LagHeu Class Reference

Base class for Lagrangian Heuristics. More...

#include <lagheu.h>

Inheritance diagram for LagHeu:

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Collaboration diagram for LagHeu:

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List of all members.

Public Member Functions
	LagHeu (Pointer< MinlpProblem > orig_prob_, Pointer< LinearRelax > linrelax_, bool is_gams_prob=false, double closeval_tol_=0., Pointer< dvector > diam_=NULL, Pointer< Param > param_=NULL, Pointer< ostream > out_solver_p_=out_out_p, Pointer< ostream > out_solver_log_p_=out_log_p)
void	set_linear_relax (Pointer< LinearRelax > linrelax_)
virtual int	solve (Pointer< MinlpNode > node_)=0
int	solve ()
	Solves the problem.
Protected Member Functions
void	make_project_LP ()
	Initialize the project LP.
void	update_project_LP ()
	Sets variable bounds according to current node in the project LP.
void	update_project_LP_x (const dvector &x)
	Sets reference point x in the project LP.
MIPSolver::SolutionStatus	solve_project_LP (dvector &sol)
	Solves the current project LP.
MIPSolver::SolutionStatus	solve_project_LP (double &val)
void	project_LP_fix_variable (int i, double val)
void	project_LP_unfix_variable (int i)
void	make_lagheu_LP (double delta)
	solves an LP to get a combination of RMP-points that violates the coupling constraints as less as possible.
MIPSolver::SolutionStatus	solve_lagheu_LP ()
MIPSolver::SolutionStatus	solve_lagheu_LP (dvector &z, dvector &x)
MIPSolver::SolutionStatus	solve_lagheu_LP (vector< dvector > &z, dvector &x)
void	lagheu_LP_fixblock (int k, const MIPSolver::ColItem *colitem)
void	lagheu_LP_unfixblock (int k)
double	couple_con_violation (const dvector &x)
	Computes the violation of the coupling constraints.
bool	project_and_round (dvector &x)
	successive projection and rounding of a given point to find a point, which is close to x, minimizes the objective function, satisfies the binary-constraints and is feasible for the linear relaxation.
Protected Attributes
Pointer< MinlpNode >	node
vector< list< const MIPSolver::ColItem * > >	lagheu_LP_columns
double	delta
	Penalty parameter in project LP.
Private Member Functions
bool	project_and_round_rek (dvector &x, map< int, double > &unfixed, int &switch_count)
Private Attributes
Pointer< MIPSolver >	project_LP
	LP to project a point onto the feasible set of (R) with respect to the 1-norm.
Pointer< SparseVector< double > >	project_LP_obj
	c^T x from linear relaxation.
list< const MIPSolver::RowItem * >	project_LP_cuts
int	x_con_start
	The index of the start of the x-s= x constraints.
Pointer< MIPSolver >	lagheu_LP
int	z_start
int	switch_count_limit

Detailed Description

Base class for Lagrangian Heuristics.

Parameters:

LagHeu

penalty parameter options double $ 0$ default 10 Determines penalty parameter $$ in LagHeu-LP and Project-LP.

Definition at line 23 of file lagheu.h.

Constructor & Destructor Documentation

LagHeu::LagHeu	(	Pointer< MinlpProblem >	orig_prob_,
		Pointer< LinearRelax >	linrelax_,
		bool	is_gams_prob = `false`,
		double	closeval_tol_ = `0.`,
		Pointer< dvector >	diam_ = `NULL`,
		Pointer< Param >	param_ = `NULL`,
		Pointer< ostream >	out_solver_p_ = `out_out_p`,
		Pointer< ostream >	out_solver_log_p_ = `out_log_p`
	)			`[inline]`

Definition at line 102 of file lagheu.h.

Member Function Documentation

bool LagHeu::project_and_round_rek	(	dvector &	x,
		map< int, double > &	unfixed,
		int &	switch_count
	)			`[private]`

void LagHeu::make_project_LP ( ) [protected]

Initialize the project LP.

project LP: Minimizing objective function and distance from a given point x, s.t. the coupling constraints are feasible. The variable bounds are initialized to [-, ] and will be by update_project_LP.

void LagHeu::update_project_LP ( ) [protected]

Sets variable bounds according to current node in the project LP.

void LagHeu::update_project_LP_x ( const dvector & x ) [protected]

Sets reference point x in the project LP.

MIPSolver::SolutionStatus LagHeu::solve_project_LP ( dvector & sol ) [protected]

Solves the current project LP.

Parameters:

sol

To store the solution.

Returns:: Return code of LP solver.

MIPSolver::SolutionStatus LagHeu::solve_project_LP ( double & val ) [protected]

void LagHeu::project_LP_fix_variable	(	int	i,
		double	val
	)			`[protected]`

void LagHeu::project_LP_unfix_variable ( int i ) [protected]

void LagHeu::make_lagheu_LP ( double delta ) [protected]

solves an LP to get a combination of RMP-points that violates the coupling constraints as less as possible.

Parameters:

z

The solution of the LP.

Returns:: The solver status.

MIPSolver::SolutionStatus LagHeu::solve_lagheu_LP ( ) [protected]

MIPSolver::SolutionStatus LagHeu::solve_lagheu_LP	(	dvector &	z,
		dvector &	x
	)			`[protected]`

MIPSolver::SolutionStatus LagHeu::solve_lagheu_LP	(	vector< dvector > &	z,
		dvector &	x
	)			`[protected]`

void LagHeu::lagheu_LP_fixblock	(	int	k,
		const MIPSolver::ColItem *	colitem
	)			`[protected]`

void LagHeu::lagheu_LP_unfixblock ( int k ) [protected]

double LagHeu::couple_con_violation ( const dvector & x ) [protected]

Computes the violation of the coupling constraints.

bool LagHeu::project_and_round ( dvector & x ) [protected]

successive projection and rounding of a given point to find a point, which is close to x, minimizes the objective function, satisfies the binary-constraints and is feasible for the linear relaxation.

Parameters:

x

The point to try. The result is written to x.