DecompAlgoPC Class Reference

Class for DECOMP algorithm Price and Cut. More...

#include <DecompAlgoPC.h>

Inheritance diagram for DecompAlgoPC:

Collaboration diagram for DecompAlgoPC:

Public Member Functions
virtual void	setMasterBounds (const double *lbs, const double *ubs)
virtual void	createMasterProblem (DecompVarList &initVars)
	Create the master problem (all algorithms must define this function). More...
void	createMasterStabilization ()
void	addCutsToPool (const double *x, DecompCutList &newCuts, int &n_newCuts)
int	addCutsFromPool ()
void	recomposeSolution (const double *solution, double *rsolution)
	Compose solution in x-space from current space. More...
	DecompAlgoPC (DecompApp *app)
	~DecompAlgoPC ()
Constructors and destructor.
std::vector< double > &	getDualBest ()
	Default constructors. More...
std::vector< double > &	getDualRMP ()
	Default constructors. More...
	DecompAlgoPC (DecompApp *app, UtilParameters &utilParam, bool doSetup=true, const DecompAlgoType algo=PRICE_AND_CUT)
	Default constructors. More...
	~DecompAlgoPC ()
	Destructor. More...
Public Member Functions inherited from DecompAlgo
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	generateCuts (double *xhat, DecompCutList &newCuts)
virtual void	addVarsToPool (DecompVarList &newVars)
virtual void	addVarsFromPool ()
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	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 decompStat	solutionUpdate (const decompPhase phase, const int maxInnerIter, const int maxOuterIter)
virtual decompPhase	phaseUpdate (const decompPhase phase, const decompStat stat)
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 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)
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 DecompStat	solutionUpdate (const DecompPhase phase, const int maxInnerIter, const int maxOuterIter)
virtual DecompPhase	phaseUpdate (const DecompPhase phase, const DecompStat stat)
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 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)
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 ()
void	loadSIFromModel (OsiSolverInterface *si, bool doInt=false)
	Create the master problem (all algorithms must define this function). More...
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 bool	updateObjBound (const double mostNegRC=-DecompBigNum)
	Calculate the current LB and update best/history. More...
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...
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...
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...
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...
	DecompAlgo (const DecompAlgoType algo, DecompApp *app, UtilParameters &utilParam, bool doSetup=true)
	Default constructors. More...
virtual	~DecompAlgo ()
	Destructor. More...

Private Member Functions
	DecompAlgoPC (const DecompAlgoPC &)
DecompAlgoPC &	operator= (const DecompAlgoPC &)
Derived from pure virtual functions of DecompAlgo.
virtual void	createMasterProblem (DecompVarList &initVars)
	Create the master problem (all algorithms must define this function). More...
virtual int	generateVars (DecompVarList &newVars, double &mostNegReducedCost)
	Create the master problem (all algorithms must define this function). More...
virtual void	phaseInit (DecompPhase &phase)
	Create the master problem (all algorithms must define this function). 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...
virtual void	setObjBound (const double thisBound, const double thisBoundUB)
	Create the master problem (all algorithms must define this function). More...
virtual void	setObjBoundIP (const double thisBound)
	Set the current integer bound and update best/history. More...
Derived from virtual functions of DecompAlgo
void	addCutsToPool (const double *x, DecompCutList &newCuts, int &n_newCuts)
void	phaseDone ()
	Run the done phase for processing node. More...
int	addCutsFromPool ()
void	solveMasterAsMIP ()
	The main DECOMP process loop for a node. More...
void	solveMasterAsMIPSym (DecompSolverResult *result)
void	solveMasterAsMIPCbc (DecompSolverResult *result)
void	solveMasterAsMIPCpx (DecompSolverResult *result)
void	solveMasterAsMIPGrb (DecompSolverResult *result)
int	adjustColumnsEffCnt ()
	The main DECOMP process loop for a node. More...
int	compressColumns ()
	The main DECOMP process loop for a node. More...

Private Attributes
Data.
std::string	m_classTag
	Store the name of the class (for logging/debugging) - "who am I?". More...
std::vector< double >	m_dual
	Dual vector. More...
std::vector< double >	m_dualRM
	Dual vector from restricted master. More...
std::vector< double >	m_dualST
	Dual vector stabilized. More...

Static Private Attributes
static const char *	classTag

Additional Inherited Members
Public Attributes inherited from DecompAlgo
DecompConstraintSet *	m_modelCore
DecompConstraintSet *	m_modelRelax
Protected Attributes inherited from DecompAlgo
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
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...

Detailed Description

Class for DECOMP algorithm Price and Cut.

Definition at line 31 of file DecompAlgoPC.h.

Constructor & Destructor Documentation

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

inline

Default constructors.

Definition at line 197 of file DecompAlgoPC.h.

References DecompParam::CutCglGomory, and DecompAlgo::m_param.

DecompAlgoPC::~DecompAlgoPC ( )

inline

Destructor.

Definition at line 213 of file DecompAlgoPC.h.

DecompAlgoPC::DecompAlgoPC ( const DecompAlgoPC &  )

private

DecompAlgoPC::DecompAlgoPC ( DecompApp *  app )

inline

Definition at line 63 of file DecompAlgoPC.h.

DecompAlgoPC::~DecompAlgoPC ( )

inline

Definition at line 65 of file DecompAlgoPC.h.

Member Function Documentation

virtual void DecompAlgoPC::createMasterProblem ( DecompVarList &  initVars )

inlineprivatevirtual

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

Reimplemented from DecompAlgo.

Reimplemented in DecompAlgoD, and DecompAlgoD.

Definition at line 82 of file DecompAlgoPC.h.

References DecompAlgo::createMasterProblem().

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

inlineprivatevirtual

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

Reimplemented from DecompAlgo.

Definition at line 85 of file DecompAlgoPC.h.

References DecompAlgo::generateVars().

virtual void DecompAlgoPC::phaseInit ( DecompPhase &  phase )

privatevirtual

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

Reimplemented from DecompAlgo.

virtual const double* DecompAlgoPC::getMasterDualSolution ( ) const

inlineprivatevirtual

Get current dual solution for master problem.

When using dual stabilization, this comes from the stabilized dual vector (m_dualST). Otherwise, it comes from m_dualSolution (which comes directly from the LP solver).

Reimplemented from DecompAlgo.

Definition at line 99 of file DecompAlgoPC.h.

References DecompParam::DualStab, DecompAlgo::m_dualSolution, m_dualST, and DecompAlgo::m_param.

virtual void DecompAlgoPC::adjustMasterDualSolution ( )

privatevirtual

Adjust the current dual solution for master problem.

When using dual stabilization, this adjusts based on Wengtes smoothing.

Reimplemented from DecompAlgo.

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

inlineprivatevirtual

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

Reimplemented from DecompAlgo.

Definition at line 122 of file DecompAlgoPC.h.

References DecompEpsilon, DecompParam::DualStab, DecompParam::LogDebugLevel, m_classTag, m_dual, m_dualST, DecompAlgo::m_nodeStats, DecompAlgo::m_osLog, DecompAlgo::m_param, DecompNodeStats::objBest, DecompAlgo::setObjBound(), UtilPrintFuncBegin(), and UtilPrintFuncEnd().

virtual void DecompAlgoPC::setObjBoundIP ( const double  thisBound )

inlineprivatevirtual

Set the current integer bound and update best/history.

Reimplemented from DecompAlgo.

Reimplemented in DecompAlgoD.

Definition at line 143 of file DecompAlgoPC.h.

References DecompAlgo::setObjBoundIP().

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

privatevirtual

Reimplemented from DecompAlgo.

void DecompAlgoPC::phaseDone ( )

privatevirtual

Run the done phase for processing node.

Reimplemented from DecompAlgo.

int DecompAlgoPC::addCutsFromPool ( )

privatevirtual

Reimplemented from DecompAlgo.

void DecompAlgoPC::solveMasterAsMIP ( )

privatevirtual

The main DECOMP process loop for a node.

Reimplemented from DecompAlgo.

void DecompAlgoPC::solveMasterAsMIPSym ( DecompSolverResult *  result )

private

void DecompAlgoPC::solveMasterAsMIPCbc ( DecompSolverResult *  result )

private

void DecompAlgoPC::solveMasterAsMIPCpx ( DecompSolverResult *  result )

private

void DecompAlgoPC::solveMasterAsMIPGrb ( DecompSolverResult *  result )

private

int DecompAlgoPC::adjustColumnsEffCnt ( )

privatevirtual

The main DECOMP process loop for a node.

Reimplemented from DecompAlgo.

int DecompAlgoPC::compressColumns ( )

privatevirtual

The main DECOMP process loop for a node.

Reimplemented from DecompAlgo.

std::vector<double>& DecompAlgoPC::getDualBest ( )

inline

Default constructors.

Definition at line 186 of file DecompAlgoPC.h.

References m_dual.

std::vector<double>& DecompAlgoPC::getDualRMP ( )

inline

Default constructors.

Definition at line 189 of file DecompAlgoPC.h.

References m_dualRM.

DecompAlgoPC& DecompAlgoPC::operator= ( const DecompAlgoPC &  )

private

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

virtual

Reimplemented from DecompAlgo.

virtual void DecompAlgoPC::createMasterProblem ( DecompVarList &  initVars )

virtual

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

Reimplemented from DecompAlgo.

Reimplemented in DecompAlgoD, and DecompAlgoD.

void DecompAlgoPC::createMasterStabilization

(

)

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

virtual

Reimplemented from DecompAlgo.

int DecompAlgoPC::addCutsFromPool ( )

virtual

Reimplemented from DecompAlgo.

void DecompAlgoPC::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 from DecompAlgo.

Member Data Documentation

std::string DecompAlgoPC::m_classTag

private

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

Definition at line 44 of file DecompAlgoPC.h.

Referenced by setObjBound().

std::vector<double> DecompAlgoPC::m_dual

private

Dual vector.

The stabilized dual (copied from m_dualST) when the bound has improved. This dual vector is the one used in reduced-cost calculations when using a stabilized dual method (m_param.DualStab > 0).

Definition at line 53 of file DecompAlgoPC.h.

Referenced by getDualBest(), and setObjBound().

std::vector<double> DecompAlgoPC::m_dualRM

private

Dual vector from restricted master.

A copy of the dual vector from the restricted master.

Definition at line 60 of file DecompAlgoPC.h.

Referenced by getDualRMP().

std::vector<double> DecompAlgoPC::m_dualST

private

Dual vector stabilized.

The stabilized dual from dual stabilization method.

Definition at line 67 of file DecompAlgoPC.h.

Referenced by getMasterDualSolution(), and setObjBound().

const char* DecompAlgoPC::classTag

staticprivate

Definition at line 28 of file DecompAlgoPC.h.

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

• /tmp/Dip-0.92.4/Dip/src/DecompAlgoPC.h
• /tmp/Dip-0.92.4/Dip/src/old/DecompAlgoPC.h