Class for MINLP problems with symbolic information. More...

#include <CouenneProblem.hpp>

Collaboration diagram for Couenne::CouenneProblem:

Public Types
enum	multiSep { MulSepNone, MulSepSimple, MulSepTight }
	Type of multilinear separation. More...

Public Member Functions
	CouenneProblem (ASL =NULL, Bonmin::BabSetupBase base=NULL, JnlstPtr jnlst=NULL)
	Constructor. More...

	CouenneProblem (const CouenneProblem &)
	Copy constructor. More...

	~CouenneProblem ()
	Destructor. More...

void	initOptions (Ipopt::SmartPtr< Ipopt::OptionsList > options)
	initializes parameters like doOBBT More...

CouenneProblem *	clone () const
	Clone method (for use within CouenneCutGenerator::clone) More...

int	nObjs () const
	Get number of objectives. More...

int	nCons () const
	Get number of constraints. More...

int	nOrigCons () const
	Get number of original constraints. More...

int	nOrigVars () const
	Number of orig. variables. More...

int	nDefVars () const
	Number of def'd variables. More...

int	nOrigIntVars () const
	Number of original integers. More...

int	nIntVars () const
	Number of integer variables. More...

int	nVars () const
	Total number of variables. More...

void	setNDefVars (int ndefined__)

std::vector< int > *	Find_Orbit (int) const

void	sym_setup ()

void	Compute_Symmetry () const

void	Print_Orbits () const

void	ChangeBounds (const double , const double , int) const

bool	compare (register Node &a, register Node &b) const

Nauty *	getNtyInfo ()

void	setupSymmetry ()
	empty if no NTY, symmetry data structure setup otherwise More...

int	evalOrder (int i) const
	get evaluation order index More...

int *	evalVector ()
	get evaluation order vector (numbering_) More...

CouenneConstraint *	Con (int i) const
	i-th constraint More...

CouenneObjective *	Obj (int i) const
	i-th objective More...

exprVar *	Var (int i) const
	Return pointer to i-th variable. More...

std::vector< exprVar * > &	Variables ()
	Return vector of variables (symbolic representation) More...

std::set< exprAux , compExpr > &	AuxSet ()
	Return pointer to set for comparisons. More...

DepGraph *	getDepGraph ()
	Return pointer to dependence graph. More...

Domain *	domain () const
	return current point & bounds More...

std::vector< expression * > &	commonExprs ()

CouNumber &	X (int i) const
	More...

CouNumber &	Lb (int i) const
	lower bound on More...

CouNumber &	Ub (int i) const
	upper bound on More...

CouNumber *	X () const
	Return vector of variables. More...

CouNumber *	Lb () const
	Return vector of lower bounds. More...

CouNumber *	Ub () const
	Return vector of upper bounds. More...

CouNumber *&	bestSol () const
	Best known solution (read from file) More...

CouNumber	bestObj () const
	Objective of best known solution. More...

bool *&	Commuted ()
	Get vector of commuted variables. More...

void	addObjective (expression *, const std::string &="min")
	Add (non linear) objective function. More...

void	addEQConstraint (expression , expression =NULL)
	Add equality constraint . More...

void	addGEConstraint (expression , expression =NULL)
	Add $\ge$ constraint, $h(x)\ge b$ . More...

void	addLEConstraint (expression , expression =NULL)
	Add $\le$ constraint, $h(x)\le b$ . More...

void	addRNGConstraint (expression , expression =NULL, expression *=NULL)
	Add range constraint, $a\le h(x)\le b$ . More...

void	setObjective (int indObj=0, expression *=NULL, const std::string &="min")
	Add (non linear) objective function. More...

expression *	addVariable (bool isint=false, Domain *d=NULL)
	Add original variable. More...

exprAux *	addAuxiliary (expression *)
	Add auxiliary variable and associate it with expression given as argument (used in standardization) More...

void	reformulate (CouenneCutGenerator *=NULL)
	preprocess problem in order to extract linear relaxations etc. More...

bool	standardize ()
	Break problem's nonlinear constraints in simple expressions to be convexified later. More...

void	print (std::ostream &=std::cout)
	Display current representation of problem: objective, linear and nonlinear constraints, and auxiliary variables. More...

bool	doFBBT () const
	shall we do Feasibility Based Bound Tightening? More...

bool	doRCBT () const
	shall we do reduced cost Bound Tightening? More...

bool	doOBBT () const
	shall we do Optimality Based Bound Tightening? More...

bool	doABT () const
	shall we do Aggressive Bound Tightening? More...

int	logObbtLev () const
	How often shall we do OBBT? More...

int	logAbtLev () const
	How often shall we do ABT? More...

void	writeAMPL (const std::string &fname, bool aux)
	Write nonlinear problem to a .mod file (with lots of defined variables) More...

void	writeGAMS (const std::string &fname)
	Write nonlinear problem to a .gms file. More...

void	writeLP (const std::string &fname)
	Write nonlinear problem to a .lp file. More...

void	initAuxs () const
	Initialize auxiliary variables and their bounds from original variables. More...

void	getAuxs (CouNumber *) const
	Get auxiliary variables from original variables. More...

bool	boundTightening (t_chg_bounds , const CglTreeInfo info, Bonmin::BabInfo =NULL) const
	tighten bounds using propagation, implied bounds and reduced costs More...

bool	btCore (t_chg_bounds *chg_bds) const
	core of the bound tightening procedure More...

int	obbt (const CouenneCutGenerator cg, const OsiSolverInterface &csi, OsiCuts &cs, const CglTreeInfo &info, Bonmin::BabInfo babInfo, t_chg_bounds *chg_bds)
	Optimality Based Bound Tightening. More...

bool	aggressiveBT (Bonmin::OsiTMINLPInterface nlp, t_chg_bounds , const CglTreeInfo &info, Bonmin::BabInfo *=NULL) const
	aggressive bound tightening. More...

int	redCostBT (const OsiSolverInterface psi, t_chg_bounds chg_bds) const
	procedure to strengthen variable bounds. More...

int	tightenBounds (t_chg_bounds *) const
	"Forward" bound tightening, that is, propagate bound of variable in an expression to the bounds of . More...

int	impliedBounds (t_chg_bounds *) const
	"Backward" bound tightening, aka implied bounds. More...

void	fillQuadIndices ()
	Look for quadratic terms to be used with SDP cuts. More...

void	fillObjCoeff (double *&)
	Fill vector with coefficients of objective function. More...

void	auxiliarize (exprVar , exprVar =NULL)
	Replace all occurrences of original variable with new aux given as argument. More...

void	setCutOff (CouNumber cutoff, const CouNumber *sol=NULL) const
	Set cutoff. More...

void	resetCutOff (CouNumber value=COUENNE_INFINITY) const
	Reset cutoff. More...

CouNumber	getCutOff () const
	Get cutoff. More...

CouNumber *	getCutOffSol () const
	Get cutoff solution. More...

void	installCutOff () const
	Make cutoff known to the problem. More...

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

bool	checkNLP (const double *solution, double &obj, bool recompute=false) const
	Check if solution is MINLP feasible. More...

int	getIntegerCandidate (const double xFrac, double xInt, double lb, double ub) const
	generate integer NLP point Y starting from fractional solution using bound tightening More...

bool	readOptimum (std::string *fname=NULL)
	Read best known solution from file given in argument. More...

exprAux *	linStandardize (bool addAux, CouNumber c0, LinMap &lmap, QuadMap &qmap)
	standardization of linear exprOp's More...

int	splitAux (CouNumber, expression , expression &, bool *, enum expression::auxSign &)
	split a constraint w - f(x) = c into w's index (it is returned) and rest = f(x) + c More...

void	indcoe2vector (int indexL, CouNumber coeff, std::vector< std::pair< exprVar *, CouNumber > > &lcoeff)
	translates pair (indices, coefficients) into vector with pointers to variables More...

void	indcoe2vector (int indexI, int indexJ, CouNumber *coeff, std::vector< quadElem > &qcoeff)
	translates triplet (indicesI, indicesJ, coefficients) into vector with pointers to variables More...

void	decomposeTerm (expression *term, CouNumber initCoe, CouNumber &c0, LinMap &lmap, QuadMap &qmap)
	given (expression *) element of sum, returns (coe,ind0,ind1) depending on element: More...

const std::string &	problemName () const
	return problem name More...

void	setProblemName (std::string &problemName__)

const std::vector< std::set < int > > &	Dependence () const
	return inverse dependence structure More...

const std::vector < CouenneObject * > &	Objects () const
	return object vector More...

int	findSOS (CbcModel CbcModelPtr, OsiSolverInterface solver, OsiObject **objects)
	find SOS constraints in problem More...

void	setMaxCpuTime (double time)
	set maximum CPU time More...

double	getMaxCpuTime () const
	return maximum CPU time More...

void	setBase (Bonmin::BabSetupBase *base)
	save CouenneBase More...

void	createUnusedOriginals ()
	Some originals may be unused due to their zero multiplicity (that happens when they are duplicates). More...

void	restoreUnusedOriginals (CouNumber *=NULL) const
	Some originals may be unused due to their zero multiplicity (that happens when they are duplicates). More...

int *	unusedOriginalsIndices ()
	return indices of neglected redundant variables More...

int	nUnusedOriginals ()
	number of unused originals More...

enum multiSep	MultilinSep () const
	return type of separator for multilinear terms More...

bool	fbbtReachedIterLimit () const
	true if latest call to FBBT terminated due to iteration limit reached More...

bool	orbitalBranching () const
	return true if orbital branching activated More...

void	setCheckAuxBounds (bool value)
	set the value for checkAuxBounds. More...

bool	checkAuxBounds () const
	return true if bounds of auxiliary variables have to be satisfied whenever a solution is tested for MINLP feasibiliry More...

enum TrilinDecompType	getTrilinDecompType ()
	return type of decomposition of quadrilinear terms More...

Bonmin::BabSetupBase *	bonBase () const
	options More...

double	constObjVal () const
	returns constant objective value if it contains no variables More...

CouenneSdpCuts *	getSdpCutGen ()
	Returns pointer to sdp cut generator. More...

int	getLastPrioSort () const

void	setLastPrioSort (int givenLastPS)

CouenneRecordBestSol *	getRecordBestSol () const
	returns recorded best solution More...

double	getFeasTol ()
	returns feasibility tolerance More...

double	checkObj (const CouNumber *sol, const double &precision) const
	Recompute objective value for sol. More...

bool	checkInt (const CouNumber *sol, const int from, const int upto, const std::vector< int > listInt, const bool origVarOnly, const bool stopAtFirstViol, const double precision, double &maxViol) const
	check integrality of vars in sol with index between from and upto (original vars only if origVarOnly == true); return true if all integer vars are within precision of an integer value More...

bool	checkBounds (const CouNumber *sol, const bool stopAtFirstViol, const double precision, double &maxViol) const
	Check bounds; returns true iff feasible for given precision. More...

bool	checkAux (const CouNumber *sol, const bool stopAtFirstViol, const double precision, double &maxViol) const
	returns true iff value of all auxiliaries are within bounds More...

bool	checkCons (const CouNumber *sol, const bool stopAtFirstViol, const double precision, double &maxViol) const
	returns true iff value of all auxiliaries are within bounds More...

bool	checkNLP2 (const double *solution, const double obj, const bool careAboutObj, const bool stopAtFirstViol, const bool checkAll, const double precision) const
	Return true if either solution or recomputed_solution obtained using getAuxs() from the original variables in solution is feasible within precision (the solution with minimum violation is then stored in recBSol->modSol, as well as its value and violation); return false otherwise. More...

bool	checkNLP0 (const double *solution, double &obj, bool recompute_obj=false, const bool careAboutObj=false, const bool stopAtFirstViol=true, const bool checkAll=false, const double precision=-1) const
	And finally a method to get both. More...

std::vector< CouenneConstraint * > *	ConstraintClass (const char *str)
	return particular constraint class. More...

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

Public Attributes
int	minDepthPrint_

int	minNodePrint_

bool	doPrint_

std::vector< Node >	node_info

Nauty *	nauty_info

myclass0	node_sort

myclass	index_sort

Protected Member Functions
int	fake_tighten (char direction, int index, const double X, CouNumber olb, CouNumber oub, t_chg_bounds chg_bds, t_chg_bounds *f_chg) const
	single fake tightening. More...

int	obbtInner (OsiSolverInterface , OsiCuts &, t_chg_bounds , Bonmin::BabInfo *) const
	Optimality Based Bound Tightening – inner loop. More...

int	obbt_iter (OsiSolverInterface csi, t_chg_bounds chg_bds, const CoinWarmStart warmstart, Bonmin::BabInfo babInfo, double *objcoe, int sense, int index) const
	Iteration on one variable. More...

int	call_iter (OsiSolverInterface csi, t_chg_bounds chg_bds, const CoinWarmStart warmstart, Bonmin::BabInfo babInfo, double *objcoe, enum nodeType type, int sense) const

void	analyzeSparsity (CouNumber, LinMap &, QuadMap &)
	analyze sparsity of potential exprQuad/exprGroup and change linear/quadratic maps accordingly, if necessary by adding new auxiliary variables and including them in the linear map More...

void	flattenMul (expression *mul, CouNumber &coe, std::map< int, CouNumber > &indices)
	re-organizes multiplication and stores indices (and exponents) of its variables More...

void	realign ()
	clear all spurious variables pointers not referring to the variables_ vector More...

void	fillDependence (Bonmin::BabSetupBase base, CouenneCutGenerator =NULL)
	fill dependence_ structure More...

void	fillIntegerRank () const
	fill freeIntegers_ array More...

int	testIntFix (int index, CouNumber xFrac, enum fixType fixed, CouNumber xInt, CouNumber dualL, CouNumber dualR, CouNumber olb, CouNumber oub, bool patient) const
	Test fixing of an integer variable (used in getIntegerCandidate()) More...

Protected Attributes
std::string	problemName_
	problem name More...

std::vector< exprVar * >	variables_
	Variables (original, auxiliary, and defined) More...

std::vector< CouenneObjective * >	objectives_
	Objectives. More...

std::vector< CouenneConstraint * >	constraints_
	Constraints. More...

std::vector< expression * >	commonexprs_
	AMPL's common expressions (read from AMPL through structures cexps and cexps1) More...

Domain	domain_
	current point and bounds; More...

std::set< exprAux , compExpr >	auxSet_
	Expression map for comparison in standardization and to count occurrences of an auxiliary. More...

int	curnvars_
	Number of elements in the x_, lb_, ub_ arrays. More...

int	nIntVars_
	Number of discrete variables. More...

CouNumber *	optimum_
	Best solution known to be loaded from file – for testing purposes. More...

CouNumber	bestObj_
	Best known objective function. More...

bool *	commuted_
	Variables that have commuted to auxiliary. More...

int *	numbering_
	numbering of variables. More...

int	ndefined_
	Number of "defined variables" (aka "common expressions") More...

DepGraph *	graph_
	Dependence (acyclic) graph: shows dependence of all auxiliary variables on one another and on original variables. More...

int	nOrigVars_
	Number of original variables. More...

int	nOrigCons_
	Number of original constraints (disregarding those that turned into auxiliary variable definition) More...

int	nOrigIntVars_
	Number of original integer variables. More...

GlobalCutOff *	pcutoff_
	Pointer to a global cutoff object. More...

bool	created_pcutoff_
	flag indicating if this class is creator of global cutoff object More...

bool	doFBBT_
	do Feasibility-based bound tightening More...

bool	doRCBT_
	do reduced cost bound tightening More...

bool	doOBBT_
	do Optimality-based bound tightening More...

bool	doABT_
	do Aggressive bound tightening More...

int	logObbtLev_
	frequency of Optimality-based bound tightening More...

int	logAbtLev_
	frequency of Aggressive bound tightening More...

JnlstPtr	jnlst_
	SmartPointer to the Journalist. More...

CouNumber	opt_window_
	window around known optimum (for testing purposes) More...

bool	useQuadratic_
	Use quadratic expressions? More...

CouNumber	feas_tolerance_
	feasibility tolerance (to be used in checkNLP) More...

std::vector< std::set< int > >	dependence_
	inverse dependence structure: for each variable x give set of auxiliary variables (or better, their indices) whose expression depends on x More...

std::vector< CouenneObject * >	objects_
	vector of pointer to CouenneObjects. More...

int *	integerRank_
	each element is true if variable is integer and, if auxiliary, depends on no integer More...

std::vector< int >	numberInRank_
	numberInRank_ [i] is the number of integer variables in rank i More...

double	maxCpuTime_
	maximum cpu time More...

Bonmin::BabSetupBase *	bonBase_
	options More...

ASL *	asl_
	AMPL structure pointer (temporary — looking forward to embedding into OS...) More...

int *	unusedOriginalsIndices_
	some originals may be unused due to their zero multiplicity (that happens when they are duplicates). More...

int	nUnusedOriginals_
	number of unused originals More...

int	lastPrioSort_

CouenneRecordBestSol *	recBSol

enum multiSep	multilinSep_
	Type of Multilinear separation. More...

int	max_fbbt_iter_
	number of FBBT iterations More...

bool	fbbtReachedIterLimit_
	true if FBBT exited for iteration limits as opposed to inability to further tighten bounds More...

bool	orbitalBranching_
	use orbital branching? More...

bool	checkAuxBounds_
	check bounds on auxiliary variables when verifying MINLP feasibility of a solution. More...

enum TrilinDecompType	trilinDecompType_
	return type of decomposition of quadrilinear terms More...

double	constObjVal_
	constant value of the objective if no variable is declared in it More...

CouenneBTPerfIndicator *	FBBTperfIndicator_
	Performance indicator for FBBT – to be moved away from CouenneProblem when we do it with FBBT. More...

CouenneBTPerfIndicator *	OBBTperfIndicator_
	Performance indicator for OBBT – to be moved away from CouenneProblem. More...

std::map< const char , std::vector < CouenneConstraint > *, less_than_str >	ConstraintClass_
	Return particular constraint class. More...

CouenneSdpCuts *	sdpCutGen_
	Temporary pointer to SDP cut generator. More...

Private Types
enum	fixType { UNFIXED, FIXED, CONTINUOUS }
	structure to record fixed, non-fixed, and continuous variables More...

Friends
class	exprMul

Detailed Description

Class for MINLP problems with symbolic information.

It is read from an AMPL .nl file and contains variables, AMPL's "defined variables" (aka common expressions), objective(s), and constraints in the form of expression's. Changes throughout the program occur in standardization.

Definition at line 169 of file CouenneProblem.hpp.

Member Enumeration Documentation

enum Couenne::CouenneProblem::fixType

private

structure to record fixed, non-fixed, and continuous variables

Enumerator
UNFIXED
FIXED
CONTINUOUS

Definition at line 174 of file CouenneProblem.hpp.

enum Couenne::CouenneProblem::multiSep

Type of multilinear separation.

Enumerator
MulSepNone
MulSepSimple
MulSepTight

Definition at line 179 of file CouenneProblem.hpp.

Constructor & Destructor Documentation

CouenneProblem::CouenneProblem	(	ASL *	asl = `NULL`,
		Bonmin::BabSetupBase *	base = `NULL`,
		JnlstPtr	jnlst = `NULL`
	)

Constructor.

constructor

Definition at line 49 of file CouenneProblemConstructors.cpp.

CouenneProblem::CouenneProblem ( const CouenneProblem & p )

Copy constructor.

copy constructor

Definition at line 127 of file CouenneProblemConstructors.cpp.

CouenneProblem::~CouenneProblem ( )

Destructor.

Definition at line 224 of file CouenneProblemConstructors.cpp.

Member Function Documentation

void CouenneProblem::initOptions ( Ipopt::SmartPtr< Ipopt::OptionsList > options )

initializes parameters like doOBBT

Definition at line 282 of file CouenneProblemConstructors.cpp.

CouenneProblem* Couenne::CouenneProblem::clone ( ) const

inline

Clone method (for use within CouenneCutGenerator::clone)

Definition at line 369 of file CouenneProblem.hpp.

int Couenne::CouenneProblem::nObjs ( ) const

inline

Get number of objectives.

Definition at line 372 of file CouenneProblem.hpp.

int Couenne::CouenneProblem::nCons ( ) const

inline

Get number of constraints.

Definition at line 373 of file CouenneProblem.hpp.

int Couenne::CouenneProblem::nOrigCons ( ) const

inline

Get number of original constraints.

Definition at line 374 of file CouenneProblem.hpp.

int Couenne::CouenneProblem::nOrigVars ( ) const

inline

Number of orig. variables.

Definition at line 376 of file CouenneProblem.hpp.

int Couenne::CouenneProblem::nDefVars ( ) const

inline

Number of def'd variables.

Definition at line 377 of file CouenneProblem.hpp.

int Couenne::CouenneProblem::nOrigIntVars ( ) const

inline

Number of original integers.

Definition at line 378 of file CouenneProblem.hpp.

int Couenne::CouenneProblem::nIntVars ( ) const

inline

Number of integer variables.

Definition at line 379 of file CouenneProblem.hpp.

int Couenne::CouenneProblem::nVars ( ) const

inline

Total number of variables.

Definition at line 380 of file CouenneProblem.hpp.

void Couenne::CouenneProblem::setNDefVars ( int ndefined__ )

inline

Definition at line 382 of file CouenneProblem.hpp.

std::vector<int>* Couenne::CouenneProblem::Find_Orbit ( int ) const

void Couenne::CouenneProblem::sym_setup ( )

void Couenne::CouenneProblem::Compute_Symmetry ( ) const

void Couenne::CouenneProblem::Print_Orbits ( ) const

void Couenne::CouenneProblem::ChangeBounds	(	const double *	,
		const double *	,
		int
	)		const

bool Couenne::CouenneProblem::compare	(	register Node &	a,
		register Node &	b
	)		const

inline

Nauty* Couenne::CouenneProblem::getNtyInfo ( )

inline

Definition at line 398 of file CouenneProblem.hpp.

void CouenneProblem::setupSymmetry ( )

empty if no NTY, symmetry data structure setup otherwise

Definition at line 451 of file CouenneSymmetry.cpp.

int Couenne::CouenneProblem::evalOrder ( int i ) const

inline

get evaluation order index

Definition at line 407 of file CouenneProblem.hpp.

int* Couenne::CouenneProblem::evalVector ( )

inline

get evaluation order vector (numbering_)

Definition at line 411 of file CouenneProblem.hpp.

CouenneConstraint* Couenne::CouenneProblem::Con ( int i ) const

inline

i-th constraint

Definition at line 415 of file CouenneProblem.hpp.

CouenneObjective* Couenne::CouenneProblem::Obj ( int i ) const

inline

i-th objective

Definition at line 416 of file CouenneProblem.hpp.

exprVar* Couenne::CouenneProblem::Var ( int i ) const

inline

Return pointer to i-th variable.

Definition at line 419 of file CouenneProblem.hpp.

std::vector<exprVar *>& Couenne::CouenneProblem::Variables ( )

inline

Return vector of variables (symbolic representation)

Definition at line 423 of file CouenneProblem.hpp.

std::set<exprAux *, compExpr>*& Couenne::CouenneProblem::AuxSet ( )

inline

Return pointer to set for comparisons.

Definition at line 427 of file CouenneProblem.hpp.

DepGraph* Couenne::CouenneProblem::getDepGraph ( )

inline

Return pointer to dependence graph.

Definition at line 431 of file CouenneProblem.hpp.

Domain* Couenne::CouenneProblem::domain ( ) const

inline

return current point & bounds

Definition at line 435 of file CouenneProblem.hpp.

std::vector<expression *>& Couenne::CouenneProblem::commonExprs ( )

inline

Definition at line 438 of file CouenneProblem.hpp.

CouNumber& Couenne::CouenneProblem::X ( int i ) const

inline

$x_i$

Definition at line 441 of file CouenneProblem.hpp.

CouNumber& Couenne::CouenneProblem::Lb ( int i ) const

inline

lower bound on $x_i$

Definition at line 442 of file CouenneProblem.hpp.

CouNumber& Couenne::CouenneProblem::Ub ( int i ) const

inline

upper bound on $x_i$

Definition at line 443 of file CouenneProblem.hpp.

CouNumber* Couenne::CouenneProblem::X ( ) const

inline

Return vector of variables.

Definition at line 446 of file CouenneProblem.hpp.

CouNumber* Couenne::CouenneProblem::Lb ( ) const

inline

Return vector of lower bounds.

Definition at line 447 of file CouenneProblem.hpp.

CouNumber* Couenne::CouenneProblem::Ub ( ) const

inline

Return vector of upper bounds.

Definition at line 448 of file CouenneProblem.hpp.

CouNumber*& Couenne::CouenneProblem::bestSol ( ) const

inline

Best known solution (read from file)

Definition at line 451 of file CouenneProblem.hpp.

CouNumber Couenne::CouenneProblem::bestObj ( ) const

inline

Objective of best known solution.

Definition at line 452 of file CouenneProblem.hpp.

bool*& Couenne::CouenneProblem::Commuted ( )

inline

Get vector of commuted variables.

Definition at line 455 of file CouenneProblem.hpp.

void CouenneProblem::addObjective	(	expression *	newobj,
		const std::string &	sense = `"min"`
	)

Add (non linear) objective function.

methods to add objective function.

Definition at line 41 of file CouenneProblem.cpp.

void CouenneProblem::addEQConstraint	(	expression *	body,
		expression *	rhs = `NULL`
	)

Add equality constraint $ h(x) = b$ .

methods to add nonlinear constraints:

equality constraint

Definition at line 51 of file CouenneProblem.cpp.

void CouenneProblem::addGEConstraint	(	expression *	body,
		expression *	rhs = `NULL`
	)

Add $\ge$ constraint, $h(x)\ge b$ .

"greater than" constraint

Definition at line 58 of file CouenneProblem.cpp.

void CouenneProblem::addLEConstraint	(	expression *	body,
		expression *	rhs = `NULL`
	)

Add $\le$ constraint, $h(x)\le b$ .

"smaller than" constraint

Definition at line 65 of file CouenneProblem.cpp.

void CouenneProblem::addRNGConstraint	(	expression *	body,
		expression *	lb = `NULL`,
		expression *	ub = `NULL`
	)

Add range constraint, $a\le h(x)\le b$ .

range constraint

Definition at line 79 of file CouenneProblem.cpp.

void CouenneProblem::setObjective	(	int	indObj = `0`,
		expression *	newObj = `NULL`,
		const std::string &	sense = `"min"`
	)

Add (non linear) objective function.

Definition at line 72 of file CouenneProblem.cpp.

expression * CouenneProblem::addVariable	(	bool	isint = `false`,
		Domain *	d = `NULL`
	)

Add original variable.

add variable to the problem – check whether it is integer (isDiscrete)

Parameters

isint if true, this variable is integer, otherwise it is continuous

Definition at line 89 of file CouenneProblem.cpp.

exprAux * CouenneProblem::addAuxiliary ( expression * symbolic )

Add auxiliary variable and associate it with expression given as argument (used in standardization)

add auxiliary variable and associate it with pointer to expression given as argument

Definition at line 108 of file CouenneProblem.cpp.

void CouenneProblem::reformulate ( CouenneCutGenerator * cg = NULL )

preprocess problem in order to extract linear relaxations etc.

Definition at line 32 of file reformulate.cpp.

bool CouenneProblem::standardize ( )

Break problem's nonlinear constraints in simple expressions to be convexified later.

standardize (nonlinear) common expressions, objectives, and constraints

Return true if problem looks feasible, false if proven infeasible.

re-check integrality. This is necessary as the initial integrality check is done on some continuous variables, which may turn out to be identical to other, integer, variables. See minlplib/ex1223.nl, where x_29 = x_4^2 and x_4=x_9, with x_4 declared continuous and x_9 integer

Definition at line 34 of file standardize.cpp.

void CouenneProblem::print ( std::ostream & out = std::cout )

Display current representation of problem: objective, linear and nonlinear constraints, and auxiliary variables.

Definition at line 24 of file problemIO.cpp.

bool Couenne::CouenneProblem::doFBBT ( ) const

inline

shall we do Feasibility Based Bound Tightening?

Definition at line 502 of file CouenneProblem.hpp.

bool Couenne::CouenneProblem::doRCBT ( ) const

inline

shall we do reduced cost Bound Tightening?

Definition at line 503 of file CouenneProblem.hpp.

bool Couenne::CouenneProblem::doOBBT ( ) const

inline

shall we do Optimality Based Bound Tightening?

Definition at line 504 of file CouenneProblem.hpp.

bool Couenne::CouenneProblem::doABT ( ) const

inline

shall we do Aggressive Bound Tightening?

Definition at line 505 of file CouenneProblem.hpp.

int Couenne::CouenneProblem::logObbtLev ( ) const

inline

How often shall we do OBBT?

Definition at line 507 of file CouenneProblem.hpp.

int Couenne::CouenneProblem::logAbtLev ( ) const

inline

How often shall we do ABT?

Definition at line 508 of file CouenneProblem.hpp.

void CouenneProblem::writeAMPL	(	const std::string &	fname,
		bool	aux
	)

Write nonlinear problem to a .mod file (with lots of defined variables)

Parameters

fname	Name of the .mod file to be written
aux	controls the use of auxiliaries. If true, a problem is written with auxiliary variables written with their associated expression, i.e. and bounds $l_i \le w_i \le u_i$ , while if false these constraints are written in the form $l_i \le h_i (x,y) \le u_i$ .

Note: if used before standardization, writes original AMPL formulation

with or without auxiliaries?

Parameters

aux	name of the mod file

Definition at line 22 of file writeAMPL.cpp.

void CouenneProblem::writeGAMS ( const std::string & fname )

Write nonlinear problem to a .gms file.

Parameters

fname	Name of the .gams file to be written.
fname	Name of the .gms file to be written.

Definition at line 24 of file writeGAMS.cpp.

void CouenneProblem::writeLP ( const std::string & fname )

Write nonlinear problem to a .lp file.

Note: only works with MIQCQPs (and MISOCPs in the future)

Parameters

fname Name of the .lp file to be written

name of the mod file

Definition at line 270 of file writeLP.cpp.

void CouenneProblem::initAuxs ( ) const

Initialize auxiliary variables and their bounds from original variables.

initialize auxiliary variables from original variables in the nonlinear problem

Definition at line 51 of file problem.cpp.

void CouenneProblem::getAuxs ( CouNumber * x ) const

Get auxiliary variables from original variables.

get auxiliary variables from original variables in the nonlinear problem

Definition at line 162 of file problem.cpp.

bool CouenneProblem::boundTightening	(	t_chg_bounds *	chg_bds,
		const CglTreeInfo	info,
		Bonmin::BabInfo *	babInfo = `NULL`
	)		const

tighten bounds using propagation, implied bounds and reduced costs

procedure to strengthen variable bounds.

Return false if problem turns out to be infeasible with given bounds, true otherwise.

Definition at line 180 of file boundTightening.cpp.

bool CouenneProblem::btCore ( t_chg_bounds * chg_bds ) const

core of the bound tightening procedure

Definition at line 26 of file boundTightening.cpp.

int CouenneProblem::obbt	(	const CouenneCutGenerator *	cg,
		const OsiSolverInterface &	csi,
		OsiCuts &	cs,
		const CglTreeInfo &	info,
		Bonmin::BabInfo *	babInfo,
		t_chg_bounds *	chg_bds
	)

Optimality Based Bound Tightening.

OBBT has tightened, add improved bounds

Definition at line 177 of file obbt.cpp.

bool CouenneProblem::aggressiveBT	(	Bonmin::OsiTMINLPInterface *	nlp,
		t_chg_bounds *	chg_bds,
		const CglTreeInfo &	info,
		Bonmin::BabInfo *	babInfo = `NULL`
	)		const

aggressive bound tightening.

Fake bounds in order to cut portions of the solution space by fathoming on bounds/infeasibility

Definition at line 62 of file aggressiveBT.cpp.

int CouenneProblem::redCostBT	(	const OsiSolverInterface *	psi,
		t_chg_bounds *	chg_bds
	)		const

procedure to strengthen variable bounds.

reduced cost bound tightening

Return false if problem turns out to be infeasible with given bounds, true otherwise.

Definition at line 240 of file boundTightening.cpp.

int CouenneProblem::tightenBounds ( t_chg_bounds * chg_bds ) const

"Forward" bound tightening, that is, propagate bound of variable $x$ in an expression $w = f(x)$ to the bounds of $w$ .

Bound propagation for auxiliary variables.

Definition at line 21 of file tightenBounds.cpp.

int CouenneProblem::impliedBounds ( t_chg_bounds * chg_bds ) const

"Backward" bound tightening, aka implied bounds.

Bound tightening for auxiliary variables.

Definition at line 20 of file impliedBounds.cpp.

void CouenneProblem::fillQuadIndices ( )

Look for quadratic terms to be used with SDP cuts.

Definition at line 15 of file fillQuadIndices.cpp.

void CouenneProblem::fillObjCoeff ( double *& obj )

Fill vector with coefficients of objective function.

fill obj vector with coefficient of the (linearized) obj function (depends on sense of optimization – invert if sense()==MAXIMIZE)

Definition at line 241 of file problem.cpp.

void CouenneProblem::auxiliarize	(	exprVar *	aux,
		exprVar *	subst = `NULL`
	)

Replace all occurrences of original variable with new aux given as argument.

replace, in all expressions of the problem (auxiliaries, objectives and constraints) link to an original variable that has gone auxiliary

Definition at line 27 of file auxiliarize.cpp.

void CouenneProblem::setCutOff	(	CouNumber	cutoff,
		const CouNumber *	sol = `NULL`
	)		const

Set cutoff.

set cutoff from NLP solution

Definition at line 326 of file problem.cpp.

void CouenneProblem::resetCutOff ( CouNumber value = COUENNE_INFINITY ) const

Reset cutoff.

Reset cutoff to a given value.

Definition at line 348 of file problem.cpp.

CouNumber CouenneProblem::getCutOff ( ) const

Get cutoff.

Definition at line 280 of file CouenneProblem.cpp.

CouNumber * CouenneProblem::getCutOffSol ( ) const

Get cutoff solution.

Definition at line 284 of file CouenneProblem.cpp.

void CouenneProblem::installCutOff ( ) const

Make cutoff known to the problem.

Tell problem that auxiliary related to obj has a cutoff, to be used in bound tightening.

Definition at line 363 of file problem.cpp.

ConstJnlstPtr CouenneProblem::Jnlst ( ) const

Provide Journalist.

Definition at line 288 of file CouenneProblem.cpp.

bool CouenneProblem::checkNLP	(	const double *	solution,
		double &	obj,
		bool	recompute = `false`
	)		const

Check if solution is MINLP feasible.

Definition at line 23 of file checkNLP.cpp.

int CouenneProblem::getIntegerCandidate	(	const double *	xFrac,
		double *	xInt,
		double *	lb,
		double *	ub
	)		const

generate integer NLP point Y starting from fractional solution using bound tightening

GRASP for finding integer feasible solutions.

Generate integer NLP point xInt starting from fractional solution xFrac, using (feasibility-based, i.e. cheap) bound tightening

return -1 if the problem is infeasible

Definition at line 34 of file getIntegerCandidate.cpp.

bool CouenneProblem::readOptimum ( std::string * fname = NULL )

Read best known solution from file given in argument.

read optimal solution into member optimum

Definition at line 107 of file problemIO.cpp.

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

static

Add list of options to be read from file.

Definition at line 421 of file problem.cpp.

exprAux * CouenneProblem::linStandardize	(	bool	addAux,
		CouNumber	c0,
		LinMap &	lmap,
		QuadMap &	qmap
	)

standardization of linear exprOp's

data for exprQuad

data for exprGroup

Definition at line 28 of file linStandardize.cpp.

int CouenneProblem::splitAux	(	CouNumber	rhs,
		expression *	body,
		expression *&	rest,
		bool *	wentAux,
		enum expression::auxSign &	sign
	)

split a constraint w - f(x) = c into w's index (it is returned) and rest = f(x) + c

split a constraint aw + f(x) >/</= c into w's index (returned) and rest = (-f(x) + c)/a

Definition at line 36 of file splitAux.cpp.

void CouenneProblem::indcoe2vector	(	int *	indexL,
		CouNumber *	coeff,
		std::vector< std::pair< exprVar *, CouNumber > > &	lcoeff
	)

translates pair (indices, coefficients) into vector with pointers to variables

Definition at line 150 of file CouenneProblem.cpp.

void CouenneProblem::indcoe2vector	(	int *	indexI,
		int *	indexJ,
		CouNumber *	coeff,
		std::vector< quadElem > &	qcoeff
	)

translates triplet (indicesI, indicesJ, coefficients) into vector with pointers to variables

Definition at line 161 of file CouenneProblem.cpp.

void CouenneProblem::decomposeTerm	(	expression *	term,
		CouNumber	initCoe,
		CouNumber &	c0,
		LinMap &	lmap,
		QuadMap &	qmap
	)

given (expression *) element of sum, returns (coe,ind0,ind1) depending on element:

1) a * x_i ^ 2 —> (a,i,?) return COU_EXPRPOW 2) a * x_i —> (a,i,?) return COU_EXPRVAR 3) a * x_i * x_j —> (a,i,j) return COU_EXPRMUL 4) a —> (a,?,?) return COU_EXPRCONST

x_i and/or x_j may come from standardizing other (linear or quadratic operator) sub-expressions

a constant

a variable

the opposite of a term

a subtraction

a quadratic form

a linear term

a sum of (possibly) nonlinear elements

a product of n factors /////////////////////////////////////////

otherwise, simply standardize expression

Definition at line 35 of file decomposeTerm.cpp.

const std::string& Couenne::CouenneProblem::problemName ( ) const

inline

return problem name

Definition at line 658 of file CouenneProblem.hpp.

void Couenne::CouenneProblem::setProblemName ( std::string & problemName__ )

inline

Definition at line 661 of file CouenneProblem.hpp.

const std::vector<std::set <int> >& Couenne::CouenneProblem::Dependence ( ) const

inline

return inverse dependence structure

Definition at line 665 of file CouenneProblem.hpp.

const std::vector<CouenneObject *>& Couenne::CouenneProblem::Objects ( ) const

inline

return object vector

Definition at line 669 of file CouenneProblem.hpp.

int CouenneProblem::findSOS	(	CbcModel *	CbcModelPtr,
		OsiSolverInterface *	solver,
		OsiObject **	objects
	)

find SOS constraints in problem

find SOS objects

Definition at line 28 of file CouenneSOS.cpp.

void Couenne::CouenneProblem::setMaxCpuTime ( double time )

inline

set maximum CPU time

Definition at line 678 of file CouenneProblem.hpp.

double Couenne::CouenneProblem::getMaxCpuTime ( ) const

inline

return maximum CPU time

Definition at line 682 of file CouenneProblem.hpp.

void CouenneProblem::setBase ( Bonmin::BabSetupBase * base )

save CouenneBase

Definition at line 37 of file problem.cpp.

void CouenneProblem::createUnusedOriginals ( )

Some originals may be unused due to their zero multiplicity (that happens when they are duplicates).

This procedure creates a structure for quickly checking and restoring their value after solving.

Definition at line 19 of file CouenneRestoreUnused.cpp.

void CouenneProblem::restoreUnusedOriginals ( CouNumber * x = NULL ) const

Some originals may be unused due to their zero multiplicity (that happens when they are duplicates).

This procedure restores their value after solving

Definition at line 54 of file CouenneRestoreUnused.cpp.

int* Couenne::CouenneProblem::unusedOriginalsIndices ( )

inline

return indices of neglected redundant variables

Definition at line 700 of file CouenneProblem.hpp.

int Couenne::CouenneProblem::nUnusedOriginals ( )

inline

number of unused originals

Definition at line 704 of file CouenneProblem.hpp.

enum multiSep Couenne::CouenneProblem::MultilinSep ( ) const

inline

return type of separator for multilinear terms

Definition at line 708 of file CouenneProblem.hpp.

bool Couenne::CouenneProblem::fbbtReachedIterLimit ( ) const

inline

true if latest call to FBBT terminated due to iteration limit reached

Definition at line 712 of file CouenneProblem.hpp.

bool Couenne::CouenneProblem::orbitalBranching ( ) const

inline

return true if orbital branching activated

Definition at line 716 of file CouenneProblem.hpp.

void Couenne::CouenneProblem::setCheckAuxBounds ( bool value )

inline

set the value for checkAuxBounds.

When true, all MINLP feasible solutions will additionally be tested for feasibility with respect to auxiliary variable bounds. This is normally not needed.

Definition at line 722 of file CouenneProblem.hpp.

bool Couenne::CouenneProblem::checkAuxBounds ( ) const

inline

return true if bounds of auxiliary variables have to be satisfied whenever a solution is tested for MINLP feasibiliry

Definition at line 727 of file CouenneProblem.hpp.

enum TrilinDecompType Couenne::CouenneProblem::getTrilinDecompType ( )

inline

return type of decomposition of quadrilinear terms

Definition at line 731 of file CouenneProblem.hpp.

Bonmin::BabSetupBase* Couenne::CouenneProblem::bonBase ( ) const

inline

options

Definition at line 735 of file CouenneProblem.hpp.

double Couenne::CouenneProblem::constObjVal ( ) const

inline

returns constant objective value if it contains no variables

Definition at line 738 of file CouenneProblem.hpp.

CouenneSdpCuts* Couenne::CouenneProblem::getSdpCutGen ( )

inline

Returns pointer to sdp cut generator.

Definition at line 741 of file CouenneProblem.hpp.

int CouenneProblem::fake_tighten	(	char	direction,
		int	index,
		const double *	X,
		CouNumber *	olb,
		CouNumber *	oub,
		t_chg_bounds *	chg_bds,
		t_chg_bounds *	f_chg
	)		const

protected

single fake tightening.

Return

-1 if infeasible 0 if no improvement +1 if improved

Parameters

direction	0: left, 1: right
index	index of the variable tested
X	point round which tightening is done
olb	cur. lower bound
oub	cur. upper bound

Definition at line 88 of file fake_tightening.cpp.

int CouenneProblem::obbtInner	(	OsiSolverInterface *	csi,
		OsiCuts &	cs,
		t_chg_bounds *	chg_bds,
		Bonmin::BabInfo *	babInfo
	)		const

protected

Optimality Based Bound Tightening – inner loop.

Optimality based bound tightening – inner loop.

Definition at line 99 of file obbt.cpp.

int CouenneProblem::obbt_iter	(	OsiSolverInterface *	csi,
		t_chg_bounds *	chg_bds,
		const CoinWarmStart *	warmstart,
		Bonmin::BabInfo *	babInfo,
		double *	objcoe,
		int	sense,
		int	index
	)		const

protected

Iteration on one variable.

Definition at line 68 of file obbt_iter.cpp.

int CouenneProblem::call_iter	(	OsiSolverInterface *	csi,
		t_chg_bounds *	chg_bds,
		const CoinWarmStart *	warmstart,
		Bonmin::BabInfo *	babInfo,
		double *	objcoe,
		enum nodeType	type,
		int	sense
	)		const

protected

Definition at line 43 of file obbt.cpp.

void CouenneProblem::analyzeSparsity	(	CouNumber	c0,
		LinMap &	lmap,
		QuadMap &	qmap
	)

protected

analyze sparsity of potential exprQuad/exprGroup and change linear/quadratic maps accordingly, if necessary by adding new auxiliary variables and including them in the linear map

Definition at line 31 of file analyzeSparsity.cpp.

void CouenneProblem::flattenMul	(	expression *	mul,
		CouNumber &	coe,
		std::map< int, CouNumber > &	indices
	)

protected

re-organizes multiplication and stores indices (and exponents) of its variables

Definition at line 21 of file flattenMul.cpp.

void CouenneProblem::realign ( )

protected

clear all spurious variables pointers not referring to the variables_ vector

Definition at line 392 of file problem.cpp.

void CouenneProblem::fillDependence	(	Bonmin::BabSetupBase *	base,
		CouenneCutGenerator *	cg = `NULL`
	)

protected

fill dependence_ structure

fill in inverse dependence structure: for each variable x give set of auxiliary variables (or better, their indices) whose expression depends on x

Definition at line 23 of file fillDependence.cpp.

void CouenneProblem::fillIntegerRank ( ) const

protected

fill freeIntegers_ array

fill in the integerRank_ array

Definition at line 173 of file CouenneProblem.cpp.

int CouenneProblem::testIntFix	(	int	index,
		CouNumber	xFrac,
		enum fixType *	fixed,
		CouNumber *	xInt,
		CouNumber *	dualL,
		CouNumber *	dualR,
		CouNumber *	olb,
		CouNumber *	oub,
		bool	patient
	)		const

protected

Test fixing of an integer variable (used in getIntegerCandidate())

Definition at line 19 of file testIntFix.cpp.

int Couenne::CouenneProblem::getLastPrioSort ( ) const

inline

Definition at line 814 of file CouenneProblem.hpp.

void CouenneProblem::setLastPrioSort ( int givenLastPS )

Definition at line 292 of file CouenneProblem.cpp.

CouenneRecordBestSol* Couenne::CouenneProblem::getRecordBestSol ( ) const

inline

returns recorded best solution

Definition at line 821 of file CouenneProblem.hpp.

double Couenne::CouenneProblem::getFeasTol ( )

inline

returns feasibility tolerance

Definition at line 825 of file CouenneProblem.hpp.

double CouenneProblem::checkObj	(	const CouNumber *	sol,
		const double &	precision
	)		const

Recompute objective value for sol.

Definition at line 280 of file checkNLP.cpp.

bool CouenneProblem::checkInt	(	const CouNumber *	sol,
		const int	from,
		const int	upto,
		const std::vector< int >	listInt,
		const bool	origVarOnly,
		const bool	stopAtFirstViol,
		const double	precision,
		double &	maxViol
	)		const

check integrality of vars in sol with index between from and upto (original vars only if origVarOnly == true); return true if all integer vars are within precision of an integer value

Definition at line 313 of file checkNLP.cpp.

bool CouenneProblem::checkBounds	(	const CouNumber *	sol,
		const bool	stopAtFirstViol,
		const double	precision,
		double &	maxViol
	)		const

Check bounds; returns true iff feasible for given precision.

Definition at line 361 of file checkNLP.cpp.

bool CouenneProblem::checkAux	(	const CouNumber *	sol,
		const bool	stopAtFirstViol,
		const double	precision,
		double &	maxViol
	)		const

returns true iff value of all auxiliaries are within bounds

Definition at line 403 of file checkNLP.cpp.

bool CouenneProblem::checkCons	(	const CouNumber *	sol,
		const bool	stopAtFirstViol,
		const double	precision,
		double &	maxViol
	)		const

returns true iff value of all auxiliaries are within bounds

Definition at line 489 of file checkNLP.cpp.

bool CouenneProblem::checkNLP2	(	const double *	solution,
		const double	obj,
		const bool	careAboutObj,
		const bool	stopAtFirstViol,
		const bool	checkAll,
		const double	precision
	)		const

Return true if either solution or recomputed_solution obtained using getAuxs() from the original variables in solution is feasible within precision (the solution with minimum violation is then stored in recBSol->modSol, as well as its value and violation); return false otherwise.

If stopAtFirstViol == true, recBSol->modSol is meaningless upon return. If stopAtFirstViol == false, recBSol->modSol contains the solution with minimum violation, although this violation might be larger than precision. This is useful for cases where the current solution must be considered valid (e.g., because Cbc is going to accept it anyway), although it violates precision requirements. Value of obj matters only if careAboutObj == true; the code then tries to balance violation of constraints and value of objective. if checkAll = false, check only integrality/bounds for original vars and constraints; consider only recomputed_sol if checkAll == true, check also integrality/bounds on auxs; consider both recomputed_sol and solution if careAboutObj is set to true, then stopAtFirstViol must be set to false too.

Definition at line 571 of file checkNLP.cpp.

bool CouenneProblem::checkNLP0	(	const double *	solution,
		double &	obj,
		bool	recompute_obj = `false`,
		const bool	careAboutObj = `false`,
		const bool	stopAtFirstViol = `true`,
		const bool	checkAll = `false`,
		const double	precision = `-1`
	)		const

And finally a method to get both.

Definition at line 959 of file checkNLP.cpp.

std::vector<CouenneConstraint *>* Couenne::CouenneProblem::ConstraintClass ( const char * str )

inline

return particular constraint class.

Classes:

1) "convex": convex constraints; 2) "PSDcon": constraints of the form X 0 3) "normal": regular constraints

Definition at line 900 of file CouenneProblem.hpp.

Friends And Related Function Documentation

friend class exprMul

friend

Definition at line 171 of file CouenneProblem.hpp.

Member Data Documentation

int Couenne::CouenneProblem::minDepthPrint_

Definition at line 182 of file CouenneProblem.hpp.

int Couenne::CouenneProblem::minNodePrint_

Definition at line 185 of file CouenneProblem.hpp.

bool Couenne::CouenneProblem::doPrint_

Definition at line 188 of file CouenneProblem.hpp.

std::string Couenne::CouenneProblem::problemName_

protected

problem name

Definition at line 193 of file CouenneProblem.hpp.

std::vector<exprVar *> Couenne::CouenneProblem::variables_

protected

Variables (original, auxiliary, and defined)

Definition at line 195 of file CouenneProblem.hpp.

std::vector<CouenneObjective *> Couenne::CouenneProblem::objectives_

protected

Objectives.

Definition at line 196 of file CouenneProblem.hpp.

std::vector<CouenneConstraint *> Couenne::CouenneProblem::constraints_

protected

Constraints.

Definition at line 197 of file CouenneProblem.hpp.

std::vector<expression *> Couenne::CouenneProblem::commonexprs_

protected

AMPL's common expressions (read from AMPL through structures cexps and cexps1)

Definition at line 200 of file CouenneProblem.hpp.

Domain Couenne::CouenneProblem::domain_

mutableprotected

current point and bounds;

Definition at line 202 of file CouenneProblem.hpp.

std::set<exprAux *, compExpr>* Couenne::CouenneProblem::auxSet_

protected

Expression map for comparison in standardization and to count occurrences of an auxiliary.

Definition at line 206 of file CouenneProblem.hpp.

int Couenne::CouenneProblem::curnvars_

mutableprotected

Number of elements in the x_, lb_, ub_ arrays.

Definition at line 209 of file CouenneProblem.hpp.

int Couenne::CouenneProblem::nIntVars_

protected

Number of discrete variables.

Definition at line 212 of file CouenneProblem.hpp.

CouNumber* Couenne::CouenneProblem::optimum_

mutableprotected

Best solution known to be loaded from file – for testing purposes.

Definition at line 215 of file CouenneProblem.hpp.

CouNumber Couenne::CouenneProblem::bestObj_

protected

Best known objective function.

Definition at line 218 of file CouenneProblem.hpp.

bool* Couenne::CouenneProblem::commuted_

protected

Variables that have commuted to auxiliary.

Definition at line 221 of file CouenneProblem.hpp.

int* Couenne::CouenneProblem::numbering_

protected

numbering of variables.

No variable xi with associated pi(i) greater than pi(j) should be evaluated before variable xj

Definition at line 225 of file CouenneProblem.hpp.

int Couenne::CouenneProblem::ndefined_

protected

Number of "defined variables" (aka "common expressions")

Definition at line 228 of file CouenneProblem.hpp.

DepGraph* Couenne::CouenneProblem::graph_

protected

Dependence (acyclic) graph: shows dependence of all auxiliary variables on one another and on original variables.

Used to create a numbering of all variables for evaluation and bound tightening (reverse order for implied bounds)

Definition at line 234 of file CouenneProblem.hpp.

int Couenne::CouenneProblem::nOrigVars_

protected

Number of original variables.

Definition at line 237 of file CouenneProblem.hpp.

int Couenne::CouenneProblem::nOrigCons_

protected

Number of original constraints (disregarding those that turned into auxiliary variable definition)

Definition at line 241 of file CouenneProblem.hpp.

int Couenne::CouenneProblem::nOrigIntVars_

protected

Number of original integer variables.

Definition at line 244 of file CouenneProblem.hpp.

GlobalCutOff* Couenne::CouenneProblem::pcutoff_

mutableprotected

Pointer to a global cutoff object.

Definition at line 247 of file CouenneProblem.hpp.

bool Couenne::CouenneProblem::created_pcutoff_

mutableprotected

flag indicating if this class is creator of global cutoff object

Definition at line 250 of file CouenneProblem.hpp.

bool Couenne::CouenneProblem::doFBBT_

protected

do Feasibility-based bound tightening

Definition at line 252 of file CouenneProblem.hpp.

bool Couenne::CouenneProblem::doRCBT_

protected

do reduced cost bound tightening

Definition at line 253 of file CouenneProblem.hpp.

bool Couenne::CouenneProblem::doOBBT_

protected

do Optimality-based bound tightening

Definition at line 254 of file CouenneProblem.hpp.

bool Couenne::CouenneProblem::doABT_

protected

do Aggressive bound tightening

Definition at line 255 of file CouenneProblem.hpp.

int Couenne::CouenneProblem::logObbtLev_

protected

frequency of Optimality-based bound tightening

Definition at line 257 of file CouenneProblem.hpp.

int Couenne::CouenneProblem::logAbtLev_

protected

frequency of Aggressive bound tightening

Definition at line 258 of file CouenneProblem.hpp.

JnlstPtr Couenne::CouenneProblem::jnlst_

protected

SmartPointer to the Journalist.

Definition at line 261 of file CouenneProblem.hpp.

CouNumber Couenne::CouenneProblem::opt_window_

protected

window around known optimum (for testing purposes)

Definition at line 264 of file CouenneProblem.hpp.

bool Couenne::CouenneProblem::useQuadratic_

protected

Use quadratic expressions?

Definition at line 267 of file CouenneProblem.hpp.

CouNumber Couenne::CouenneProblem::feas_tolerance_

protected

feasibility tolerance (to be used in checkNLP)

Definition at line 270 of file CouenneProblem.hpp.

std::vector<std::set <int> > Couenne::CouenneProblem::dependence_

protected

inverse dependence structure: for each variable x give set of auxiliary variables (or better, their indices) whose expression depends on x

Definition at line 275 of file CouenneProblem.hpp.

std::vector<CouenneObject *> Couenne::CouenneProblem::objects_

protected

vector of pointer to CouenneObjects.

Used by CouenneVarObjects when finding all objects related to (having as argument) a single variable

Definition at line 280 of file CouenneProblem.hpp.

int* Couenne::CouenneProblem::integerRank_

mutableprotected

each element is true if variable is integer and, if auxiliary, depends on no integer

Definition at line 284 of file CouenneProblem.hpp.

std::vector<int> Couenne::CouenneProblem::numberInRank_

mutableprotected

numberInRank_ [i] is the number of integer variables in rank i

Definition at line 287 of file CouenneProblem.hpp.

double Couenne::CouenneProblem::maxCpuTime_

protected

maximum cpu time

Definition at line 290 of file CouenneProblem.hpp.

Bonmin::BabSetupBase* Couenne::CouenneProblem::bonBase_

protected

options

Definition at line 293 of file CouenneProblem.hpp.

ASL* Couenne::CouenneProblem::asl_

protected

AMPL structure pointer (temporary — looking forward to embedding into OS...)

Definition at line 296 of file CouenneProblem.hpp.

int* Couenne::CouenneProblem::unusedOriginalsIndices_

protected

some originals may be unused due to their zero multiplicity (that happens when they are duplicates).

This array keeps track of their indices and is sorted by evaluation order

Definition at line 301 of file CouenneProblem.hpp.

int Couenne::CouenneProblem::nUnusedOriginals_

protected

number of unused originals

Definition at line 304 of file CouenneProblem.hpp.

int Couenne::CouenneProblem::lastPrioSort_

protected

Definition at line 307 of file CouenneProblem.hpp.

CouenneRecordBestSol* Couenne::CouenneProblem::recBSol

protected

Definition at line 310 of file CouenneProblem.hpp.

enum multiSep Couenne::CouenneProblem::multilinSep_

protected

Type of Multilinear separation.

Definition at line 313 of file CouenneProblem.hpp.

int Couenne::CouenneProblem::max_fbbt_iter_

protected

number of FBBT iterations

Definition at line 316 of file CouenneProblem.hpp.

bool Couenne::CouenneProblem::fbbtReachedIterLimit_

mutableprotected

true if FBBT exited for iteration limits as opposed to inability to further tighten bounds

Definition at line 320 of file CouenneProblem.hpp.

bool Couenne::CouenneProblem::orbitalBranching_

protected

use orbital branching?

Definition at line 323 of file CouenneProblem.hpp.

bool Couenne::CouenneProblem::checkAuxBounds_

protected

check bounds on auxiliary variables when verifying MINLP feasibility of a solution.

Usually this is not needed, unless some manipulation on auxiliary variables is done before Branch-and-Bound

Definition at line 329 of file CouenneProblem.hpp.

enum TrilinDecompType Couenne::CouenneProblem::trilinDecompType_

protected

return type of decomposition of quadrilinear terms

Definition at line 332 of file CouenneProblem.hpp.

double Couenne::CouenneProblem::constObjVal_

protected

constant value of the objective if no variable is declared in it

Definition at line 335 of file CouenneProblem.hpp.

CouenneBTPerfIndicator* Couenne::CouenneProblem::FBBTperfIndicator_

protected

Performance indicator for FBBT – to be moved away from CouenneProblem when we do it with FBBT.

Definition at line 339 of file CouenneProblem.hpp.

CouenneBTPerfIndicator* Couenne::CouenneProblem::OBBTperfIndicator_

protected

Performance indicator for OBBT – to be moved away from CouenneProblem.

Definition at line 343 of file CouenneProblem.hpp.

std::map<const char *, std::vector <CouenneConstraint *> *, less_than_str> Couenne::CouenneProblem::ConstraintClass_

protected

Return particular constraint class.

Classes:

1) "convex": convex constraints; 2) "PSDcon": constraints of the form X 0 3) "normal": regular constraints

Definition at line 350 of file CouenneProblem.hpp.

CouenneSdpCuts* Couenne::CouenneProblem::sdpCutGen_

protected

Temporary pointer to SDP cut generator.

A little dirty as it is generated DURING standardization, but necessary to avoid meddling with different spaces

Definition at line 355 of file CouenneProblem.hpp.

std::vector<Node> Couenne::CouenneProblem::node_info

mutable

Definition at line 387 of file CouenneProblem.hpp.

Nauty* Couenne::CouenneProblem::nauty_info

mutable

Definition at line 388 of file CouenneProblem.hpp.

myclass0 Couenne::CouenneProblem::node_sort

Definition at line 390 of file CouenneProblem.hpp.

myclass Couenne::CouenneProblem::index_sort

Definition at line 391 of file CouenneProblem.hpp.

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

/tmp/OS-2.10.2/Couenne/src/problem/CouenneProblem.hpp
/tmp/OS-2.10.2/Couenne/src/bound_tightening/aggressiveBT.cpp
/tmp/OS-2.10.2/Couenne/src/bound_tightening/boundTightening.cpp
/tmp/OS-2.10.2/Couenne/src/bound_tightening/fake_tightening.cpp
/tmp/OS-2.10.2/Couenne/src/bound_tightening/impliedBounds.cpp
/tmp/OS-2.10.2/Couenne/src/bound_tightening/obbt.cpp
/tmp/OS-2.10.2/Couenne/src/bound_tightening/obbt_iter.cpp
/tmp/OS-2.10.2/Couenne/src/bound_tightening/tightenBounds.cpp
/tmp/OS-2.10.2/Couenne/src/problem/checkNLP.cpp
/tmp/OS-2.10.2/Couenne/src/problem/CouenneProblem.cpp
/tmp/OS-2.10.2/Couenne/src/problem/CouenneProblemConstructors.cpp
/tmp/OS-2.10.2/Couenne/src/problem/CouenneRestoreUnused.cpp
/tmp/OS-2.10.2/Couenne/src/problem/CouenneSOS.cpp
/tmp/OS-2.10.2/Couenne/src/problem/CouenneSymmetry.cpp
/tmp/OS-2.10.2/Couenne/src/problem/fillDependence.cpp
/tmp/OS-2.10.2/Couenne/src/problem/fillQuadIndices.cpp
/tmp/OS-2.10.2/Couenne/src/problem/getIntegerCandidate.cpp
/tmp/OS-2.10.2/Couenne/src/problem/problem.cpp
/tmp/OS-2.10.2/Couenne/src/problem/problemIO.cpp
/tmp/OS-2.10.2/Couenne/src/problem/reformulate.cpp
/tmp/OS-2.10.2/Couenne/src/problem/testIntFix.cpp
/tmp/OS-2.10.2/Couenne/src/problem/writeAMPL.cpp
/tmp/OS-2.10.2/Couenne/src/problem/writeGAMS.cpp
/tmp/OS-2.10.2/Couenne/src/problem/writeLP.cpp
/tmp/OS-2.10.2/Couenne/src/standardize/analyzeSparsity.cpp
/tmp/OS-2.10.2/Couenne/src/standardize/auxiliarize.cpp
/tmp/OS-2.10.2/Couenne/src/standardize/decomposeTerm.cpp
/tmp/OS-2.10.2/Couenne/src/standardize/flattenMul.cpp
/tmp/OS-2.10.2/Couenne/src/standardize/linStandardize.cpp
/tmp/OS-2.10.2/Couenne/src/standardize/splitAux.cpp
/tmp/OS-2.10.2/Couenne/src/standardize/standardize.cpp

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