LagHeu_SimAnnealing Class Reference

Lagrangian Heuristic using Simulated Annealing. More...

#include <lagheu.h>

Inheritance diagram for LagHeu_SimAnnealing:

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Collaboration diagram for LagHeu_SimAnnealing:

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List of all members.

Public Member Functions
	LagHeu_SimAnnealing (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)
int	solve (Pointer< MinlpNode > node_)
Private Types
enum	{ VIOLATION, DISTANCE }
Private Member Functions
void	get_Wz (dvector &Wz, const ivector &z)
double	weight (const ivector &z, const dvector &Wz)
void	walk (ivector &z, dvector &Wz, double &weight_z, double T, int max_iter)
	Performs a walk.
Private Attributes
vector< vector< list < ExtremePoint >::iterator > >	Z
	RMP points, stored in a better accessible structure.
vector< int >	nonsingles
	Indices of vectors in Z, which have more than one RMP points.
int	minor_iter_max
	Maximal number of minor iterations.
enum LagHeu_SimAnnealing:: { ... }	weight_type

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Detailed Description

Lagrangian Heuristic using Simulated Annealing.

Parameters:

	Simulated	Annealing iter max options integer $ 0$ default MAX(20, number of blocks) level 0 The number of major iterations of the Simulated Annealing walk. So this is the number of local optimizations, we perform.
	Simulated	Annealing weights options distance, violation default violation Which weigths to use for the states in the sim. annealing walk. violation defines the weight as the objective value plus the violation of the coupling constraints. distance defines the weight as a minimum distance to a point, which fullfills the coupling constraints and minimizes the objective.

Definition at line 149 of file lagheu.h.

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Member Enumeration Documentation

anonymous enum [private]

Enumerator:

VIOLATION
DISTANCE

Definition at line 163 of file lagheu.h.

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Constructor & Destructor Documentation

LagHeu_SimAnnealing::LagHeu_SimAnnealing	(	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
	)

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Member Function Documentation

void LagHeu_SimAnnealing::get_Wz	(	dvector &	Wz,
		const ivector &	z
	)			[private]

double LagHeu_SimAnnealing::weight	(	const ivector &	z,
		const dvector &	Wz
	)			[private]

void LagHeu_SimAnnealing::walk	(	ivector &	z,
		dvector &	Wz,
		double &	weight_z,
		double	T,
		int	max_iter
	)			[private]

Performs a walk.

Parameters:

	z	Input: Starting point. Output: Last point.
	weight	Input: Weight of starting point. Output: Weight of last point.
	T	temperature.
	l	Iterations.

int LagHeu_SimAnnealing::solve

(

Pointer< MinlpNode >

node_

)

[virtual]

Implements LagHeu.

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Member Data Documentation

vector<vector<list<ExtremePoint>::iterator> > LagHeu_SimAnnealing::Z [private]

RMP points, stored in a better accessible structure.

Definition at line 153 of file lagheu.h.

vector<int> LagHeu_SimAnnealing::nonsingles [private]

Indices of vectors in Z, which have more than one RMP points.

Definition at line 157 of file lagheu.h.

int LagHeu_SimAnnealing::minor_iter_max [private]

Maximal number of minor iterations.

Definition at line 161 of file lagheu.h.

enum { ... } LagHeu_SimAnnealing::weight_type [private]

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

• lagheu.h