MinlpProblem Class Reference

Class for defining a mixed-integer nonlinear minimization problem. More...

#include <problem.h>

Collaboration diagram for MinlpProblem:

Public Types
enum	ptype { QQP, MINLP }
	Types of optimization problems. More...
Public Member Functions
	MinlpProblem (ptype p_type=MINLP, char prob_name_=(char ) NULL, Pointer< ostream > out_problem_p_=out_out_p, Pointer< ostream > out_problem_log_p_=out_log_p)
	(Standard-)Constructor for an optimization problem.
	MinlpProblem (Pointer< SepQcFunc > obj_, const dvector &lower_, const dvector &upper_, bool discr_=false, Pointer< ostream > out_problem_p_=out_out_p, Pointer< ostream > out_problem_log_p_=out_log_p)
	Constructor for an objective function, the lower and upper bounds and a boolean, which indicates, whether all variables are discrete or continuous.
	MinlpProblem (const MinlpProblem &p)
	The copy constructor.
	MinlpProblem (const MinlpProblem &p, int k)
	Copy constructor for the variable structure of one block from another MinlpProblem.
virtual	~MinlpProblem ()
	Virtual Destructor.
int	dim () const
	Get's the dimension of the problem.
virtual void	add_var (int i_, int bnum, bool discr_, double lower_, double upper_, char *name=NULL)
	Add's a variable.
virtual void	add_con (Pointer< SepQcFunc > f, bool eq=true, char *name=NULL)
	Adds a constraint to the problem.
virtual void	del_con (int connr)
	Deletes one constraint from the problem.
virtual void	add_obj (Pointer< SepQcFunc > f)
	Add's (or replace) the objective function.
void	taylor_approx (UserVector< double > &point, const int degree=2)
	Does a second taylor approximation for this problem.
int	feasible (const UserVector< double > &x, double tol, ostream *out=NULL)
	Checks the point for feasibility according to the constraints, not the lower and upper bounds.
void	print_most_violated_constraints (const UserVector< double > &x, ostream &out, int nr=5, double tol=1E-4)
	Prints the names of those constraints that are most violated by a given point.
int	scale (Pointer< Param > param=NULL)
	Scales the constraints, using the primal_point.
int	scale (UserVector< double > &x, Pointer< Param > param=NULL)
	Scales the constraints.
void	get_sparsity (vector< Pointer< SparsityInfo > > &si) const
Pointer< SparsityInfo >	get_sparsity (int k) const
virtual void	print (ostream &out) const
	Prints some information about the problem.
void	print_as_gams (ostream &out) const
	Prints the problem in gams format.
Public Attributes
Pointer< ostream >	out_problem_p
	A Pointer to an ostream to print problem-relevant information to.
Pointer< ostream >	out_problem_log_p
	A Pointer to an ostream to print problem-relevant logging-information to.
ptype	problem_type
	The type of the problem.
Pointer< char >	prob_name
	A name for the problem.
vector< ivector >	block
	The block structure of the variables.
vector< Pointer< char > >	var_names
	The names of the variables.
Pointer< SepQcFunc >	obj
	The objective function.
vector< Pointer< SepQcFunc > >	con
	The constraints functions.
vector< Pointer< char > >	con_names
	The names of the constraints.
vector< bool >	con_eq
	Indicates, which constraints are equations and which are inequation.
vector< int >	i_discr
	The indices of the discrete variables.
vector< int >	i_cont
	The indices of the continuous variables.
vector< bool >	discr
	Indicates, whether variable is discrete (true) or continuous (false).
dvector	lower
	The lower bounds of the variables.
dvector	upper
	The upper bounds of the variables.
dvector	primal_point
	Used for fixing the discrete variables.
Protected Attributes
int	dim_
	The dimension.
Private Member Functions
double	compute_scale (char *option, int c, double eps, UserVector< double > &x)
Friends
ostream &	operator<< (ostream &out, const MinlpProblem &a)
	The output-operator.

Detailed Description

Class for defining a mixed-integer nonlinear minimization problem.

If i_discr is empty the problem is continuous.

Parameters:

	constraint	scaling eps options $ 0$ default 0 The value $$ to which constraints are going to be scaled. Not applied currently.
	constraint	scaling default options W*gradient \| condition Jac \| adjust by box ends \| equalized default no scaling How to scale the constraints.
	constraint	scaling max patterns options integer $ 0$ Maximum number of different patterns to scale specific type of constraints.
	constraint	scaling pattern <$n$> options W*gradient \| condition Jac \| adjust by box ends \| equalized \| double $ 0$ How to scale the constraints that match the patters. Example: for all the constraints that contain the letter `E' {constraint scaling pattern 2 : E 1.} {constraint scaling pattern 2 : E number or equalized or condition Jac or none}

Definition at line 35 of file problem.h.

Member Enumeration Documentation

enum MinlpProblem::ptype

Types of optimization problems.

Enumerator:

QQP
MINLP

Definition at line 77 of file problem.h.

Constructor & Destructor Documentation

MinlpProblem::MinlpProblem	(	ptype	p_type = `MINLP`,
		char *	prob_name_ = `(char*)NULL`,
		Pointer< ostream >	out_problem_p_ = `out_out_p`,
		Pointer< ostream >	out_problem_log_p_ = `out_log_p`
	)			`[inline]`

(Standard-)Constructor for an optimization problem.

Variables, objective function and constraints should then be add with the appropriate methods.

Parameters:

	p_type	The type of the optimization problem. By default, it's set to MINLP.
	prob_name	A name for the problem.
	out_problem_p_	A Pointer to an ostream to print the problem-releated information to, default is out_out_p.
	out_problem_log_p_	A Pointer to an ostream to print the problem-related logging-information to, default is out_log_p.

See also:: add_var(int, int, bool, double, double, char*); add_obj(SepQcFunc*); add_con(SepQcFunc&, bool, char*)

Definition at line 159 of file problem.h.

MinlpProblem::MinlpProblem	(	Pointer< SepQcFunc >	obj_,
		const dvector &	lower_,
		const dvector &	upper_,
		bool	discr_ = `false`,
		Pointer< ostream >	out_problem_p_ = `out_out_p`,
		Pointer< ostream >	out_problem_log_p_ = `out_log_p`
	)			`[inline]`

Constructor for an objective function, the lower and upper bounds and a boolean, which indicates, whether all variables are discrete or continuous.

Set's the dimension of the problem to the dimension of the objective function.

Parameters:

	obj_	The objective function.
	lower_	The lower bounds of the variables.
	upper_	The upper bounds of the variables.
	discr_	If true, each variable is set to be discrete. If false, each variable is set to be continuous. Default is false.
	out_problem_p_	A pointer to an ostream to print the problem-releated information to, default is out_out_p.
	out_problem_log_p_	A pointer to an ostream to print the problem-related logging-information to, default is out_log_p.

Definition at line 172 of file problem.h.

MinlpProblem::MinlpProblem ( const MinlpProblem & p ) [inline]

The copy constructor.

Parameters:

p

The MinlpProblem to copy.

Definition at line 182 of file problem.h.

MinlpProblem::MinlpProblem	(	const MinlpProblem &	p,
		int	k
	)

Copy constructor for the variable structure of one block from another MinlpProblem.

This does not copy the constraints.

Parameters:

	p	The problem to take one block from.
	k	The number of the block to take.

virtual MinlpProblem::~MinlpProblem ( ) [inline, virtual]

Virtual Destructor.

Definition at line 200 of file problem.h.

Member Function Documentation

double MinlpProblem::compute_scale	(	char *	option,
		int	c,
		double	eps,
		UserVector< double > &	x
	)			`[private]`

int MinlpProblem::dim ( ) const [inline]

Get's the dimension of the problem.

Returns:: The dimension of the problem.

Definition at line 205 of file problem.h.

virtual void MinlpProblem::add_var	(	int	i_,
		int	bnum,
		bool	discr_,
		double	lower_,
		double	upper_,
		char *	name = `NULL`
	)			`[virtual]`

Add's a variable.

Increases the dimension of the problem.

Add's the index i_ to block bnum.

If discr_ is true, adds the index to i_discr. If discr_ is false, adds the index to i_cont.

Add's discr_ to disrc.

Add's lower_ to lower. Add's upper_ to upper.

Parameters:

	i_	The index of the new variable.
	bnum	The number of the block, where this variable belongs to.
	discr_	Indicates, whether variable is discrete (true) or not (false).
	lower_	The lower bound of this variable.
	upper_	The upper bound of this variable.
	name	The name of the variable as pointer of char, default is NULL.

See also:: add_obj(SepQcFunc*); add_con(SepQcFunc&, bool, char*)

virtual void MinlpProblem::add_con	(	Pointer< SepQcFunc >	f,
		bool	eq = `true`,
		char *	name = `NULL`
	)			`[virtual]`

Adds a constraint to the problem.

Adds f to con, init's the Ablock of f, copys the name and add eq to con_eq.

Parameters:

	f	The function.
	eq	Indicates, whether it's an equality-(true) or inequality-(false)-function. Default-Value is true.
	name	The name of the constraint as pointer of char. Default is NULL.

See also:: add_var(int, int, bool, double, double, char*); add_obj(SepQcFunc&); del_con(int)

virtual void MinlpProblem::del_con ( int connr ) [virtual]

Deletes one constraint from the problem.

Parameters:

connr

The number of the constraint to delete.

See also:: add_con(SepQcFunc&, bool, char*)

virtual void MinlpProblem::add_obj ( Pointer< SepQcFunc > f ) [inline, virtual]

Add's (or replace) the objective function.

Parameters:

f

The objective function, which should be used.

See also:: add_var(int, int, bool, double, double, char*); add_con(SepQcFunc&, bool, char*)

Definition at line 252 of file problem.h.

void MinlpProblem::taylor_approx	(	UserVector< double > &	point,
		const int	degree = `2`
	)

Does a second taylor approximation for this problem.

Changes the type of this problem to QQP.

Parameters:

point

The point, where the approximation should be done.

int MinlpProblem::feasible	(	const UserVector< double > &	x,
		double	tol,
		ostream *	out = `NULL`
	)

Checks the point for feasibility according to the constraints, not the lower and upper bounds.

Parameters:

	x	The UserVector<double> to check.
	tol	The tolerance, default is rtol.

Returns:: The number of not sattisfied constraints.

void MinlpProblem::print_most_violated_constraints	(	const UserVector< double > &	x,
		ostream &	out,
		int	nr = `5`,
		double	tol = `1E-4`
	)

Prints the names of those constraints that are most violated by a given point.

Each constraint is scaled by max(1,||gradient of constraint at x||_2).

Parameters:

	x	The point to check
	out	Where to print to.
	nr	How many violated constraints to print.
	tol	A feasibility tolerance.

int MinlpProblem::scale ( Pointer< Param > param = NULL ) [inline]

Scales the constraints, using the primal_point.

Parameters:

param

Optional parameters, default is NULL.

Returns:: The number of scaled constraints.

See also:: scale(UserVector<double>&)

Definition at line 281 of file problem.h.

int MinlpProblem::scale	(	UserVector< double > &	x,
		Pointer< Param >	param = `NULL`
	)

Scales the constraints.

Parameters:

	param	Optional parameters, default is NULL.
	x	The UserVector<double> to compute for.

Returns:: The number of scaled constraints.

void MinlpProblem::get_sparsity ( vector< Pointer< SparsityInfo > > & si ) const

Pointer<SparsityInfo> MinlpProblem::get_sparsity ( int k ) const

virtual void MinlpProblem::print ( ostream & out ) const [virtual]

Prints some information about the problem.

Prints out:

The problem type, dimension and name.
Information about the objective function.
The block structure.
The names of the block-variables.
The indices of the discrete and continuous variables.
Information about the constraint-functions.
The lower-bounds of the dual variables.

Parameters:

out

The ostream to print to.

See also:: obj; block; con; i_discr; i_cont; discr; con_eq; lower; upper; problem_type; prob_name

void MinlpProblem::print_as_gams ( ostream & out ) const

Prints the problem in gams format.

Working only for MIQQPs!

Friends And Related Function Documentation

ostream& operator<<	(	ostream &	out,
		const MinlpProblem &	a
	)			`[friend]`

The output-operator.

Calls print(out).

Parameters:

	out	The ostream to print to.
	a	The MinlpProblem to print.

See also:: print(ostream&)

Definition at line 42 of file problem.h.

Member Data Documentation

int MinlpProblem::dim_ [protected]

The dimension.

Definition at line 51 of file problem.h.

Pointer<ostream> MinlpProblem::out_problem_p

A Pointer to an ostream to print problem-relevant information to.

See also:: out_problem

Definition at line 57 of file problem.h.

Pointer<ostream> MinlpProblem::out_problem_log_p

A Pointer to an ostream to print problem-relevant logging-information to.

See also:: out_problem_log

Definition at line 61 of file problem.h.

ptype MinlpProblem::problem_type

The type of the problem.

QIP, QQP or MINLP

Definition at line 82 of file problem.h.

Pointer<char> MinlpProblem::prob_name

A name for the problem.

See also:: MinlpProblem(ptype, char*, ostream*, ostream*)

Definition at line 87 of file problem.h.

vector<ivector> MinlpProblem::block

The block structure of the variables.

See also:: add_var(int, int, bool, double, double, char*)

Definition at line 92 of file problem.h.

vector<Pointer<char> > MinlpProblem::var_names

The names of the variables.

See also:: add_var(int, int, bool, double, double, char*)

Definition at line 97 of file problem.h.

Pointer<SepQcFunc> MinlpProblem::obj

The objective function.

See also:: add_obj(SepQcFunc*)

Definition at line 103 of file problem.h.

vector<Pointer<SepQcFunc> > MinlpProblem::con

The constraints functions.

See also:: add_con(SepQcFunc&, bool, char*)

Definition at line 108 of file problem.h.

vector<Pointer<char> > MinlpProblem::con_names

The names of the constraints.

See also:: add_con(SepQcFunc&, bool, char*)

Definition at line 113 of file problem.h.

vector<bool> MinlpProblem::con_eq

Indicates, which constraints are equations and which are inequation.

See also:: add_con(SepQcFunc&, bool, char*)

Definition at line 118 of file problem.h.

vector<int> MinlpProblem::i_discr

The indices of the discrete variables.

See also:: add_var(int, int, bool, double, double, char*)

Definition at line 123 of file problem.h.

vector<int> MinlpProblem::i_cont

The indices of the continuous variables.

See also:: add_var(int, int, bool, double, double, char*)

Definition at line 128 of file problem.h.

vector<bool> MinlpProblem::discr

Indicates, whether variable is discrete (true) or continuous (false).

See also:: add_var(int, int, bool, double, double, char*)

Definition at line 133 of file problem.h.

dvector MinlpProblem::lower

The lower bounds of the variables.

See also:: add_var(int, int, bool, double, double, char*)

Definition at line 138 of file problem.h.

dvector MinlpProblem::upper

The upper bounds of the variables.

See also:: add_var(int, int, bool, double, double, char*)

Definition at line 143 of file problem.h.

dvector MinlpProblem::primal_point

Used for fixing the discrete variables.

Definition at line 147 of file problem.h.

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

problem.h

MinlpProblem Class Reference

Public Types

Public Member Functions

Public Attributes

Protected Attributes

Private Member Functions

Friends

Detailed Description

Member Enumeration Documentation

Constructor & Destructor Documentation

Member Function Documentation

Friends And Related Function Documentation

Member Data Documentation