Public Member Functions | List of all members
Couenne::CouenneInterface Class Reference

#include <BonCouenneInterface.hpp>

Inheritance diagram for Couenne::CouenneInterface:
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Collaboration diagram for Couenne::CouenneInterface:
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Public Member Functions

 CouenneInterface ()
 Default constructor. More...
 
 CouenneInterface (const CouenneInterface &other)
 Copy constructor. More...
 
virtual CouenneInterfaceclone (bool CopyData)
 virutal copy constructor. More...
 
virtual ~CouenneInterface ()
 Destructor. More...
 
virtual std::string appName ()
 
- Public Member Functions inherited from Bonmin::AmplInterface
 AmplInterface ()
 Default constructor. More...
 
 AmplInterface (const AmplInterface &other)
 Copy constructor. More...
 
virtual ~AmplInterface ()
 Destructor. More...
 
const AmplTMINLPamplModel () const
 Fast access to AmplTMINLP. More...
 
virtual void readAmplNlFile (char **&argv, Ipopt::SmartPtr< Bonmin::RegisteredOptions > roptions, Ipopt::SmartPtr< Ipopt::OptionsList > options, Ipopt::SmartPtr< Ipopt::Journalist > journalist, std::string *nl_file_content=NULL)
 
- Public Member Functions inherited from Bonmin::OsiTMINLPInterface
TNLPSolver::UnsolvedErrornewUnsolvedError (int num, Ipopt::SmartPtr< TMINLP2TNLP > problem, std::string name)
 
void setNumIterationSuspect (int value)
 
const TMINLP2TNLPproblem () const
 get pointer to the TMINLP2TNLP adapter More...
 
TMINLP2TNLPproblem ()
 
const TMINLPmodel () const
 
Bonmin::TMINLPmodel ()
 
const Bonmin::TNLPSolversolver () const
 
const std::list
< Ipopt::SmartPtr< TNLPSolver > > & 
debug_apps () const
 
TNLPSolversolver ()
 
 OsiTMINLPInterface ()
 Default Constructor. More...
 
void initialize (Ipopt::SmartPtr< Bonmin::RegisteredOptions > roptions, Ipopt::SmartPtr< Ipopt::OptionsList > options, Ipopt::SmartPtr< Ipopt::Journalist > journalist, const std::string &prefix, Ipopt::SmartPtr< TMINLP > tminlp)
 Facilitator to initialize interface. More...
 
void initialize (Ipopt::SmartPtr< Bonmin::RegisteredOptions > roptions, Ipopt::SmartPtr< Ipopt::OptionsList > options, Ipopt::SmartPtr< Ipopt::Journalist > journalist, Ipopt::SmartPtr< TMINLP > tminlp)
 Facilitator to initialize interface. More...
 
void setModel (Ipopt::SmartPtr< TMINLP > tminlp)
 Set the model to be solved by interface. More...
 
void setSolver (Ipopt::SmartPtr< TNLPSolver > app)
 Set the solver to be used by interface. More...
 
void use (Ipopt::SmartPtr< TMINLP2TNLP > tminlp2tnlp)
 Sets the TMINLP2TNLP to be used by the interface. More...
 
 OsiTMINLPInterface (const OsiTMINLPInterface &)
 Copy constructor. More...
 
OsiSolverInterface * clone (bool copyData=true) const
 Virtual copy constructor. More...
 
OsiTMINLPInterfaceoperator= (const OsiTMINLPInterface &rhs)
 Assignment operator. More...
 
virtual ~OsiTMINLPInterface ()
 Destructor. More...
 
void readOptionFile (const std::string &fileName)
 Read parameter file. More...
 
const Ipopt::SmartPtr
< Ipopt::OptionsList > 
options () const
 Retrieve OsiTMINLPApplication option list. More...
 
Ipopt::SmartPtr
< Ipopt::OptionsList > 
options ()
 Retrieve OsiTMINLPApplication option list. More...
 
const char * prefix () const
 Default Constructor. More...
 
virtual void initialSolve ()
 Solve initial continuous relaxation. More...
 
virtual void initialSolve (const char *whereFrom)
 Solve initial continuous relaxation (precising from where) More...
 
virtual void resolve ()
 Resolve the continuous relaxation after problem modification. More...
 
virtual void resolve (const char *whereFrom)
 Resolve the continuous relaxation after problem modification. More...
 
virtual void resolveForCost (int numretry, bool keepWs)
 Resolve the problem with different random starting points to try to find a better solution (only makes sense for a non-convex problem. More...
 
virtual void resolveForRobustness (int numretry)
 Method to be called when a problem has failed to be solved. More...
 
virtual void branchAndBound ()
 Nescessary for compatibility with OsiSolverInterface but does nothing. More...
 
virtual bool isAbandoned () const
 Are there a numerical difficulties? More...
 
virtual bool isProvenOptimal () const
 Is optimality proven? More...
 
virtual bool isProvenPrimalInfeasible () const
 Is primal infeasiblity proven? More...
 
virtual bool isProvenDualInfeasible () const
 Is dual infeasiblity proven? More...
 
virtual bool isPrimalObjectiveLimitReached () const
 Is the given primal objective limit reached? More...
 
virtual bool isDualObjectiveLimitReached () const
 Is the given dual objective limit reached? More...
 
virtual bool isIterationLimitReached () const
 Iteration limit reached? More...
 
void continuingOnAFailure ()
 Warn solver that branch-and-bound is continuing after a failure. More...
 
double getNewCutoffDecr ()
 Are there a numerical difficulties? More...
 
void setNewCutoffDecr (double d)
 Are there a numerical difficulties? More...
 
bool hasContinuedOnAFailure ()
 Did we continue on a failure. More...
 
void ignoreFailures ()
 tell to ignore the failures (don't throw, don't fathom, don't report) More...
 
void forceInfeasible ()
 Force current solution to be infeasible. More...
 
void forceBranchable ()
 Force current solution to be branched on (make it fractionnal with small objective) More...
 
bool setIntParam (OsiIntParam key, int value)
 
bool setDblParam (OsiDblParam key, double value)
 
bool setStrParam (OsiStrParam key, const std::string &value)
 
bool getIntParam (OsiIntParam key, int &value) const
 
bool getDblParam (OsiDblParam key, double &value) const
 
bool getStrParam (OsiStrParam key, std::string &value) const
 
double getPushFact () const
 
virtual int getNumCols () const
 Get number of columns. More...
 
virtual int getNumRows () const
 Get number of rows. More...
 
const
OsiSolverInterface::OsiNameVec & 
getVarNames ()
 get name of variables More...
 
virtual const double * getColLower () const
 Get pointer to array[getNumCols()] of column lower bounds. More...
 
virtual const double * getColUpper () const
 Get pointer to array[getNumCols()] of column upper bounds. More...
 
virtual const char * getRowSense () const
 Get pointer to array[getNumRows()] of row constraint senses. More...
 
virtual const double * getRightHandSide () const
 Get pointer to array[getNumRows()] of rows right-hand sides. More...
 
virtual const double * getRowRange () const
 Get pointer to array[getNumRows()] of row ranges. More...
 
virtual const double * getRowLower () const
 Get pointer to array[getNumRows()] of row lower bounds. More...
 
virtual const double * getRowUpper () const
 Get pointer to array[getNumRows()] of row upper bounds. More...
 
virtual double getObjSense () const
 Get objective function sense (1 for min (default), -1 for max) Always minimizes. More...
 
virtual bool isContinuous (int colNumber) const
 Return true if column is continuous. More...
 
virtual bool isBinary (int columnNumber) const
 Return true if column is binary. More...
 
virtual bool isInteger (int columnNumber) const
 Return true if column is integer. More...
 
virtual bool isIntegerNonBinary (int columnNumber) const
 Return true if column is general integer. More...
 
virtual bool isFreeBinary (int columnNumber) const
 Return true if column is binary and not fixed at either bound. More...
 
virtual double getInfinity () const
 Get solver's value for infinity. More...
 
const intgetPriorities () const
 Get priorities on integer variables. More...
 
const intgetBranchingDirections () const
 get prefered branching directions More...
 
const double * getUpPsCosts () const
 Get number of columns. More...
 
const double * getDownPsCosts () const
 Get number of columns. More...
 
virtual const double * getColSolution () const
 Get pointer to array[getNumCols()] of primal solution vector. More...
 
virtual const double * getRowPrice () const
 Get pointer to array[getNumRows()] of dual prices. More...
 
virtual const double * getReducedCost () const
 Get a pointer to array[getNumCols()] of reduced costs. More...
 
virtual const double * getRowActivity () const
 Get pointer to array[getNumRows()] of row activity levels (constraint matrix times the solution vector. More...
 
virtual int getIterationCount () const
 Get how many iterations it took to solve the problem (whatever "iteration" mean to the solver. More...
 
int nCallOptimizeTNLP ()
 get total number of calls to solve. More...
 
double totalNlpSolveTime ()
 get total time taken to solve NLP's. More...
 
int totalIterations ()
 get total number of iterations More...
 
virtual void setColLower (int elementIndex, double elementValue)
 Set a single column lower bound. More...
 
virtual void setColUpper (int elementIndex, double elementValue)
 Set a single column upper bound. More...
 
virtual void setColLower (const double *array)
 Set the lower bounds for all columns array [getNumCols()] is an array of values for the objective. More...
 
virtual void setColUpper (const double *array)
 Set the upper bounds for all columns array [getNumCols()] is an array of values for the objective. More...
 
virtual void setRowLower (int elementIndex, double elementValue)
 Set a single row lower bound. More...
 
virtual void setRowUpper (int elementIndex, double elementValue)
 Set a single row upper bound. More...
 
virtual void setRowType (int index, char sense, double rightHandSide, double range)
 Set the type of a single row. More...
 
virtual void setObjSense (double s)
 Set the objective function sense (disabled). More...
 
virtual void setColSolution (const double *colsol)
 Set the primal solution variable values Set the values for the starting point. More...
 
virtual void setRowPrice (const double *rowprice)
 Set dual solution variable values. More...
 
virtual CoinWarmStart * getEmptyWarmStart () const
 Get an empty warm start object. More...
 
virtual CoinWarmStart * getWarmStart () const
 Get warmstarting information. More...
 
virtual bool setWarmStart (const CoinWarmStart *warmstart)
 Set warmstarting information. More...
 
void setWarmStartMode (int mode)
 Get an empty warm start object. More...
 
WarmStartModes getWarmStartMode ()
 Get an empty warm start object. More...
 
void randomStartingPoint ()
 Get an empty warm start object. More...
 
virtual bool basisIsAvailable () const
 Get an empty warm start object. More...
 
virtual void setContinuous (int index)
 Set the index-th variable to be a continuous variable. More...
 
virtual void setInteger (int index)
 Set the index-th variable to be an integer variable. More...
 
virtual int getNumElements () const
 Cbc will understand that no matrix exsits if return -1. More...
 
virtual const double * getObjCoefficients () const
 This returns the objective function gradient at the current point. More...
 
virtual const CoinPackedMatrix * getMatrixByRow () const
 We have to keep this but it will return NULL. More...
 
virtual const CoinPackedMatrix * getMatrixByCol () const
 We have to keep this but it will return NULL. More...
 
virtual void setObjCoeff (int elementIndex, double elementValue)
 We have to keep this but it will throw an error. More...
 
virtual void addCol (const CoinPackedVectorBase &vec, const double collb, const double colub, const double obj)
 We have to keep this but it will throw an error. More...
 
virtual void deleteCols (const int num, const int *colIndices)
 We have to keep this but it will throw an error. More...
 
virtual void addRow (const CoinPackedVectorBase &vec, const double rowlb, const double rowub)
 We have to keep this but it will throw an error. More...
 
virtual void addRow (const CoinPackedVectorBase &vec, const char rowsen, const double rowrhs, const double rowrng)
 We have to keep this but it will throw an error. More...
 
virtual void deleteRows (const int num, const int *rowIndices)
 We have to keep this but it will throw an error. More...
 
virtual void loadProblem (const CoinPackedMatrix &matrix, const double *collb, const double *colub, const double *obj, const double *rowlb, const double *rowub)
 We have to keep this but it will throw an error. More...
 
virtual void assignProblem (CoinPackedMatrix *&matrix, double *&collb, double *&colub, double *&obj, double *&rowlb, double *&rowub)
 We have to keep this but it will throw an error. More...
 
virtual void loadProblem (const CoinPackedMatrix &matrix, const double *collb, const double *colub, const double *obj, const char *rowsen, const double *rowrhs, const double *rowrng)
 We have to keep this but it will throw an error. More...
 
virtual void assignProblem (CoinPackedMatrix *&matrix, double *&collb, double *&colub, double *&obj, char *&rowsen, double *&rowrhs, double *&rowrng)
 We have to keep this but it will throw an error. More...
 
virtual void loadProblem (const int numcols, const int numrows, const int *start, const int *index, const double *value, const double *collb, const double *colub, const double *obj, const double *rowlb, const double *rowub)
 We have to keep this but it will throw an error. More...
 
virtual void loadProblem (const int numcols, const int numrows, const int *start, const int *index, const double *value, const double *collb, const double *colub, const double *obj, const char *rowsen, const double *rowrhs, const double *rowrng)
 We have to keep this but it will throw an error. More...
 
virtual int readMps (const char *filename, const char *extension="mps")
 We have to keep this but it will throw an error. More...
 
virtual void writeMps (const char *filename, const char *extension="mps", double objSense=0.0) const
 We have to keep this but it will throw an error. More...
 
virtual std::vector< double * > getDualRays (int maxNumRays, bool fullRay=false) const
 Throws an error. More...
 
virtual std::vector< double * > getPrimalRays (int maxNumRays) const
 Throws an error. More...
 
void setSolverOutputToDefault ()
 
void forceSolverOutput (int log_level)
 
virtual double getObjValue () const
 Get objective function value (can't use default) More...
 
virtual void extractLinearRelaxation (OsiSolverInterface &si, const double *x, bool getObj=1)
 Extract a linear relaxation of the MINLP. More...
 
virtual void addObjectiveFunction (OsiSolverInterface &si, const double *x)
 Add constraint corresponding to objective function. More...
 
virtual void extractLinearRelaxation (OsiSolverInterface &si, bool getObj=1, bool solveNlp=1)
 Extract a linear relaxation of the MINLP. More...
 
void getOuterApproximation (OsiCuts &cs, int getObj, const double *x2, bool global)
 Get the outer approximation constraints at the current optimal point. More...
 
void getOuterApproximation (OsiCuts &cs, const double *x, int getObj, const double *x2, bool global)
 Get the outer approximation constraints at provided point. More...
 
virtual void getOuterApproximation (OsiCuts &cs, const double *x, int getObj, const double *x2, double theta, bool global)
 Get the outer approximation constraints at provided point. More...
 
virtual void getConstraintOuterApproximation (OsiCuts &cs, int constraintNumber, const double *x, const double *x2, bool global)
 Get the outer approximation at provided point for given constraint. More...
 
void getConstraintOuterApproximation (OsiCuts &cs, int constraintNumber, const double *x2, bool global)
 Get the outer approximation at current optimal point for given constraint. More...
 
void getBendersCut (OsiCuts &cs, bool global)
 Get a benders cut from solution. More...
 
double solveFeasibilityProblem (size_t n, const double *x_bar, const int *ind, double a, double s, int L)
 Given a point x_bar this solves the problem of finding the point which minimize a convex combination between the distance to x_bar and the original objective function f(x): $ min a * (\sum\limits_{i=1}^n ||x_{ind[i]} -\overline{x}_i)||_L) + (1 - a)* s *f(x) $. More...
 

Overloaded methods to build outer approximations

bool have_nlp_solution_
 true if we got an integer feasible solution from initial solve More...
 
virtual void extractLinearRelaxation (OsiSolverInterface &si, CouenneCutGenerator &couenneCg, bool getObj=1, bool solveNlp=1)
 Extract a linear relaxation of the MINLP. More...
 
virtual void setAppDefaultOptions (Ipopt::SmartPtr< Ipopt::OptionsList > Options)
 To set some application specific defaults. More...
 
bool haveNlpSolution ()
 return value of have_nlp_solution_ More...
 

Additional Inherited Members

- Public Types inherited from Bonmin::OsiTMINLPInterface
enum  WarmStartModes { None, FakeBasis, Optimum, InteriorPoint }
 
enum  MessagesTypes {
  SOLUTION_FOUND, INFEASIBLE_SOLUTION_FOUND, UNSOLVED_PROBLEM_FOUND, WARNING_RESOLVING,
  WARN_SUCCESS_WS, WARN_SUCCESS_RANDOM, WARN_CONTINUING_ON_FAILURE, SUSPECT_PROBLEM,
  SUSPECT_PROBLEM2, IPOPT_SUMMARY, BETTER_SOL, LOG_HEAD,
  LOG_FIRST_LINE, LOG_LINE, ALTERNATE_OBJECTIVE, WARN_RESOLVE_BEFORE_INITIAL_SOLVE,
  ERROR_NO_TNLPSOLVER, WARNING_NON_CONVEX_OA, SOLVER_DISAGREE_STATUS, SOLVER_DISAGREE_VALUE,
  OSITMINLPINTERFACE_DUMMY_END
}
 Type of the messages specifically written by OsiTMINLPInterface. More...
 
- Protected Member Functions inherited from Bonmin::AmplInterface
void readNames ()
 Read variables and row names in .col and .row files. More...
 
- Protected Attributes inherited from Bonmin::AmplInterface
Ipopt::SmartPtr
< Bonmin::AmplTMINLP
amplTminlp_
 TMINLP problem (the original problem usually an AmplTMINLP). More...
 

Detailed Description

Definition at line 33 of file BonCouenneInterface.hpp.

Constructor & Destructor Documentation

CouenneInterface::CouenneInterface ( )

Default constructor.

Definition at line 24 of file BonCouenneInterface.cpp.

CouenneInterface::CouenneInterface ( const CouenneInterface other)

Copy constructor.

Definition at line 30 of file BonCouenneInterface.cpp.

CouenneInterface::~CouenneInterface ( )
virtual

Destructor.

Definition at line 41 of file BonCouenneInterface.cpp.

Member Function Documentation

CouenneInterface * CouenneInterface::clone ( bool  CopyData)
virtual

virutal copy constructor.

virtual copy constructor.

Reimplemented from Bonmin::AmplInterface.

Definition at line 36 of file BonCouenneInterface.cpp.

virtual std::string Couenne::CouenneInterface::appName ( )
inlinevirtual

Definition at line 49 of file BonCouenneInterface.hpp.

void CouenneInterface::extractLinearRelaxation ( OsiSolverInterface &  si,
CouenneCutGenerator couenneCg,
bool  getObj = 1,
bool  solveNlp = 1 
)
virtual

Extract a linear relaxation of the MINLP.

Solve the continuous relaxation and takes first-order outer-approximation constraints at the optimum. The put everything in an OsiSolverInterface.

Solve the continuous relaxation and takes first-order outer-approximation constraints at the optimum. Then put everything in an OsiSolverInterface.

The OsiSolverInterface si is empty and has to be populated with the initial linear relaxation.

Definition at line 69 of file BonCouenneInterface.cpp.

void CouenneInterface::setAppDefaultOptions ( Ipopt::SmartPtr< Ipopt::OptionsList >  Options)
virtual

To set some application specific defaults.

Reimplemented from Bonmin::AmplInterface.

Definition at line 457 of file BonCouenneInterface.cpp.

bool Couenne::CouenneInterface::haveNlpSolution ( )
inline

return value of have_nlp_solution_

Definition at line 73 of file BonCouenneInterface.hpp.

Member Data Documentation

bool Couenne::CouenneInterface::have_nlp_solution_
protected

true if we got an integer feasible solution from initial solve

Definition at line 79 of file BonCouenneInterface.hpp.


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