ColumnGenerator Class Reference

Class for generating and solving a restricted master problem. More...

#include <column.h>

Collaboration diagram for ColumnGenerator:

Public Member Functions
	ColumnGenerator (Pointer< MinlpNode > node_, MinlpBCP &bcp_)
int	init_RMP ()
	Solves the relaxed RMP and tries to find new RMP points, if y is not 0.
int	solve_RMP ()
void	clear_RMP ()
void	solve_lag_problem (MinlpBCP::LagSolveStatus &status, int k, Pointer< SepQcFunc > temp_cut=NULL)
void	update_ExtremePoints ()
	Update the RMP points after subdivision, and adds the columns to the RMP, if the RMP was built before.
void	mult_W (UserVector< double > &x, const dvector &z, int k)
	Computes Wz=sum_l z_{k,l} * w_{k,l} for a fixed k.
int	generate_RMP ()
	Generates the RMP by column generation.
double	subprobl_key (double rc, int k)
	A key for sorting Lagrangian subproblems.
void	print (ostream &out) const
Private Member Functions
void	add_cut (Pointer< SepQcFunc > cut, int k)
int	get_search_dir2 (dvector &a, double &c, int k)
Private Attributes
Pointer< MinlpNode >	node
	A reference to MinlpNode, where the sub-problem is defined.
MinlpBCP &	bcp
Pointer< Param >	param
Pointer< RMPManager >	RMP
	The restricted master problem.
int	max_major_iter
int	max_minor_iter
int	max_initRMP_iter
double	rc_tol

Detailed Description

Class for generating and solving a restricted master problem.

Parameters:

	ColumnGenerator	max major iter options integer $ 0$ default 5 How often $$ is maximally updated during one generate run.
	ColumnGenerator	max minor iter options integer $ 0$ default 0 For how many blocks the lagrangian subproblem is solved. Only iterations, where the gap could be significantly reduced, are counted. If 0, the number is computed as $(5, 1.39{n}{p}-.05({n}{p})^2+0.15p)$
	ColumnGenerator	max init RMP iter options integer $ 0$ default 0 level 0 Iteration limit to make RMP feasible. If 0, the number is computed as 2*(maxblocksize+1).

Definition at line 39 of file column.h.

ColumnGenerator::ColumnGenerator	(	Pointer< MinlpNode >	node_,
		MinlpBCP &	bcp_
	)

void ColumnGenerator::add_cut	(	Pointer< SepQcFunc >	cut,
		int	k
	)			`[private]`

int ColumnGenerator::get_search_dir2	(	dvector &	a,
		double &	c,
		int	k
	)			`[private]`

int ColumnGenerator::init_RMP ( )

Solves the relaxed RMP and tries to find new RMP points, if y is not 0.

Returns:: 0, if we could make the RMP feasible. 1, if (R[U]) is feasible, but the (RMP) not. 2, if the (R[U]) is feasible, but its solution exceeds the upper bound. 3, if (R[U]) is infeasible.

int ColumnGenerator::solve_RMP ( )

void ColumnGenerator::clear_RMP ( ) [inline]

Definition at line 71 of file column.h.

void ColumnGenerator::solve_lag_problem	(	MinlpBCP::LagSolveStatus &	status,
		int	k,
		Pointer< SepQcFunc >	temp_cut = `NULL`
	)

void ColumnGenerator::update_ExtremePoints ( )

Update the RMP points after subdivision, and adds the columns to the RMP, if the RMP was built before.

Computes Wz=sum_l z_{k,l} * w_{k,l} for a fixed k.

Parameters:

	x	The vector to store the result in. Must have (R).block[k].size().
	z	The vector which is multiplicated by W. Must have (RMP).block[k].size()==node.i_RMP_points[k].size().

int ColumnGenerator::generate_RMP ( )

Generates the RMP by column generation.