Cut Generator for linear convexifications. More...

#include <CouenneCutGenerator.hpp>

Inheritance diagram for Couenne::CouenneCutGenerator:

Collaboration diagram for Couenne::CouenneCutGenerator:

Public Member Functions
	CouenneCutGenerator (Bonmin::OsiTMINLPInterface =NULL, Bonmin::BabSetupBase base=NULL, CouenneProblem =NULL, struct ASL =NULL)
	constructor More...

	CouenneCutGenerator (const CouenneCutGenerator &)
	copy constructor More...

	~CouenneCutGenerator ()
	destructor More...

CouenneCutGenerator *	clone () const
	clone method (necessary for the abstract CglCutGenerator class) More...

CouenneProblem *	Problem () const
	return pointer to symbolic problem More...

void	setProblem (CouenneProblem *p)
	return pointer to symbolic problem More...

int	getnvars () const
	total number of variables (original + auxiliary) More...

bool	isFirst () const
	has generateCuts been called yet? More...

bool	addViolated () const
	should we add the violated cuts only (true), or all of them (false)? More...

enum conv_type	ConvType () const
	get convexification type (see CouenneTypes.h) More...

int	nSamples () const
	get number of convexification samples More...

void	generateCuts (const OsiSolverInterface &, OsiCuts &, const CglTreeInfo=CglTreeInfo()) const
	the main CglCutGenerator More...

int	createCut (OsiCuts &, CouNumber, CouNumber, int, CouNumber, int=-1, CouNumber=0., int=-1, CouNumber=0., bool=false) const
	create cut and check violation. Insert and return status More...

int	createCut (OsiCuts &, CouNumber, int, int, CouNumber, int=-1, CouNumber=0., int=-1, CouNumber=0., bool=false) const
	create cut and check violation. Other version with only one bound More...

void	addEnvelope (OsiCuts &, int, unary_function, unary_function, int, int, CouNumber, CouNumber, CouNumber, t_chg_bounds *=NULL, bool=false) const
	Add general linear envelope to convex function, given its variables' indices, the (univariate) function and its first derivative. More...

void	addEnvelope (OsiCuts &, int, funtriplet , int, int, CouNumber, CouNumber, CouNumber, t_chg_bounds =NULL, bool=false) const
	Add general linear envelope to convex function, given its variables' indices, the (univariate) function and its first derivative. More...

int	addSegment (OsiCuts &, int, int, CouNumber, CouNumber, CouNumber, CouNumber, int) const
	Add half-plane through (x1,y1) and (x2,y2) – resp. More...

int	addTangent (OsiCuts &, int, int, CouNumber, CouNumber, CouNumber, int) const
	add tangent at given poing (x,w) with given slope More...

void	setBabPtr (Bonmin::Bab *p)
	Method to set the Bab pointer. More...

void	getStats (int &nrc, int &ntc, double &st)
	Get statistics. More...

bool &	infeasNode () const
	Allow to get and set the infeasNode_ flag (used only in generateCuts()) More...

void	genRowCuts (const OsiSolverInterface &, OsiCuts &cs, int, int , t_chg_bounds =NULL) const
	generate OsiRowCuts for current convexification More...

void	genColCuts (const OsiSolverInterface &, OsiCuts &, int, int *) const
	generate OsiColCuts for improved (implied and propagated) bounds More...

void	printLineInfo () const
	print node, depth, LB/UB/LP info More...

ConstJnlstPtr	Jnlst () const
	Provide Journalist. More...

void	setJnlst (JnlstPtr jnlst__)

double &	rootTime ()
	Time spent at root node. More...

bool	check_lp () const
	return check_lp flag (used in CouenneSolverInterface) More...

bool	enableLpImpliedBounds () const
	returns value of enable_lp_implied_bounds_ More...

Static Public Member Functions
static void	registerOptions (Ipopt::SmartPtr< Bonmin::RegisteredOptions > roptions)
	Add list of options to be read from file. More...

Protected Attributes
bool	firstcall_
	True if no convexification cuts have been generated yet for this problem. More...

bool	addviolated_
	True if we should add the violated cuts only, false if all of them should be added. More...

enum conv_type	convtype_
	what kind of sampling should be performed? More...

int	nSamples_
	how many cuts should be added for each function? More...

CouenneProblem *	problem_
	pointer to symbolic repr. of constraint, variables, and bounds More...

int	nrootcuts_
	number of cuts generated at the first call More...

int	ntotalcuts_
	total number of cuts generated More...

double	septime_
	separation time (includes generation of problem) More...

double	objValue_
	Record obj value at final point of CouenneConv. More...

Bonmin::OsiTMINLPInterface *	nlp_
	nonlinear solver interface as used within Bonmin (used at first Couenne pass of each b&b node More...

Bonmin::Bab *	BabPtr_
	pointer to the Bab object (used to retrieve the current primal bound through bestObj()) More...

bool	infeasNode_
	signal infeasibility of current node (found through bound tightening) More...

JnlstPtr	jnlst_
	SmartPointer to the Journalist. More...

double	rootTime_
	Time spent at the root node. More...

bool	check_lp_
	Check all generated LPs through an independent call to OsiClpSolverInterface::initialSolve() More...

bool	enable_lp_implied_bounds_
	Take advantage of OsiClpSolverInterface::tightenBounds (), known to have caused some problems some time ago. More...

int	lastPrintLine
	Running count of printed info lines. More...

Detailed Description

Cut Generator for linear convexifications.

Definition at line 49 of file CouenneCutGenerator.hpp.

Constructor & Destructor Documentation

CouenneCutGenerator::CouenneCutGenerator	(	Bonmin::OsiTMINLPInterface *	nlp = `NULL`,
		Bonmin::BabSetupBase *	base = `NULL`,
		CouenneProblem *	problem = `NULL`,
		struct ASL *	asl = `NULL`
	)

constructor

Definition at line 27 of file CouenneCutGenerator.cpp.

CouenneCutGenerator::CouenneCutGenerator ( const CouenneCutGenerator & src )

copy constructor

Definition at line 88 of file CouenneCutGenerator.cpp.

CouenneCutGenerator::~CouenneCutGenerator ( )

destructor

Definition at line 83 of file CouenneCutGenerator.cpp.

Member Function Documentation

CouenneCutGenerator* Couenne::CouenneCutGenerator::clone ( ) const

inline

clone method (necessary for the abstract CglCutGenerator class)

Definition at line 125 of file CouenneCutGenerator.hpp.

CouenneProblem* Couenne::CouenneCutGenerator::Problem ( ) const

inline

return pointer to symbolic problem

Definition at line 129 of file CouenneCutGenerator.hpp.

void Couenne::CouenneCutGenerator::setProblem ( CouenneProblem * p )

inline

return pointer to symbolic problem

Definition at line 133 of file CouenneCutGenerator.hpp.

int CouenneCutGenerator::getnvars ( ) const

total number of variables (original + auxiliary)

total number of variables (original + auxiliary) of the problem

Definition at line 141 of file CouenneCutGenerator.cpp.

bool Couenne::CouenneCutGenerator::isFirst ( ) const

inline

has generateCuts been called yet?

Definition at line 140 of file CouenneCutGenerator.hpp.

bool Couenne::CouenneCutGenerator::addViolated ( ) const

inline

should we add the violated cuts only (true), or all of them (false)?

Definition at line 144 of file CouenneCutGenerator.hpp.

enum conv_type Couenne::CouenneCutGenerator::ConvType ( ) const

inline

get convexification type (see CouenneTypes.h)

Definition at line 148 of file CouenneCutGenerator.hpp.

int Couenne::CouenneCutGenerator::nSamples ( ) const

inline

get number of convexification samples

Definition at line 152 of file CouenneCutGenerator.hpp.

void Couenne::CouenneCutGenerator::generateCuts	(	const OsiSolverInterface &	si,
		OsiCuts &	cs,
		const CglTreeInfo	info = `CglTreeInfo ()`
	)		const

the main CglCutGenerator

a convexifier cut generator

Definition at line 94 of file generateCuts.cpp.

int CouenneCutGenerator::createCut	(	OsiCuts &	cs,
		CouNumber	lb,
		CouNumber	ub,
		int	i1,
		CouNumber	c1,
		int	i2 = `-1`,
		CouNumber	c2 = `0.`,
		int	i3 = `-1`,
		CouNumber	c3 = `0.`,
		bool	is_global = `false`
	)		const

create cut and check violation. Insert and return status

general procedure for inserting a linear cut with up to three variables.

Return 1 if cut inserted, 0 if none, <0 if error

Definition at line 32 of file createCuts.cpp.

int CouenneCutGenerator::createCut	(	OsiCuts &	cs,
		CouNumber	rhs,
		int	sign,
		int	i1,
		CouNumber	c1,
		int	i2 = `-1`,
		CouNumber	c2 = `0.`,
		int	i3 = `-1`,
		CouNumber	c3 = `0.`,
		bool	is_global = `false`
	)		const

create cut and check violation. Other version with only one bound

general procedure for inserting a linear cut with up to three variables.

Return 1 if cut inserted, 0 if none, <0 if error

Definition at line 218 of file createCuts.cpp.

void CouenneCutGenerator::addEnvelope	(	OsiCuts &	cs,
		int	sign,
		unary_function	f,
		unary_function	fprime,
		int	w_ind,
		int	x_ind,
		CouNumber	x,
		CouNumber	l,
		CouNumber	u,
		t_chg_bounds *	chg = `NULL`,
		bool	is_global = `false`
	)		const

Add general linear envelope to convex function, given its variables' indices, the (univariate) function and its first derivative.

Definition at line 22 of file addEnvelope.cpp.

void CouenneCutGenerator::addEnvelope	(	OsiCuts &	cs,
		int	sign,
		funtriplet *	ft,
		int	w_ind,
		int	x_ind,
		CouNumber	x,
		CouNumber	l,
		CouNumber	u,
		t_chg_bounds *	chg = `NULL`,
		bool	is_global = `false`
	)		const

Add general linear envelope to convex function, given its variables' indices, the (univariate) function and its first derivative.

Definition at line 35 of file addEnvelope.cpp.

int CouenneCutGenerator::addSegment	(	OsiCuts &	cs,
		int	wi,
		int	xi,
		CouNumber	x1,
		CouNumber	y1,
		CouNumber	x2,
		CouNumber	y2,
		int	sign
	)		const

Add half-plane through (x1,y1) and (x2,y2) – resp.

add half-space through two points (x1,y1) and (x2,y2)

4th, 5th, 6th, and 7th argument

Definition at line 115 of file CouenneCutGenerator.cpp.

int CouenneCutGenerator::addTangent	(	OsiCuts &	cs,
		int	wi,
		int	xi,
		CouNumber	x,
		CouNumber	w,
		CouNumber	slope,
		int	sign
	)		const

add tangent at given poing (x,w) with given slope

add tangent at (x,w) with given slope

Definition at line 134 of file CouenneCutGenerator.cpp.

void Couenne::CouenneCutGenerator::setBabPtr ( Bonmin::Bab * p )

inline

Method to set the Bab pointer.

Definition at line 218 of file CouenneCutGenerator.hpp.

void Couenne::CouenneCutGenerator::getStats	(	int &	nrc,
		int &	ntc,
		double &	st
	)

inline

Get statistics.

Definition at line 222 of file CouenneCutGenerator.hpp.

bool& Couenne::CouenneCutGenerator::infeasNode ( ) const

inline

Allow to get and set the infeasNode_ flag (used only in generateCuts())

Definition at line 229 of file CouenneCutGenerator.hpp.

void CouenneCutGenerator::genRowCuts	(	const OsiSolverInterface &	si,
		OsiCuts &	cs,
		int	nchanged,
		int *	changed,
		t_chg_bounds *	chg = `NULL`
	)		const

generate OsiRowCuts for current convexification

Definition at line 19 of file genRowCuts.cpp.

void CouenneCutGenerator::genColCuts	(	const OsiSolverInterface &	si,
		OsiCuts &	cs,
		int	nchanged,
		int *	changed
	)		const

generate OsiColCuts for improved (implied and propagated) bounds

Definition at line 21 of file genColCuts.cpp.

void CouenneCutGenerator::registerOptions ( Ipopt::SmartPtr< Bonmin::RegisteredOptions > roptions )

static

Add list of options to be read from file.

Definition at line 146 of file CouenneCutGenerator.cpp.

void CouenneCutGenerator::printLineInfo ( ) const

print node, depth, LB/UB/LP info

Definition at line 208 of file CouenneCutGenerator.cpp.

ConstJnlstPtr Couenne::CouenneCutGenerator::Jnlst ( ) const

inline

Provide Journalist.

Definition at line 246 of file CouenneCutGenerator.hpp.

void Couenne::CouenneCutGenerator::setJnlst ( JnlstPtr jnlst__ )

inline

Definition at line 249 of file CouenneCutGenerator.hpp.

double& Couenne::CouenneCutGenerator::rootTime ( )

inline

Time spent at root node.

Definition at line 253 of file CouenneCutGenerator.hpp.

bool Couenne::CouenneCutGenerator::check_lp ( ) const

inline

return check_lp flag (used in CouenneSolverInterface)

Definition at line 257 of file CouenneCutGenerator.hpp.

bool Couenne::CouenneCutGenerator::enableLpImpliedBounds ( ) const

inline

returns value of enable_lp_implied_bounds_

Definition at line 261 of file CouenneCutGenerator.hpp.

Member Data Documentation

bool Couenne::CouenneCutGenerator::firstcall_

mutableprotected

True if no convexification cuts have been generated yet for this problem.

Definition at line 55 of file CouenneCutGenerator.hpp.

bool Couenne::CouenneCutGenerator::addviolated_

mutableprotected

True if we should add the violated cuts only, false if all of them should be added.

Definition at line 59 of file CouenneCutGenerator.hpp.

enum conv_type Couenne::CouenneCutGenerator::convtype_

protected

what kind of sampling should be performed?

Definition at line 62 of file CouenneCutGenerator.hpp.

int Couenne::CouenneCutGenerator::nSamples_

protected

how many cuts should be added for each function?

Definition at line 65 of file CouenneCutGenerator.hpp.

CouenneProblem* Couenne::CouenneCutGenerator::problem_

protected

pointer to symbolic repr. of constraint, variables, and bounds

Definition at line 68 of file CouenneCutGenerator.hpp.

int Couenne::CouenneCutGenerator::nrootcuts_

mutableprotected

number of cuts generated at the first call

Definition at line 71 of file CouenneCutGenerator.hpp.

int Couenne::CouenneCutGenerator::ntotalcuts_

mutableprotected

total number of cuts generated

Definition at line 74 of file CouenneCutGenerator.hpp.

double Couenne::CouenneCutGenerator::septime_

mutableprotected

separation time (includes generation of problem)

Definition at line 77 of file CouenneCutGenerator.hpp.

double Couenne::CouenneCutGenerator::objValue_

mutableprotected

Record obj value at final point of CouenneConv.

Definition at line 80 of file CouenneCutGenerator.hpp.

Bonmin::OsiTMINLPInterface* Couenne::CouenneCutGenerator::nlp_

protected

nonlinear solver interface as used within Bonmin (used at first Couenne pass of each b&b node

Definition at line 84 of file CouenneCutGenerator.hpp.

Bonmin::Bab* Couenne::CouenneCutGenerator::BabPtr_

protected

pointer to the Bab object (used to retrieve the current primal bound through bestObj())

Definition at line 88 of file CouenneCutGenerator.hpp.

bool Couenne::CouenneCutGenerator::infeasNode_

mutableprotected

signal infeasibility of current node (found through bound tightening)

Definition at line 91 of file CouenneCutGenerator.hpp.

JnlstPtr Couenne::CouenneCutGenerator::jnlst_

protected

SmartPointer to the Journalist.

Definition at line 94 of file CouenneCutGenerator.hpp.

double Couenne::CouenneCutGenerator::rootTime_

mutableprotected

Time spent at the root node.

Definition at line 97 of file CouenneCutGenerator.hpp.

bool Couenne::CouenneCutGenerator::check_lp_

protected

Check all generated LPs through an independent call to OsiClpSolverInterface::initialSolve()

Definition at line 101 of file CouenneCutGenerator.hpp.

bool Couenne::CouenneCutGenerator::enable_lp_implied_bounds_

protected

Take advantage of OsiClpSolverInterface::tightenBounds (), known to have caused some problems some time ago.

Definition at line 105 of file CouenneCutGenerator.hpp.

int Couenne::CouenneCutGenerator::lastPrintLine

mutableprotected

Running count of printed info lines.

Definition at line 108 of file CouenneCutGenerator.hpp.

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

/tmp/OS-2.10.2/Couenne/src/convex/CouenneCutGenerator.hpp
/tmp/OS-2.10.2/Couenne/src/convex/addEnvelope.cpp
/tmp/OS-2.10.2/Couenne/src/convex/CouenneCutGenerator.cpp
/tmp/OS-2.10.2/Couenne/src/convex/createCuts.cpp
/tmp/OS-2.10.2/Couenne/src/convex/genColCuts.cpp
/tmp/OS-2.10.2/Couenne/src/convex/generateCuts.cpp
/tmp/OS-2.10.2/Couenne/src/convex/genRowCuts.cpp

Public Member Functions

Static Public Member Functions

Protected Attributes

Detailed Description

Constructor & Destructor Documentation

Member Function Documentation

Member Data Documentation