#include "CbcModel.hpp"
#include "IpLapack.hpp"
#include "CouenneSparseMatrix.hpp"
#include "CouenneTNLP.hpp"
#include "CouenneFeasPump.hpp"
#include "CouenneProblem.hpp"
#include "CouenneProblemElem.hpp"
#include "CouenneExprVar.hpp"
Go to the source code of this file.
Macros | |
#define | COUENNE_EIG_RATIO .1 |
#define | INT_LP_BRACKET 0 |
#define | GRADIENT_WEIGHT 1 |
Functions | |
void | ComputeSquareRoot (const CouenneFeasPump *fp, CouenneSparseMatrix *hessian, CoinPackedVector *P) |
computes square root of a CouenneSparseMatrix More... | |
int | PSDize (int n, double *A, double *B, bool doSqrRoot) |
project matrix onto the cone of positive semidefinite matrices (possibly take square root of eigenvalue for MILP). More... | |
OsiSolverInterface * | createCloneMILP (const CouenneFeasPump *fp, CbcModel *model, bool isMILP, int *match) |
create clone of MILP and add variables for special objective More... | |
void | addDistanceConstraints (const CouenneFeasPump *fp, OsiSolverInterface *lp, double *sol, bool isMILP, int *match) |
modify MILP or LP to implement distance by adding extra rows (extra cols were already added by createCloneMILP) More... | |
#define COUENNE_EIG_RATIO .1 |
Definition at line 22 of file CouenneFPcreateMILP.cpp.
#define INT_LP_BRACKET 0 |
#define GRADIENT_WEIGHT 1 |
Definition at line 207 of file CouenneFPcreateMILP.cpp.
void ComputeSquareRoot | ( | const CouenneFeasPump * | fp, |
CouenneSparseMatrix * | hessian, | ||
CoinPackedVector * | P | ||
) |
computes square root of a CouenneSparseMatrix
Definition at line 209 of file CouenneFPcreateMILP.cpp.
project matrix onto the cone of positive semidefinite matrices (possibly take square root of eigenvalue for MILP).
defined in Feasibility pump
Project matrix onto the cone of positive semidefinite matrices (possibly take square root of eigenvalue for MILP).
Return number of nonzeros
Definition at line 326 of file CouenneFPcreateMILP.cpp.
OsiSolverInterface* createCloneMILP | ( | const CouenneFeasPump * | fp, |
CbcModel * | model, | ||
bool | isMILP, | ||
int * | match | ||
) |
create clone of MILP and add variables for special objective
Definition at line 35 of file CouenneFPcreateMILP.cpp.
void addDistanceConstraints | ( | const CouenneFeasPump * | fp, |
OsiSolverInterface * | lp, | ||
double * | sol, | ||
bool | isMILP, | ||
int * | match | ||
) |
modify MILP or LP to implement distance by adding extra rows (extra cols were already added by createCloneMILP)
Definition at line 86 of file CouenneFPcreateMILP.cpp.