD::solveD().

const AlpsDecompTreeNode* DecompAlgo::getCurrentNode ( ) const

inline

Provide the current node the algorithm is solving.

Definition at line 316 of file DecompAlgo.h.

References m_curNode.

virtual void DecompAlgo::postProcessNode ( DecompStatus decompStatus )

inlinevirtual

Do some information sending after the current node has been processed.

Does nothing by default.

Reimplemented in DippyAlgoRC, DippyAlgoPC, and DippyAlgoC.

Definition at line 325 of file DecompAlgo.h.

virtual void DecompAlgo::postProcessBranch ( DecompStatus decompStatus )

inlinevirtual

Do some information sending after the current node has been branched.

Does nothing by default.

Reimplemented in DippyAlgoRC, DippyAlgoPC, and DippyAlgoC.

Definition at line 332 of file DecompAlgo.h.

virtual int DecompAlgo::generateInitVars ( DecompVarList & initVars )

virtual

Generate initial variables for master problem (PC/DC/RC).

in CPM, this does nothing

Reimplemented in DecompAlgoC, and DecompAlgoC.

virtual DecompStatus DecompAlgo::solutionUpdate	(	const DecompPhase	phase,
		const bool	resolve = `true`,
		const int	maxInnerIter = `COIN_INT_MAX`,
		const int	maxOuterIter = `COIN_INT_MAX`
	)

virtual

Update of the solution vectors (primal and/or dual).

virtual void DecompAlgo::phaseUpdate	(	DecompPhase &	phase,
		DecompStatus &	status
	)

virtual

Update of the phase for process loop.

Reimplemented in DecompAlgoC, and DecompAlgoD.

virtual void DecompAlgo::phaseInit ( DecompPhase & phase )

inlinevirtual

Run the initial phase for processing node.

Reimplemented in DecompAlgoPC, and DecompAlgoC.

Definition at line 359 of file DecompAlgo.h.

References getNodeIndex(), and PHASE_PRICE1.

virtual void DecompAlgo::phaseDone ( )

inlinevirtual

Run the done phase for processing node.

Reimplemented in DecompAlgoPC, DecompAlgoRC, DecompAlgoC, and DecompAlgoD.

Definition at line 368 of file DecompAlgo.h.

virtual bool DecompAlgo::updateObjBound ( const double mostNegRC = -DecompBigNum )

virtual

Calculate the current LB and update best/history.

Reimplemented in DecompAlgoRC, and DecompAlgoC.

virtual void DecompAlgo::solveMasterAsMIP ( )

inlinevirtual

The main DECOMP process loop for a node.

Reimplemented in DecompAlgoPC.

Definition at line 376 of file DecompAlgo.h.

virtual int DecompAlgo::adjustColumnsEffCnt ( )

inlinevirtual

The main DECOMP process loop for a node.

Reimplemented in DecompAlgoPC.

Definition at line 378 of file DecompAlgo.h.

References DecompStatOk.

virtual int DecompAlgo::compressColumns ( )

inlinevirtual

The main DECOMP process loop for a node.

Reimplemented in DecompAlgoPC.

Definition at line 381 of file DecompAlgo.h.

References DecompStatOk.

bool DecompAlgo::isGapTight ( )

inline

Definition at line 387 of file DecompAlgo.h.

References DecompParam::LogDebugLevel, m_param, m_relGap, DecompParam::MasterGapLimit, and UtilDblToStr().

double DecompAlgo::getInfinity ( )

inline

Return the value of infinity.

Definition at line 408 of file DecompAlgo.h.

References m_infinity.

virtual bool DecompAlgo::isDone ( )

inlinevirtual

Reimplemented in DecompAlgoRC, and DecompAlgoRC.

Definition at line 416 of file DecompAlgo.h.

References DecompNodeStats::cutsThisCall, m_nodeStats, and DecompNodeStats::varsThisCall.

std::vector<double*> DecompAlgo::getDualRays ( int maxNumRays )

std::vector<double*> DecompAlgo::getDualRaysCpx ( int maxNumRays )

std::vector<double*> DecompAlgo::getDualRaysOsi ( int maxNumRays )

virtual int DecompAlgo::generateVars	(	DecompVarList &	newVars,
		double &	mostNegReducedCost
	)

virtual

Reimplemented in DecompAlgoRC, and DecompAlgoPC.

Referenced by DecompAlgoPC::generateVars().

virtual int DecompAlgo::generateCuts	(	double *	xhat,
		DecompCutList &	newCuts
	)

virtual

virtual void DecompAlgo::addVarsToPool ( DecompVarList & newVars )

virtual

virtual void DecompAlgo::addVarsFromPool ( )

virtual

virtual void DecompAlgo::addCutsToPool	(	const double *	x,
		DecompCutList &	newCuts,
		int &	m_cutsThisCall
	)

virtual

Reimplemented in DecompAlgoPC, and DecompAlgoPC.

virtual int DecompAlgo::addCutsFromPool ( )

virtual

Reimplemented in DecompAlgoPC, DecompAlgoRC, DecompAlgoRC, and DecompAlgoPC.

bool DecompAlgo::isIPFeasible	(	const double *	x,
		const bool	isXSparse = `false`,
		const double	feasVarTol = `1.0e-6`,
		const double	feasConTol = `1.0e-5`,
		const double	intTol = `1.0e-5`
	)

bool DecompAlgo::isLPFeasible	(	const double *	x,
		const bool	isXSparse = `false`,
		const double	feasVarTol = `1.0e-6`,
		const double	feasConTol = `1.0e-5`
	)

DecompStatus DecompAlgo::solveRelaxed	(	const double *	redCostX,
		const double *	origCost,
		const double	alpha,
		const int	n_origCols,
		const bool	isNested,
		DecompSubModel &	subModel,
		DecompSolverResult *	solveResult,
		std::list< DecompVar * > &	vars,
		double	timeLimit
	)

void DecompAlgo::appendVars ( DecompVar * var )

inline

Definition at line 466 of file DecompAlgo.h.

References m_vars.

void DecompAlgo::appendVars ( DecompVarList & varList )

inline

Definition at line 469 of file DecompAlgo.h.

References m_vars.

virtual void DecompAlgo::setMasterBounds	(	const double *	lbs,
		const double *	ubs
	)

virtual

Reimplemented in DecompAlgoC, and DecompAlgoPC.

virtual void DecompAlgo::setSubProbBounds	(	const double *	lbs,
		const double *	ubs
	)

virtual

Reimplemented in DecompAlgoC.

virtual bool DecompAlgo::chooseBranchSet	(	std::vector< std::pair< int, double > > &	downBranchLb,
		std::vector< std::pair< int, double > > &	downBranchUb,
		std::vector< std::pair< int, double > > &	upBranchLb,
		std::vector< std::pair< int, double > > &	upBranchUb
	)

virtual

Reimplemented in DippyAlgoRC, DippyAlgoPC, and DippyAlgoC.

void DecompAlgo::initSetup ( )

Initial setup of algorithm structures and solver interfaces.

Referenced by DecompAlgo(), and DecompAlgoC::DecompAlgoC().

void DecompAlgo::getModelsFromApp ( )

Initial setup of algorithm structures and solver interfaces.

void DecompAlgo::createOsiSubProblem ( DecompSubModel & subModel )

Initial setup of algorithm structures and solver interfaces.

OsiSolverInterface* DecompAlgo::getOsiLpSolverInterface ( )

Initial setup of algorithm structures and solver interfaces.

OsiSolverInterface* DecompAlgo::getOsiIpSolverInterface ( )

Initial setup of algorithm structures and solver interfaces.

void DecompAlgo::coreMatrixAppendColBounds ( )

Calculate gap: |(ub-lb)|/|lb|.

void DecompAlgo::checkMasterDualObj ( )

Initial setup of algorithm structures and solver interfaces.

bool DecompAlgo::checkPointFeasible	(	const DecompConstraintSet *	modelCore,
		const double *	x
	)

Initial setup of algorithm structures and solver interfaces.

bool DecompAlgo::isDualRayInfProof	(	const double *	dualRay,
		const CoinPackedMatrix *	rowMatrix,
		const double *	colLB,
		const double *	colUB,
		const double *	rowRhs,
		std::ostream *	os
	)

Initial setup of algorithm structures and solver interfaces.

bool DecompAlgo::isDualRayInfProofCpx	(	const double *	dualRay,
		const CoinPackedMatrix *	rowMatrix,
		const double *	colLB,
		const double *	colUB,
		const double *	rowRhs,
		std::ostream *	os
	)

Initial setup of algorithm structures and solver interfaces.

void DecompAlgo::printBasisInfo	(	OsiSolverInterface *	si,
		std::ostream *	os
	)

Initial setup of algorithm structures and solver interfaces.

void DecompAlgo::printCurrentProblemDual	(	OsiSolverInterface *	si,
		const std::string	baseName,
		const int	nodeIndex,
		const int	cutPass,
		const int	pricePass
	)

Initial setup of algorithm structures and solver interfaces.

void DecompAlgo::printCurrentProblem	(	const OsiSolverInterface *	si,
		const std::string	baseName,
		const int	nodeIndex,
		const int	cutPass,
		const int	pricePass,
		const int	blockId = `-1`,
		const bool	printMps = `true`,
		const bool	printLp = `true`
	)

Initial setup of algorithm structures and solver interfaces.

void DecompAlgo::printCurrentProblem	(	const OsiSolverInterface *	si,
		const std::string	fileName,
		const bool	printMps = `true`,
		const bool	printLp = `true`
	)

Initial setup of algorithm structures and solver interfaces.

void DecompAlgo::printVars ( std::ostream * os )

Initial setup of algorithm structures and solver interfaces.

void DecompAlgo::printCuts ( std::ostream * os )

Initial setup of algorithm structures and solver interfaces.

void DecompAlgo::checkDuals ( )

Initial setup of algorithm structures and solver interfaces.

void DecompAlgo::checkReducedCost	(	const double *	u,
		const double *	u_adjusted
	)

Initial setup of algorithm structures and solver interfaces.

void DecompAlgo::createFullMps ( const std::string fileName )

Initial setup of algorithm structures and solver interfaces.

virtual DecompSolverResult* DecompAlgo::solveDirect ( const DecompSolution * startSol = NULL )

inlinevirtual

Initial setup of algorithm structures and solver interfaces.

Reimplemented in DecompAlgoC.

Definition at line 585 of file DecompAlgo.h.

void DecompAlgo::masterMatrixAddMOCols	(	CoinPackedMatrix *	masterM,
		double *	colLB,
		double *	colUB,
		double *	objCoeff,
		std::vector< std::string > &	colNames
	)

Initial setup of algorithm structures and solver interfaces.

void DecompAlgo::masterMatrixAddArtCol	(	std::vector< CoinBigIndex > &	colBeg,
		std::vector< int > &	colInd,
		std::vector< double > &	colVal,
		char	LorG,
		int	rowIndex,
		int	colIndex,
		DecompColType	colType,
		double &	colLB,
		double &	colUB,
		double &	objCoeff
	)

Initial setup of algorithm structures and solver interfaces.

virtual void DecompAlgo::masterMatrixAddArtCols	(	CoinPackedMatrix *	masterM,
		double *	colLB,
		double *	colUB,
		double *	objCoeff,
		std::vector< std::string > &	colNames,
		int	startRow,
		int	endRow,
		DecompRowType	rowType
	)

virtual

Initial setup of algorithm structures and solver interfaces.

void DecompAlgo::masterPhaseItoII ( )

Initial setup of algorithm structures and solver interfaces.

void DecompAlgo::masterPhaseIItoI ( )

Initial setup of algorithm structures and solver interfaces.

bool DecompAlgo::isMasterColMasterOnly ( const int index ) const

inline

Initial setup of algorithm structures and solver interfaces.

Definition at line 618 of file DecompAlgo.h.

References DecompCol_MasterOnly, and m_masterColType.

bool DecompAlgo::isMasterColStructural ( const int index ) const

inline

Initial setup of algorithm structures and solver interfaces.

Definition at line 621 of file DecompAlgo.h.

References DecompCol_Structural, DecompCol_Structural_NoDelete, and m_masterColType.

bool DecompAlgo::isMasterColArtificial ( const int index ) const

inline

Initial setup of algorithm structures and solver interfaces.

Definition at line 625 of file DecompAlgo.h.

References DecompCol_ArtForBranchG, DecompCol_ArtForBranchL, DecompCol_ArtForConvexG, DecompCol_ArtForConvexL, DecompCol_ArtForCutG, DecompCol_ArtForCutL, DecompCol_ArtForRowG, DecompCol_ArtForRowL, and m_masterColType.

void DecompAlgo::breakOutPartial	(	const double *	xHat,
		DecompVarList &	newVars,
		const double	intTol = `1.0e-5`
	)

Initial setup of algorithm structures and solver interfaces.

void DecompAlgo::generateVarsAdjustDuals	(	const double *	uOld,
		double *	uNew
	)

Create an adjusted dual vector with the duals from the convexity constraints removed.

void DecompAlgo::generateVarsCalcRedCost	(	const double *	u,
		double *	redCostX
	)

Calculated reduced cost vector (over vars in compact space) for a given dual vector.

const double* DecompAlgo::getColLBNode ( ) const

inline

Get a ptr to the current solution (in x-space).

Definition at line 667 of file DecompAlgo.h.

References m_colLBNode.

const double* DecompAlgo::getColUBNode ( ) const

inline

Get a ptr to the current solution (in x-space).

Definition at line 670 of file DecompAlgo.h.

References m_colUBNode.

DecompStats& DecompAlgo::getStats ( )

inline

Get a ptr to the current solution (in x-space).

Definition at line 677 of file DecompAlgo.h.

References m_stats.

const double* DecompAlgo::getOrigObjective ( ) const

inline

Get a ptr to the current solution (in x-space).

Definition at line 681 of file DecompAlgo.h.

References m_app, and DecompApp::m_objective.

const DecompSubModel& DecompAlgo::getModelCore ( ) const

inline

Get a ptr to the current solution (in x-space).

Definition at line 684 of file DecompAlgo.h.

References m_modelCore.

Referenced by AlpsDecompModel::getColNames(), AlpsDecompModel::getNumCoreCols(), AlpsDecompModel::getNumCoreRows(), AlpsDecompModel::getRowNames(), and AlpsDecompSolution::print().

const int DecompAlgo::getAlgo ( ) const

inline

Get a ptr to the current solution (in x-space).

Definition at line 688 of file DecompAlgo.h.

References m_algo.

const DecompParam& DecompAlgo::getParam ( ) const

inline

Get a ptr to the current solution (in x-space).

Definition at line 692 of file DecompAlgo.h.

References m_param.

DecompParam& DecompAlgo::getMutableParam ( )

inline

Get a ptr to the current solution (in x-space).

Definition at line 696 of file DecompAlgo.h.

References m_param.

OsiSolverInterface* DecompAlgo::getMasterOSI ( )

inline

Get a ptr to the current solution (in x-space).

Definition at line 700 of file DecompAlgo.h.

References m_masterSI.

DecompSubModel& DecompAlgo::getModelRelax ( const int blockId )

inline

Get a ptr to the current solution (in x-space).

Definition at line 704 of file DecompAlgo.h.

References m_modelRelax.

const double* DecompAlgo::getXhat ( ) const

inline

Get a ptr to the current solution (in x-space).

Definition at line 715 of file DecompAlgo.h.

References m_xhat.

void DecompAlgo::setCutoffUB ( const double thisBound )

inline

Get a ptr to the current solution (in x-space).

Definition at line 719 of file DecompAlgo.h.

References m_cutoffUB, and setObjBoundIP().

const DecompSolution* DecompAlgo::getXhatIPBest ( ) const

inline

Get a ptr to the current solution (in x-space).

Definition at line 725 of file DecompAlgo.h.

References m_xhatIPBest.

Referenced by AlpsDecompModel::getBestSolution().

const std::vector<DecompSolution*>& DecompAlgo::getXhatIPFeas ( ) const

inline

Get a ptr to the current solution (in x-space).

Definition at line 729 of file DecompAlgo.h.

References m_xhatIPFeas.

const double DecompAlgo::getCutoffUB ( ) const

inline

Get a ptr to the current solution (in x-space).

Definition at line 733 of file DecompAlgo.h.

References m_cutoffUB.

DecompStats& DecompAlgo::getDecompStats ( )

inline

Get a ptr to the current solution (in x-space).

Definition at line 737 of file DecompAlgo.h.

References m_stats.

const DecompParam& DecompAlgo::getDecompParam ( ) const

inline

Get a ptr to the current solution (in x-space).

Definition at line 741 of file DecompAlgo.h.

References m_param.

const DecompApp* DecompAlgo::getDecompApp ( ) const

inline

Get a ptr to the current solution (in x-space).

Definition at line 745 of file DecompAlgo.h.

References m_app.

DecompApp* DecompAlgo::getDecompAppMutable ( )

inline

Get a ptr to the current solution (in x-space).

Definition at line 748 of file DecompAlgo.h.

References m_app.

const int DecompAlgo::getNodeIndex ( ) const

inline

Get a ptr to the current solution (in x-space).

Definition at line 752 of file DecompAlgo.h.

References m_nodeStats, and DecompNodeStats::nodeIndex.

Referenced by DecompAlgoC::phaseInit(), phaseInit(), and setObjBound().

const int DecompAlgo::getCutCallsTotal ( ) const

inline

Get a ptr to the current solution (in x-space).

Definition at line 756 of file DecompAlgo.h.

References DecompNodeStats::cutCallsTotal, and m_nodeStats.

const int DecompAlgo::getPriceCallsTotal ( ) const

inline

Get a ptr to the current solution (in x-space).

Definition at line 760 of file DecompAlgo.h.

References m_nodeStats, and DecompNodeStats::priceCallsTotal.

const double* DecompAlgo::getMasterPrimalSolution ( ) const

inline

Get current primal solution for master problem.

Definition at line 767 of file DecompAlgo.h.

References m_primSolution.

Referenced by getMasterObjValue().

const double* DecompAlgo::getMasterColReducedCost ( ) const

inline

Get a ptr to the current solution (in x-space).

Definition at line 771 of file DecompAlgo.h.

References m_reducedCost.

virtual const double* DecompAlgo::getMasterDualSolution ( ) const

inlinevirtual

Get current dual solution for master problem.

Reimplemented in DecompAlgoPC.

Definition at line 777 of file DecompAlgo.h.

References m_dualSolution.

virtual void DecompAlgo::adjustMasterDualSolution ( )

inlinevirtual

Adjust the current dual solution for master problem.

Reimplemented in DecompAlgoPC.

Definition at line 784 of file DecompAlgo.h.

double DecompAlgo::getMasterObjValue ( ) const

inline

Get a ptr to the current solution (in x-space).

Definition at line 787 of file DecompAlgo.h.

References getMasterPrimalSolution(), OsiSolverInterface::getObjCoefficients(), m_infinity, m_masterSI, and m_primSolution.

const int DecompAlgo::getStopCriteria ( ) const

inline

Get a ptr to the current solution (in x-space).

Definition at line 805 of file DecompAlgo.h.

References m_stopCriteria.

const double DecompAlgo::getGlobalGap ( ) const

inline

Get the current global (integrality) gap.

Definition at line 812 of file DecompAlgo.h.

References m_globalLB, m_globalUB, m_infinity, and UtilCalculateGap().

const double DecompAlgo::getNodeIPGap ( ) const

inline

Get the current node (integrality) gap.

Definition at line 819 of file DecompAlgo.h.

References getObjBestBoundLB(), getObjBestBoundUB(), m_infinity, and UtilCalculateGap().

const double DecompAlgo::getNodeLPGap ( ) const

inline

Get the current node (continuous) gap.

Definition at line 826 of file DecompAlgo.h.

References getObjBestBoundLB(), m_infinity, m_nodeStats, DecompNodeStats::objHistoryBound, DecompObjBound::thisBoundUB, and UtilCalculateGap().

const double DecompAlgo::getObjBestBoundLB ( ) const

inline

Get the current best LB.

Definition at line 842 of file DecompAlgo.h.

References m_nodeStats, and DecompNodeStats::objBest.

Referenced by getNodeIPGap(), and getNodeLPGap().

const void DecompAlgo::setStrongBranchIter ( bool isStrongBranch = true )

inline

Set the object to be in strong branching mode.

Definition at line 849 of file DecompAlgo.h.

References m_isStrongBranch.

const double DecompAlgo::getObjBestBoundUB ( ) const

inline

Get the current best UB.

Definition at line 856 of file DecompAlgo.h.

References m_nodeStats, and DecompNodeStats::objBest.

Referenced by getNodeIPGap().

const double DecompAlgo::getMasterRowType ( int row ) const

inline

Get a specific row type.

Definition at line 863 of file DecompAlgo.h.

References m_masterRowType.

virtual void DecompAlgo::setObjBound	(	const double	thisBound,
		const double	thisBoundUB
	)

inlinevirtual

Set the current continuous bounds and update best/history.

Reimplemented in DecompAlgoPC.

Definition at line 870 of file DecompAlgo.h.

References DecompObjBound::bestBound, DecompObjBound::bestBoundIP, DecompNodeStats::cutCallsTotal, DecompObjBound::cutPass, getNodeIndex(), UtilTimer::getRealTime(), globalTimer, DecompParam::LogDebugLevel, m_classTag, m_globalLB, m_infinity, m_nodeStats, m_osLog, m_param, m_phase, DecompNodeStats::objBest, DecompNodeStats::objHistoryBound, DecompObjBound::phase, PHASE_PRICE1, DecompNodeStats::priceCallsTotal, DecompObjBound::pricePass, DecompObjBound::thisBound, DecompObjBound::thisBoundUB, DecompObjBound::timeStamp, UtilPrintFuncBegin(), and UtilPrintFuncEnd().

Referenced by DecompAlgoPC::setObjBound().

virtual void DecompAlgo::setObjBoundIP ( const double thisBound )

inlinevirtual

Set the current integer bound and update best/history.

Reimplemented in DecompAlgoPC, and DecompAlgoD.

Definition at line 904 of file DecompAlgo.h.

References DecompObjBound::bestBoundIP, DecompNodeStats::getLastBound(), UtilTimer::getRealTime(), globalTimer, DecompParam::LogDebugLevel, m_app, m_classTag, m_infinity, m_nodeStats, m_osLog, DecompApp::m_param, m_param, DecompNodeStats::objBest, DecompNodeStats::objHistoryBound, DecompObjBound::thisBoundIP, DecompObjBound::timeStamp, UTIL_MSG, UtilDblToStr(), UtilPrintFuncBegin(), and UtilPrintFuncEnd().

Referenced by setCutoffUB(), and DecompAlgoPC::setObjBoundIP().

bool DecompAlgo::isTailoffLB	(	const int	changeLen = `10`,
		const double	changePerLimit = `0.1`
	)

Get a ptr to the current solution (in x-space).

int DecompAlgo::getNumRowType ( DecompRowType rowType )

inline

Get a ptr to the current solution (in x-space).

Definition at line 942 of file DecompAlgo.h.

References m_masterRowType.

void DecompAlgo::checkBlocksColumns ( )

Get a ptr to the current solution (in x-space).

DecompAlgo& DecompAlgo::operator= ( const DecompAlgo & )

private

OsiSolverInterface* DecompAlgo::initSolverInterface ( )

void DecompAlgo::startupLog ( )

void DecompAlgo::initSetup ( int whichModel = 1 )

void DecompAlgo::tighten ( int whichModel )

void DecompAlgo::solve ( int whichModel = 1 )

Referenced by DecompAlgoD::solveD().

double DecompAlgo::getTrueLowerBound ( )

inline

Definition at line 134 of file DecompAlgo.h.

References m_tlb.

double DecompAlgo::getTrueUpperBound ( )

inline

Definition at line 137 of file DecompAlgo.h.

References m_tub.

void DecompAlgo::setTrueLowerBound ( const double mostNegReducedCost )

void DecompAlgo::setTrueUpperBound ( const double ub )

inline

Definition at line 143 of file DecompAlgo.h.

References m_tub.

double DecompAlgo::calcConstant	(	const int	m,
		const double *	u
	)

bool DecompAlgo::isDualRayInfProof	(	const double *	dualRay,
		const CoinPackedMatrix *	rowMatrix,
		const double *	colLB,
		const double *	colUB,
		const double *	rowRhs,
		ostream *	os = `0`
	)

void DecompAlgo::printBasisInfo	(	OsiSolverInterface *	si,
		ostream *	os
	)

void DecompAlgo::printCurrentProblem	(	const OsiSolverInterface *	si,
		const string	baseName,
		const int	nodeIndex,
		const int	cutPass,
		const int	pricePass,
		const bool	printMps = `true`,
		const bool	printLp = `true`
	)

void DecompAlgo::printCurrentProblem	(	const OsiSolverInterface *	si,
		const string	fileName,
		const bool	printMps = `true`,
		const bool	printLp = `true`
	)

void DecompAlgo::printVars ( ostream * os = &cout )

void DecompAlgo::printCuts ( ostream * os = &cout )

void DecompAlgo::solveBruteForce ( )

void DecompAlgo::createFullMps ( const string filename )

vector<double*> DecompAlgo::getDualRays ( int maxNumRays )

void DecompAlgo::setApp ( DecompApp * app )

inline

Definition at line 177 of file DecompAlgo.h.

References m_app.

void DecompAlgo::setBestUpperBound ( const double bestUpperBound )

inline

Definition at line 182 of file DecompAlgo.h.

References m_bestUpperBound.

decompStat DecompAlgo::solveRelaxed	(	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 DecompAlgo::createMasterProblem ( DecompVarList & initVars )

pure virtual

Implemented in DecompAlgoPC, DecompAlgoD, DecompAlgoRC, DecompAlgoC, DecompAlgoRC, DecompAlgoD, DecompAlgoPC, and DecompAlgoC.

virtual decompStat DecompAlgo::solutionUpdate	(	const decompPhase	phase,
		const int	maxInnerIter,
		const int	maxOuterIter
	)

virtual

Reimplemented in DecompAlgoRC.

virtual decompPhase DecompAlgo::phaseUpdate	(	const decompPhase	phase,
		const decompStat	stat
	)

virtual

Reimplemented in DecompAlgoD, and DecompAlgoC.

virtual void DecompAlgo::setMasterBounds	(	const double *	lbs,
		const double *	ubs
	)

virtual

Reimplemented in DecompAlgoC, and DecompAlgoPC.

OsiSolverInterface* DecompAlgo::getMasterSolverInterface ( )

inline

Definition at line 226 of file DecompAlgo.h.

References m_masterSI.

virtual const double* DecompAlgo::getRowPrice ( ) const

inlinevirtual

Reimplemented in DecompAlgoRC.

Definition at line 230 of file DecompAlgo.h.

References OsiSolverInterface::getRowPrice(), and m_masterSI.

const double* DecompAlgo::getX ( )

inline

Definition at line 234 of file DecompAlgo.h.

References m_xhat.

DecompApp* DecompAlgo::getApp ( )

inline

Definition at line 238 of file DecompAlgo.h.

References m_app.

const DecompSolution* DecompAlgo::getXhatIPBest ( )

inline

Definition at line 242 of file DecompAlgo.h.

References m_xhatIPBest.

virtual const double* DecompAlgo::getRightHandSide ( ) const

inlinevirtual

Definition at line 247 of file DecompAlgo.h.

References m_modelCore.

virtual const char* DecompAlgo::getRowSense ( ) const

inlinevirtual

Definition at line 251 of file DecompAlgo.h.

References m_modelCore.

int DecompAlgo::heuristics	(	const double *	xhat,
		vector< DecompSolution * > &	xhatIPFeas
	)

virtual int DecompAlgo::generateVars	(	const decompStat	stat,
		DecompVarList &	newVars,
		double &	mostNegReducedCost
	)

virtual

Reimplemented in DecompAlgoRC, and DecompAlgoC.

virtual int DecompAlgo::generateCuts ( DecompCutList & newCuts )

virtual

virtual void DecompAlgo::recomposeSolution	(	const double *	solution,
		double *	rsolution
	)

inlinevirtual

Reimplemented in DecompAlgoRC, DecompAlgoC, DecompAlgoPC, DecompAlgoD, and DecompAlgoC.

Definition at line 267 of file DecompAlgo.h.

virtual int DecompAlgo::generateInitVars ( DecompVarList & initVars )

virtual

Reimplemented in DecompAlgoC, and DecompAlgoC.

virtual bool DecompAlgo::isDone ( )

inlinevirtual

Reimplemented in DecompAlgoRC, and DecompAlgoRC.

Definition at line 273 of file DecompAlgo.h.

void DecompAlgo::addVarsToPool ( DecompVarList & newVars )

void DecompAlgo::addVarsFromPool ( )

bool DecompAlgo::isIPFeasible	(	const double *	x,
		const double	feasTol = `1.0e-4`,
		const double	intTol = `1.0e-4`
	)

bool DecompAlgo::isLPFeasible	(	const double *	x,
		const double	feasTol = `1.0e-4`
	)

virtual void DecompAlgo::addCutsToPool	(	const double *	x,
		DecompCutList &	newCuts,
		int &	n_newCuts
	)

virtual

Reimplemented in DecompAlgoPC, and DecompAlgoPC.

virtual int DecompAlgo::addCutsFromPool ( )

virtual

Reimplemented in DecompAlgoPC, DecompAlgoRC, DecompAlgoRC, and DecompAlgoPC.

int DecompAlgo::chooseBranchVar	(	int &	branchedOnIndex,
		double &	branchedOnValue
	)

virtual int DecompAlgo::branch	(	int	branchedOnIndex,
		double	branchedOnValue
	)

virtual

Reimplemented in DecompAlgoC.

decompStat DecompAlgo::processNode ( const int nodeIndex = 0 )

void DecompAlgo::appendVars ( DecompVar * var )

inline

Definition at line 307 of file DecompAlgo.h.

References m_vars.

void DecompAlgo::appendVars ( DecompVarList & varList )

inline

Definition at line 310 of file DecompAlgo.h.

References m_vars.

DecompAlgo& DecompAlgo::operator= ( const DecompAlgo & )

private

OsiSolverInterface* DecompAlgo::initSolverInterface ( )

void DecompAlgo::startupLog ( )

void DecompAlgo::initSetup ( int whichModel = 1 )

void DecompAlgo::tighten ( int whichModel )

double DecompAlgo::getTrueLowerBound ( )

inline

Definition at line 124 of file DecompAlgo.old.h.

References m_tlb.

double DecompAlgo::getTrueUpperBound ( )

inline

Definition at line 127 of file DecompAlgo.old.h.

References m_tub.

void DecompAlgo::setTrueLowerBound ( const double mostNegReducedCost )

void DecompAlgo::setTrueUpperBound ( const double ub )

inline

Definition at line 133 of file DecompAlgo.old.h.

References m_tub.

double DecompAlgo::calcConstant	(	const int	m,
		const double *	u
	)

bool DecompAlgo::isDualRayInfProof	(	const double *	dualRay,
		const CoinPackedMatrix *	rowMatrix,
		const double *	colLB,
		const double *	colUB,
		const double *	rowRhs,
		ostream *	os = `0`
	)

void DecompAlgo::printBasisInfo	(	OsiSolverInterface *	si,
		ostream *	os
	)

void DecompAlgo::printCurrentProblem	(	const OsiSolverInterface *	si,
		const string	baseName,
		const int	nodeIndex,
		const int	cutPass,
		const int	pricePass,
		const bool	printMps = `true`,
		const bool	printLp = `true`
	)

void DecompAlgo::printCurrentProblem	(	const OsiSolverInterface *	si,
		const string	fileName,
		const bool	printMps = `true`,
		const bool	printLp = `true`
	)

void DecompAlgo::printVars ( ostream * os = &cout )

void DecompAlgo::printCuts ( ostream * os = &cout )

void DecompAlgo::solveBruteForce ( )

void DecompAlgo::createFullMps ( const string filename )

vector<double*> DecompAlgo::getDualRays ( int maxNumRays )

void DecompAlgo::setApp ( DecompApp * app )

inline

Definition at line 167 of file DecompAlgo.old.h.

References m_app.

void DecompAlgo::setBestUpperBound ( const double bestUpperBound )

inline

Definition at line 172 of file DecompAlgo.old.h.

References m_bestUpperBound.

DecompStat DecompAlgo::solveRelaxed	(	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 DecompAlgo::createMasterProblem ( DecompVarList & initVars )

pure virtual

Implemented in DecompAlgoPC, DecompAlgoD, DecompAlgoRC, DecompAlgoC, DecompAlgoRC, DecompAlgoD, DecompAlgoPC, and DecompAlgoC.

virtual DecompStat DecompAlgo::solutionUpdate	(	const DecompPhase	phase,
		const int	maxInnerIter,
		const int	maxOuterIter
	)

virtual

Reimplemented in DecompAlgoRC.

virtual DecompPhase DecompAlgo::phaseUpdate	(	const DecompPhase	phase,
		const DecompStat	stat
	)

virtual

virtual void DecompAlgo::setMasterBounds	(	const double *	lbs,
		const double *	ubs
	)

virtual

Reimplemented in DecompAlgoC, and DecompAlgoPC.

OsiSolverInterface* DecompAlgo::getMasterSolverInterface ( )

inline

Definition at line 216 of file DecompAlgo.old.h.

References m_masterSI.

virtual const double* DecompAlgo::getRowPrice ( ) const

inlinevirtual

Reimplemented in DecompAlgoRC.

Definition at line 220 of file DecompAlgo.old.h.

References OsiSolverInterface::getRowPrice(), and m_masterSI.

const double* DecompAlgo::getX ( )

inline

Definition at line 224 of file DecompAlgo.old.h.

References m_xhat.

DecompApp* DecompAlgo::getApp ( )

inline

Definition at line 228 of file DecompAlgo.old.h.

References m_app.

const DecompSolution* DecompAlgo::getXhatIPBest ( )

inline

Definition at line 232 of file DecompAlgo.old.h.

References m_xhatIPBest.

virtual const double* DecompAlgo::getRightHandSide ( ) const

inlinevirtual

Definition at line 237 of file DecompAlgo.old.h.

References m_modelCore.

virtual const char* DecompAlgo::getRowSense ( ) const

inlinevirtual

Definition at line 241 of file DecompAlgo.old.h.

References m_modelCore.

int DecompAlgo::heuristics	(	const double *	xhat,
		vector< DecompSolution * > &	xhatIPFeas
	)

virtual int DecompAlgo::generateVars	(	const DecompStat	stat,
		DecompVarList &	newVars,
		double &	mostNegReducedCost
	)

virtual

virtual int DecompAlgo::generateCuts ( DecompCutList & newCuts )

virtual

virtual void DecompAlgo::recomposeSolution	(	const double *	solution,
		double *	rsolution
	)

inlinevirtual

Reimplemented in DecompAlgoRC, DecompAlgoC, DecompAlgoPC, DecompAlgoD, and DecompAlgoC.

Definition at line 257 of file DecompAlgo.old.h.

virtual int DecompAlgo::generateInitVars ( DecompVarList & initVars )

virtual

Reimplemented in DecompAlgoC, and DecompAlgoC.

virtual bool DecompAlgo::isDone ( )

inlinevirtual

Reimplemented in DecompAlgoRC, and DecompAlgoRC.

Definition at line 263 of file DecompAlgo.old.h.

void DecompAlgo::addVarsToPool ( DecompVarList & newVars )

void DecompAlgo::addVarsFromPool ( )

bool DecompAlgo::isIPFeasible	(	const double *	x,
		const double	feasTol = `1.0e-4`,
		const double	intTol = `1.0e-4`
	)

bool DecompAlgo::isLPFeasible	(	const double *	x,
		const double	feasTol = `1.0e-4`
	)

virtual void DecompAlgo::addCutsToPool	(	const double *	x,
		DecompCutList &	newCuts,
		int &	n_newCuts
	)

virtual

Reimplemented in DecompAlgoPC, and DecompAlgoPC.

virtual int DecompAlgo::addCutsFromPool ( )

virtual

Reimplemented in DecompAlgoPC, DecompAlgoRC, DecompAlgoRC, and DecompAlgoPC.

int DecompAlgo::chooseBranchVar	(	int &	branchedOnIndex,
		double &	branchedOnValue
	)

virtual int DecompAlgo::branch	(	int	branchedOnIndex,
		double	branchedOnValue
	)

virtual

Reimplemented in DecompAlgoC.

DecompStat DecompAlgo::processNode	(	const int	nodeIndex = `0`,
		const double	globalLB = `-DecompInf`,
		const double	globalUB = `DecompInf`
	)

void DecompAlgo::appendVars ( DecompVar * var )

inline

Definition at line 297 of file DecompAlgo.old.h.

References m_vars.

void DecompAlgo::appendVars ( DecompVarList & varList )

inline

Definition at line 300 of file DecompAlgo.old.h.

References m_vars.

Member Data Documentation

static const char * DecompAlgo::m_classTag

protected

Store the name of the class (for logging/debugging) - "who am I?".

Definition at line 75 of file DecompAlgo.h.

Referenced by setObjBound(), and setObjBoundIP().

DecompParam DecompAlgo::m_param

protected

Parameters.

Definition at line 80 of file DecompAlgo.h.

Referenced by DecompAlgo(), DecompAlgoD::DecompAlgoD(), DecompAlgoPC::DecompAlgoPC(), getDecompParam(), DecompAlgoPC::getMasterDualSolution(), getMutableParam(), getParam(), isGapTight(), DecompAlgoPC::setObjBound(), setObjBound(), DecompAlgoD::setObjBoundIP(), setObjBoundIP(), and DecompAlgoD::solveD().

UtilParameters* DecompAlgo::m_utilParam

protected

Store the name of the class (for logging/debugging) - "who am I?".

Definition at line 81 of file DecompAlgo.h.

DecompAlgoType DecompAlgo::m_algo

protected

Type of algorithm for this instance.

Definition at line 86 of file DecompAlgo.h.

Referenced by getAlgo().

DecompStatus DecompAlgo::m_status

protected

The current algorithm status.

Definition at line 91 of file DecompAlgo.h.

double DecompAlgo::m_infinity

protected

The value of "infinity".

Definition at line 96 of file DecompAlgo.h.

Referenced by getGlobalGap(), getInfinity(), getMasterObjValue(), getNodeIPGap(), getNodeLPGap(), setObjBound(), setObjBoundIP(), and DecompAlgoD::solveD().

DecompPhase DecompAlgo::m_phase

protected

The current algorithm phase.

Definition at line 101 of file DecompAlgo.h.

Referenced by setObjBound().

DecompPhase DecompAlgo::m_phaseLast

protected

Store the name of the class (for logging/debugging) - "who am I?".

Definition at line 102 of file DecompAlgo.h.

DecompPhase DecompAlgo::m_phaseForce

protected

Store the name of the class (for logging/debugging) - "who am I?".

Definition at line 103 of file DecompAlgo.h.

DecompApp * DecompAlgo::m_app

protected

Pointer to current active DECOMP application.

Definition at line 108 of file DecompAlgo.h.

Referenced by DecompAlgo(), getApp(), getDecompApp(), getDecompAppMutable(), getOrigObjective(), setApp(), DecompAlgoD::setObjBoundIP(), setObjBoundIP(), and DecompAlgoD::solveD().

DecompStats DecompAlgo::m_stats

protected

Storage of statistics for run and node.

Definition at line 113 of file DecompAlgo.h.

Referenced by getDecompStats(), and getStats().

DecompNodeStats DecompAlgo::m_nodeStats

protected

Store the name of the class (for logging/debugging) - "who am I?".

Definition at line 114 of file DecompAlgo.h.

Referenced by getCutCallsTotal(), getNodeIndex(), getNodeLPGap(), getObjBestBoundLB(), getObjBestBoundUB(), getPriceCallsTotal(), isDone(), DecompAlgoPC::setObjBound(), setObjBound(), DecompAlgoD::setObjBoundIP(), and setObjBoundIP().

DecompMemPool DecompAlgo::m_memPool

protected

Memory pool used to reduce the number of allocations needed.

Definition at line 119 of file DecompAlgo.h.

ostream * DecompAlgo::m_osLog

protected

Stream for log file (default to stdout).

Definition at line 124 of file DecompAlgo.h.

Referenced by DecompAlgo(), DecompAlgoPC::setObjBound(), setObjBound(), DecompAlgoD::setObjBoundIP(), and setObjBoundIP().

DecompAlgoCGL* DecompAlgo::m_cgl

protected

Store the name of the class (for logging/debugging) - "who am I?".

Definition at line 126 of file DecompAlgo.h.

Referenced by ~DecompAlgo().

std::vector<double> DecompAlgo::m_origColLB

protected

Pointer (and label) to current active model core/relax.

Definition at line 133 of file DecompAlgo.h.

std::vector<double> DecompAlgo::m_origColUB

protected

Store the name of the class (for logging/debugging) - "who am I?".

Definition at line 134 of file DecompAlgo.h.

OsiSolverInterface * DecompAlgo::m_masterSI

protected

Solver interface(s) for subproblems (P').

Solver interface(s) for master problem (Q''). CPM: holds model core (and optionally relaxed) in original space PC : holds model core in reformulated space

Definition at line 147 of file DecompAlgo.h.

Referenced by getMasterObjValue(), getMasterOSI(), getMasterSolverInterface(), getRowPrice(), and ~DecompAlgo().

OsiClpSolverInterface* DecompAlgo::m_cutgenSI

protected

Solver interface(s) for entire problem (Q'').

CPM: not used (use m_masterSI) PC : holds model core (and optionally relaxed) in original space - used for CGL cuts

Definition at line 155 of file DecompAlgo.h.

Referenced by ~DecompAlgo().

int DecompAlgo::m_cutgenObjCutInd

protected

Store the name of the class (for logging/debugging) - "who am I?".

Definition at line 156 of file DecompAlgo.h.

OsiSolverInterface* DecompAlgo::m_auxSI

protected

Store the name of the class (for logging/debugging) - "who am I?".

Definition at line 157 of file DecompAlgo.h.

Referenced by ~DecompAlgo().

const double* DecompAlgo::m_objective

protected

Store the name of the class (for logging/debugging) - "who am I?".

Definition at line 160 of file DecompAlgo.h.

DecompConstraintSet * DecompAlgo::m_modelCore

protected

Store the name of the class (for logging/debugging) - "who am I?".

Definition at line 161 of file DecompAlgo.h.

Referenced by getModelCore(), BcpsDecompModel::getNumCols(), BcpsDecompModel::getNumRows(), getRightHandSide(), and getRowSense().

DecompConstraintSet * DecompAlgo::m_modelRelax

protected

Store the name of the class (for logging/debugging) - "who am I?".

Definition at line 162 of file DecompAlgo.h.

Referenced by getModelRelax().

std::map<int, std::vector<DecompSubModel> > DecompAlgo::m_modelRelaxNest

protected

Store the name of the class (for logging/debugging) - "who am I?".

Definition at line 163 of file DecompAlgo.h.

DecompVarList DecompAlgo::m_vars

protected

Containers for variables (current and pool).

Definition at line 169 of file DecompAlgo.h.

Referenced by appendVars(), and ~DecompAlgo().

DecompVarPool DecompAlgo::m_varpool

protected

Store the name of the class (for logging/debugging) - "who am I?".

Definition at line 170 of file DecompAlgo.h.

DecompCutList DecompAlgo::m_cuts

protected

Containers for cuts (current and pool).

Definition at line 175 of file DecompAlgo.h.

Referenced by ~DecompAlgo().

DecompCutPool DecompAlgo::m_cutpool

protected

Store the name of the class (for logging/debugging) - "who am I?".

Definition at line 176 of file DecompAlgo.h.

double * DecompAlgo::m_xhat

protected

Storage for current solution (in x-space).

Definition at line 181 of file DecompAlgo.h.

Referenced by getX(), getXhat(), and ~DecompAlgo().

double DecompAlgo::m_cutoffUB

protected

User-defined cutoff (global UB) for B&B fathoming and LR.

This does not imply a feasible IP solution, just a bound.

Definition at line 187 of file DecompAlgo.h.

Referenced by getCutoffUB(), and setCutoffUB().

vector< DecompSolution * > DecompAlgo::m_xhatIPFeas

protected

Store the name of the class (for logging/debugging) - "who am I?".

Definition at line 189 of file DecompAlgo.h.

Referenced by getXhatIPFeas(), and ~DecompAlgo().

DecompSolution * DecompAlgo::m_xhatIPBest

protected

Store the name of the class (for logging/debugging) - "who am I?".

Definition at line 190 of file DecompAlgo.h.

Referenced by getXhatIPBest().

std::vector<double> DecompAlgo::m_primSolution

protected

Store the name of the class (for logging/debugging) - "who am I?".

Definition at line 194 of file DecompAlgo.h.

Referenced by getMasterObjValue(), and getMasterPrimalSolution().

std::vector<double> DecompAlgo::m_dualSolution

protected

Store the name of the class (for logging/debugging) - "who am I?".

Definition at line 195 of file DecompAlgo.h.

Referenced by DecompAlgoPC::getMasterDualSolution(), and getMasterDualSolution().

std::vector<double> DecompAlgo::m_reducedCost

protected

Store the name of the class (for logging/debugging) - "who am I?".

Definition at line 196 of file DecompAlgo.h.

Referenced by getMasterColReducedCost().

int DecompAlgo::m_numCols

protected

Store the name of the class (for logging/debugging) - "who am I?".

Definition at line 197 of file DecompAlgo.h.

bool DecompAlgo::m_isColGenExact

protected

Store the name of the class (for logging/debugging) - "who am I?".

Definition at line 199 of file DecompAlgo.h.

int DecompAlgo::m_numConvexCon

protected

Store the name of the class (for logging/debugging) - "who am I?".

Definition at line 201 of file DecompAlgo.h.

int DecompAlgo::m_rrLastBlock

protected

Store the name of the class (for logging/debugging) - "who am I?".

Definition at line 204 of file DecompAlgo.h.

int DecompAlgo::m_rrIterSinceAll

protected

Store the name of the class (for logging/debugging) - "who am I?".

Definition at line 205 of file DecompAlgo.h.

int DecompAlgo::m_nArtCols

protected

Store the name of the class (for logging/debugging) - "who am I?".

Definition at line 208 of file DecompAlgo.h.

int DecompAlgo::m_nRowsOrig

protected

Store the name of the class (for logging/debugging) - "who am I?".

Definition at line 211 of file DecompAlgo.h.

int DecompAlgo::m_nRowsBranch

protected

Store the name of the class (for logging/debugging) - "who am I?".

Definition at line 212 of file DecompAlgo.h.

int DecompAlgo::m_nRowsConvex

protected

Store the name of the class (for logging/debugging) - "who am I?".

Definition at line 213 of file DecompAlgo.h.

int DecompAlgo::m_nRowsCuts

protected

Store the name of the class (for logging/debugging) - "who am I?".

Definition at line 214 of file DecompAlgo.h.

std::vector<DecompRowType> DecompAlgo::m_masterRowType

protected

Store the name of the class (for logging/debugging) - "who am I?".

Definition at line 215 of file DecompAlgo.h.

Referenced by getMasterRowType(), and getNumRowType().

std::vector<DecompColType> DecompAlgo::m_masterColType

protected

Store the name of the class (for logging/debugging) - "who am I?".

Definition at line 216 of file DecompAlgo.h.

Referenced by isMasterColArtificial(), isMasterColMasterOnly(), and isMasterColStructural().

std::vector<int> DecompAlgo::m_masterArtCols

protected

Store the name of the class (for logging/debugging) - "who am I?".

Definition at line 217 of file DecompAlgo.h.

double* DecompAlgo::m_colLBNode

protected

Store the name of the class (for logging/debugging) - "who am I?".

Definition at line 220 of file DecompAlgo.h.

Referenced by getColLBNode(), and ~DecompAlgo().

double* DecompAlgo::m_colUBNode

protected

Store the name of the class (for logging/debugging) - "who am I?".

Definition at line 221 of file DecompAlgo.h.

Referenced by getColUBNode(), and ~DecompAlgo().

int DecompAlgo::m_compressColsLastPrice

protected

Store the name of the class (for logging/debugging) - "who am I?".

Definition at line 223 of file DecompAlgo.h.

int DecompAlgo::m_compressColsLastNumCols

protected

Store the name of the class (for logging/debugging) - "who am I?".

Definition at line 224 of file DecompAlgo.h.

double DecompAlgo::m_relGap

protected

Current node gap (bestUB-bestLB)/bestLB.

Definition at line 229 of file DecompAlgo.h.

Referenced by isGapTight().

DecompAlgoStop DecompAlgo::m_stopCriteria

protected

Store the name of the class (for logging/debugging) - "who am I?".

Definition at line 231 of file DecompAlgo.h.

Referenced by getStopCriteria().

int DecompAlgo::m_colIndexUnique

protected

Store the name of the class (for logging/debugging) - "who am I?".

Definition at line 232 of file DecompAlgo.h.

double DecompAlgo::m_masterObjLast

protected

Store the name of the class (for logging/debugging) - "who am I?".

Definition at line 233 of file DecompAlgo.h.

bool DecompAlgo::m_objNoChange

protected

Store the name of the class (for logging/debugging) - "who am I?".

Definition at line 234 of file DecompAlgo.h.

double DecompAlgo::m_stabEpsilon

protected

Store the name of the class (for logging/debugging) - "who am I?".

Definition at line 237 of file DecompAlgo.h.

bool DecompAlgo::m_useInitLpDuals

protected

Store the name of the class (for logging/debugging) - "who am I?".

Definition at line 238 of file DecompAlgo.h.

std::map<int, int> DecompAlgo::m_artColIndToRowInd

protected

Store the name of the class (for logging/debugging) - "who am I?".

Definition at line 239 of file DecompAlgo.h.

double DecompAlgo::m_globalLB

protected

Store the name of the class (for logging/debugging) - "who am I?".

Definition at line 241 of file DecompAlgo.h.

Referenced by getGlobalGap(), and setObjBound().

double DecompAlgo::m_globalUB

protected

Store the name of the class (for logging/debugging) - "who am I?".

Definition at line 242 of file DecompAlgo.h.

Referenced by getGlobalGap().

std::vector<double> DecompAlgo::m_phaseIObj

protected

Store the name of the class (for logging/debugging) - "who am I?".

Definition at line 244 of file DecompAlgo.h.

int DecompAlgo::m_function

protected

Store the name of the class (for logging/debugging) - "who am I?".

Definition at line 246 of file DecompAlgo.h.

bool DecompAlgo::m_firstPhase2Call

protected

Store the name of the class (for logging/debugging) - "who am I?".

Definition at line 247 of file DecompAlgo.h.

bool DecompAlgo::m_isStrongBranch

protected

Store the name of the class (for logging/debugging) - "who am I?".

Definition at line 248 of file DecompAlgo.h.

Referenced by setStrongBranchIter().

const AlpsDecompTreeNode* DecompAlgo::m_curNode

protected

Store the name of the class (for logging/debugging) - "who am I?".

Definition at line 250 of file DecompAlgo.h.

Referenced by getCurrentNode().

std:: vector<int> DecompAlgo::m_masterOnlyCols

protected

Store the name of the class (for logging/debugging) - "who am I?".

Definition at line 252 of file DecompAlgo.h.

std::map<int, int> DecompAlgo::m_masterOnlyColsMap

protected

Map from original index to master index for master-only vars.

Definition at line 256 of file DecompAlgo.h.

DecompBranchingImplementation DecompAlgo::m_branchingImplementation

protected

Store the name of the class (for logging/debugging) - "who am I?".

Definition at line 261 of file DecompAlgo.h.

Referenced by DecompAlgo().

const char* DecompAlgo::m_classTag

staticprivate

Definition at line 46 of file DecompAlgo.h.

static const char * DecompAlgo::versionTag

staticprivate

Definition at line 47 of file DecompAlgo.h.

decompAlgoType DecompAlgo::m_algo

private

Definition at line 48 of file DecompAlgo.h.

DecompMemPool DecompAlgo::m_auxMemPool

protected

Definition at line 51 of file DecompAlgo.h.

int DecompAlgo::m_nodeIndex

protected

Definition at line 54 of file DecompAlgo.h.

int DecompAlgo::m_whichModel

protected

Definition at line 55 of file DecompAlgo.h.

int DecompAlgo::m_whichCoreModel

protected

Definition at line 56 of file DecompAlgo.h.

int DecompAlgo::m_priceCallsRound

protected

Definition at line 57 of file DecompAlgo.h.

int DecompAlgo::m_priceCallsTotal

protected

Definition at line 58 of file DecompAlgo.h.

int DecompAlgo::m_cutCallsRound

protected

Definition at line 59 of file DecompAlgo.h.

int DecompAlgo::m_cutCallsTotal

protected

Definition at line 60 of file DecompAlgo.h.

int DecompAlgo::m_varsThisRound

protected

Definition at line 61 of file DecompAlgo.h.

int DecompAlgo::m_cutsThisRound

protected

Definition at line 62 of file DecompAlgo.h.

int DecompAlgo::m_varsThisCall

protected

Definition at line 63 of file DecompAlgo.h.

int DecompAlgo::m_cutsThisCall

protected

Definition at line 64 of file DecompAlgo.h.

int DecompAlgo::m_isTightenAlgo

protected

Definition at line 66 of file DecompAlgo.h.

ostream* DecompAlgo::m_osLog

protected

Definition at line 68 of file DecompAlgo.h.

map< int, OsiSolverInterface * > DecompAlgo::m_subprobSI

protected

Definition at line 73 of file DecompAlgo.h.

Referenced by ~DecompAlgo().

DecompVarList DecompAlgo::m_initVars

protected

Definition at line 90 of file DecompAlgo.h.

double DecompAlgo::m_tlb

protected

Definition at line 95 of file DecompAlgo.h.

Referenced by getTrueLowerBound().

double DecompAlgo::m_tub

protected

Definition at line 96 of file DecompAlgo.h.

Referenced by getTrueUpperBound(), and setTrueUpperBound().

double DecompAlgo::m_bestUpperBound

protected

Definition at line 97 of file DecompAlgo.h.

Referenced by setBestUpperBound().

vector<DecompSolution*> DecompAlgo::m_xhatIPFeas

protected

Definition at line 103 of file DecompAlgo.h.

int DecompAlgo::m_numOrigCols

protected

Definition at line 106 of file DecompAlgo.h.

vector< vector< double > > DecompAlgo::m_optPoint

protected

Definition at line 108 of file DecompAlgo.h.

double * DecompAlgo::m_piEstimate

protected

Definition at line 111 of file DecompAlgo.h.

vector< bool > DecompAlgo::isStab

protected

Definition at line 112 of file DecompAlgo.h.

DecompConstraintSet* DecompAlgo::m_modelCore

Definition at line 116 of file DecompAlgo.h.

DecompConstraintSet* DecompAlgo::m_modelRelax

Definition at line 117 of file DecompAlgo.h.

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

/tmp/Dip-0.92.4/Dip/src/DecompAlgo.h
/tmp/Dip-0.92.4/Dip/src/old/DecompAlgo.h
/tmp/Dip-0.92.4/Dip/src/old/DecompAlgo.old.h

Public Member Functions

Public Attributes

Protected Attributes

Private Member Functions

Private Attributes

Static Private Attributes

Detailed Description

Constructor & Destructor Documentation

Member Function Documentation

Member Data Documentation