rmp.h

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// Copyright (C) 2006 Ivo Nowak and Stefan Vigerske
// All Rights Reserved.
// This code is published under the Common Public License.
//
// Author: Stefan Vigerske

#ifndef RMP_H
#define RMP_H

#include "standard.h"
#include "linrelax.h"
#include "node.h"
#include "opt.h"

class RMPManager {
        private:
                Pointer<LinearRelax> linear_relax;
                Pointer<MinlpNode> node;
                Pointer<Param> param;

                double y_penalty_delta, y_penalty_scale;

                int coresize;
                int blocknr;
                int linrelaxdim;

                Pointer<MIPSolver> RMP;

                Pointer<SparseVector<double> > compute_col(const ExtremePoint& w, int k);
                void init();

        public:
                RMPManager(Pointer<LinearRelax> linear_relax_, Pointer<MinlpNode> node_, Pointer<Param> param_);

                int dim() const { return RMP->nr_col(); }

                int colindex(const ExtremePoint& w);

                void add_column(ExtremePoint& w, int k);

                void update_column(const ExtremePoint& w, int k);

                void update_s(const dvector& x, bool set_start=false);
                void restrict_y(const dvector& y);

                MIPSolver::SolutionStatus solve() { return RMP->solve(); };
                MIPSolver::SolutionStatus solve(const UserVector<double>& start) { return RMP->solve(start); }

                void get_yz(dvector& yz) { RMP->get_primal(yz); }
                void get_dual(UserVector<double>& mu) { RMP->get_dual(mu); };
                double get_optval() { return RMP->get_optval(); };

                void get_x(UserVector<double>& x, const dvector &yz);

                int prune();
};

#endif

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