class exprQuad, with constant, linear and quadratic terms More...
#include <CouenneExprQuad.hpp>
Public Types | |
typedef std::vector< std::pair < exprVar *, CouNumber > > | sparseQcol |
matrix More... | |
typedef std::vector< std::pair < exprVar *, sparseQcol > > | sparseQ |
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typedef std::vector< std::pair < exprVar *, CouNumber > > | lincoeff |
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enum | auxSign { AUX_UNDEF =-2, AUX_LEQ =-1, AUX_EQ, AUX_GEQ } |
"sign" of the constraint defining an auxiliary. More... | |
Protected Attributes | |
Q matrix storage | |
Sparse implementation: given expression of the form | |
sparseQ | matrix_ |
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lincoeff | lcoeff_ |
coefficients and indices of the linear term More... | |
CouNumber | c0_ |
constant term More... | |
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expression ** | arglist_ |
argument list is an array of pointers to other expressions More... | |
int | nargs_ |
number of arguments (cardinality of arglist) More... | |
Convexification data structures | |
These are filled by alphaConvexify, which implements the alpha-convexification method described in the LaGO paper by Nowak and Vigerske – see also Adjiman and Floudas. | |
std::vector< std::pair < CouNumber, std::vector < std::pair< exprVar *, CouNumber > > > > | eigen_ |
eigenvalues and eigenvectors More... | |
std::map< exprVar *, std::pair < CouNumber, CouNumber > > | bounds_ |
current bounds (checked before re-computing eigenvalues/vectors) More... | |
int | nqterms_ |
number of non-zeroes in Q More... | |
exprQuad (CouNumber c0, std::vector< std::pair< exprVar *, CouNumber > > &lcoeff, std::vector< quadElem > &qcoeff, expression **al=NULL, int n=0) | |
Constructor. More... | |
exprQuad (const exprQuad &src, Domain *d=NULL) | |
Copy constructor. More... | |
sparseQ & | getQ () const |
eigenvalues and eigenvectors More... | |
int | getnQTerms () |
eigenvalues and eigenvectors More... | |
virtual expression * | clone (Domain *d=NULL) const |
cloning method More... | |
virtual void | print (std::ostream &=std::cout, bool=false) const |
Print expression to an iostream. More... | |
virtual CouNumber | operator() () |
Function for the evaluation of the expression. More... | |
CouNumber | gradientNorm (const double *x) |
return l-2 norm of gradient at given point More... | |
virtual expression * | differentiate (int index) |
Compute derivative of this expression with respect to variable whose index is passed as argument. More... | |
virtual expression * | simplify () |
Simplify expression. More... | |
virtual int | Linearity () |
Get a measure of "how linear" the expression is. More... | |
virtual void | getBounds (expression *&, expression *&) |
Get lower and upper bound of an expression (if any) More... | |
virtual void | getBounds (CouNumber &, CouNumber &) |
Get lower and upper bound of an expression (if any) More... | |
virtual void | generateCuts (expression *w, OsiCuts &cs, const CouenneCutGenerator *cg, t_chg_bounds *=NULL, int=-1, CouNumber=-COUENNE_INFINITY, CouNumber=COUENNE_INFINITY) |
Generate cuts for the quadratic expression, which are supporting hyperplanes of the concave upper envelope and the convex lower envelope. More... | |
virtual bool | alphaConvexify (const CouenneProblem *) |
Compute data for ![]() | |
void | quadCuts (expression *w, OsiCuts &cs, const CouenneCutGenerator *cg) |
method exprQuad::quadCuts More... | |
virtual int | compare (exprQuad &) |
Compare two exprQuad. More... | |
virtual enum expr_type | code () |
Code for comparisons. More... | |
virtual int | rank () |
Used in rank-based branching variable choice. More... | |
virtual bool | isInteger () |
is this expression integer? More... | |
virtual int | DepList (std::set< int > &deplist, enum dig_type type=ORIG_ONLY) |
fill in the set with all indices of variables appearing in the expression More... | |
virtual CouNumber | selectBranch (const CouenneObject *obj, const OsiBranchingInformation *info, expression *&var, double *&brpts, double *&brDist, int &way) |
Set up branching object by evaluating many branching points for each expression's arguments. More... | |
virtual void | fillDepSet (std::set< DepNode *, compNode > *dep, DepGraph *g) |
Fill dependence set of the expression associated with this auxiliary variable. More... | |
virtual void | replace (exprVar *x, exprVar *w) |
replace variable x with new (aux) w More... | |
virtual void | realign (const CouenneProblem *p) |
replace variable x with new (aux) w More... | |
virtual bool | impliedBound (int, CouNumber *, CouNumber *, t_chg_bounds *, enum auxSign=expression::AUX_EQ) |
implied bound processing More... | |
CouNumber | computeQBound (int sign) |
method to compute the bound based on sign: -1 for lower, +1 for upper More... | |
virtual void | closestFeasible (expression *varind, expression *vardep, CouNumber &left, CouNumber &right) const |
compute $y^{lv}$ and $y^{uv}$ for Violation Transfer algorithm More... | |
void | computeQuadFiniteBound (CouNumber &qMin, CouNumber &qMax, CouNumber *l, CouNumber *u, int &indInfLo, int &indInfUp) |
return lower and upper bound of quadratic expression More... | |
virtual bool | isCuttable (CouenneProblem *problem, int index) const |
can this expression be further linearized or are we on its concave ("bad") side More... | |
Additional Inherited Members | |
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exprGroup (CouNumber, lincoeff &, expression **=NULL, int=0) | |
Constructor. More... | |
exprGroup (const exprGroup &src, Domain *d=NULL) | |
Copy constructor. More... | |
virtual | ~exprGroup () |
Destructor – needed to clear bounds. More... | |
CouNumber | getc0 () |
return constant term More... | |
lincoeff & | lcoeff () const |
return linear term coefficients More... | |
virtual int | compare (exprGroup &) |
only compare with people of the same kind More... | |
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exprSum (expression **=NULL, int=0) | |
Constructors, destructor. More... | |
exprSum (expression *, expression *) | |
Constructor with two elements. More... | |
virtual | ~exprSum () |
Empty destructor. More... | |
std::string | printOp () const |
Print operator. More... | |
virtual exprAux * | standardize (CouenneProblem *p, bool addAux=true) |
Reduce expression in standard form, creating additional aux variables (and constraints) More... | |
exprAux * | createQuadratic (CouenneProblem *) |
Checks for quadratic terms in the expression and returns an exprQuad if there are enough to create something that can be convexified. More... | |
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virtual enum nodeType | Type () const |
Node type. More... | |
exprOp (expression **arglist, int nargs) | |
Constructor. More... | |
exprOp (expression *arg0, expression *arg1) | |
Constructor with two arguments (for convenience) More... | |
virtual | ~exprOp () |
Destructor. More... | |
exprOp (const exprOp &e, Domain *d=NULL) | |
Copy constructor: only allocate space for argument list, which will be copied with clonearglist() More... | |
expression ** | ArgList () const |
return argument list More... | |
virtual void | ArgList (expression **al) |
set arglist (used in deleting nodes without deleting children) More... | |
int | nArgs () const |
return number of arguments More... | |
virtual enum pos | printPos () const |
print position (PRE, INSIDE, POST) More... | |
expression ** | clonearglist (Domain *d=NULL) const |
clone argument list (for use with clone method) More... | |
int | shrink_arglist (CouNumber, CouNumber) |
compress argument list More... | |
virtual int | compare (exprOp &) |
compare with other generic exprOp More... | |
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expression () | |
Constructor. More... | |
expression (const expression &e, Domain *d=NULL) | |
Copy constructor. More... | |
virtual | ~expression () |
Destructor. More... | |
virtual int | Index () const |
Return index of variable (only valid for exprVar and exprAux) More... | |
virtual expression * | Argument () const |
return argument (when applicable, i.e., with univariate functions) More... | |
virtual expression ** | ArgPtr () |
return pointer to argument (when applicable, i.e., with univariate functions) More... | |
virtual expression * | Image () const |
return pointer to corresponding expression (for auxiliary variables only) More... | |
virtual void | Image (expression *image) |
set expression associated with this auxiliary variable (for compatibility with exprAux) More... | |
virtual CouNumber | Value () const |
value (empty) More... | |
virtual const expression * | Original () const |
If this is an exprClone of a exprClone of an expr???, point to the original expr??? instead of an exprClone – improve computing efficiency. More... | |
virtual int | dependsOn (int *ind, int n, enum dig_type type=STOP_AT_AUX) |
dependence on variable set: return cardinality of subset of the set of indices in first argument which occur in expression. More... | |
int | dependsOn (int singleton, enum dig_type type=STOP_AT_AUX) |
version with one index only More... | |
virtual bool | isDefinedInteger () |
is this expression defined as an integer? More... | |
virtual enum convexity | convexity () const |
either CONVEX, CONCAVE, AFFINE, or NONCONVEX More... | |
virtual int | compare (expression &) |
compare expressions More... | |
virtual int | compare (exprCopy &) |
compare copies of expressions More... | |
virtual int | Multiplicity () |
multiplicity of a variable More... | |
virtual void | linkDomain (Domain *d) |
empty function to update domain pointer More... | |
virtual bool | isBijective () const |
indicating if function is monotonically increasing More... | |
virtual CouNumber | inverse (expression *vardep) const |
compute the inverse function More... | |
virtual bool | isaCopy () const |
return true if this is a copy of something (i.e. an exprCopy) More... | |
virtual expression * | Copy () const |
return copy of this expression (only makes sense in exprCopy) More... | |
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static expression * | genExprGroup (CouNumber, lincoeff &, expression **=NULL, int=0) |
Generalized (static) constructor: check parameters and return a constant, a single variable, or a real exprGroup. More... | |
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int | impliedBoundSum (CouNumber wl, CouNumber wu, std::vector< CouNumber > &xl, std::vector< CouNumber > &xu, std::vector< std::pair< int, CouNumber > > &nl, std::vector< std::pair< int, CouNumber > > &nu) |
inferring bounds on factors of a product More... | |
class exprQuad, with constant, linear and quadratic terms
It represents an expression of the form , with
an affine term,
a quadratic term, and a nonlinear sum
. Standardization checks possible quadratic or linear terms in the latter and includes them in the former parts.
If is a product of two nonlinear, nonquadratic functions
, two auxiliary variables
and
are created and the product
is included in the quadratic part of the exprQuad. If
nonquadratic, nonlinear function, an auxiliary variable
is created and included in the linear part.
Definition at line 44 of file CouenneExprQuad.hpp.
typedef std::vector<std::pair <exprVar *, CouNumber> > Couenne::exprQuad::sparseQcol |
matrix
Definition at line 49 of file CouenneExprQuad.hpp.
typedef std::vector<std::pair <exprVar *, sparseQcol> > Couenne::exprQuad::sparseQ |
Definition at line 50 of file CouenneExprQuad.hpp.
exprQuad::exprQuad | ( | CouNumber | c0, |
std::vector< std::pair< exprVar *, CouNumber > > & | lcoeff, | ||
std::vector< quadElem > & | qcoeff, | ||
expression ** | al = NULL , |
||
int | n = 0 |
||
) |
Constructor.
Definition at line 36 of file exprQuad.cpp.
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eigenvalues and eigenvectors
Definition at line 94 of file CouenneExprQuad.hpp.
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eigenvalues and eigenvectors
Definition at line 97 of file CouenneExprQuad.hpp.
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cloning method
Reimplemented from Couenne::exprGroup.
Definition at line 101 of file CouenneExprQuad.hpp.
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Print expression to an iostream.
I/O.
Reimplemented from Couenne::exprGroup.
Definition at line 178 of file exprQuad.cpp.
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Function for the evaluation of the expression.
Compute sum of linear and nonlinear terms.
Reimplemented from Couenne::exprGroup.
Definition at line 293 of file CouenneExprQuad.hpp.
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return l-2 norm of gradient at given point
Reimplemented from Couenne::exprGroup.
Definition at line 530 of file exprQuad.cpp.
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Compute derivative of this expression with respect to variable whose index is passed as argument.
differentiation
Reimplemented from Couenne::exprGroup.
Definition at line 227 of file exprQuad.cpp.
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Simplify expression.
Reimplemented from Couenne::exprGroup.
Definition at line 547 of file exprQuad.cpp.
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Get a measure of "how linear" the expression is.
Reimplemented from Couenne::exprGroup.
Definition at line 121 of file CouenneExprQuad.hpp.
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Get lower and upper bound of an expression (if any)
Reimplemented from Couenne::exprGroup.
Definition at line 25 of file conv-exprQuad.cpp.
Get lower and upper bound of an expression (if any)
Reimplemented from Couenne::exprGroup.
Definition at line 37 of file conv-exprQuad.cpp.
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Generate cuts for the quadratic expression, which are supporting hyperplanes of the concave upper envelope and the convex lower envelope.
Reimplemented from Couenne::exprGroup.
Definition at line 44 of file conv-exprQuad.cpp.
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Compute data for -convexification of a quadratic form (fills in dCoeff_ and dIndex_ for the convex underestimator)
Computes alpha coefficients for an alpha under- and overestimator of the quadratic term.
For the underestimator, dCoeffLo_ is computed such that
x^TQx + sum_i dCoeffLo_i (x_i - lb x_i)(ub x_i - x-i) is convex and underestimating (alpha_i is negative),
Regarding the overestimator, dCoeffUp_ are computed such that
x^TQx + sum_i dCoeffUp_i (x_i - lb x_i)(ub x_i - x-i) is concave and overestimating (alpha_i is positive).
If the method hasn't been called, dIndex_ will be NULL. If Q is positive semidefinite, then dCoeffLo_ will be NULL. If Q is negative semidefinite, then dCoeffUp_ will be NULL.
Return true if a convexification is there, false otherwise.
Definition at line 43 of file alphaConvexify.cpp.
void exprQuad::quadCuts | ( | expression * | w, |
OsiCuts & | cs, | ||
const CouenneCutGenerator * | cg | ||
) |
method exprQuad::quadCuts
Based on the information (dIndex_, dCoeffLo_, dCoeffUp_) created/modified by alphaConvexify(), create convexification cuts for this expression.
The original constraint is :
where is the auxiliary corresponding to this expression and
are the auxiliaries corresponding to the other non-linear terms contained in the expression.
The under-estimator of is given by
and its over-estimator is given by
(where ,
, and
), where
(
) is the minimum (maximum) eigenvalue of the matrix
, obtained by pre- and post-multiplying
by the diagonal matrix whose
-th element is
.
Let ,
and
be
The convex relaxation of the initial constraint is then given by the two constraints
The cut is computed as follow. Let be the solution at hand. The two outer-approximation cuts are:
and
grouping coefficients, we get:
and
Definition at line 22 of file quadCuts.cpp.
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Code for comparisons.
Reimplemented from Couenne::exprGroup.
Definition at line 231 of file CouenneExprQuad.hpp.
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Used in rank-based branching variable choice.
used in rank-based branching variable choice
Reimplemented from Couenne::exprGroup.
Definition at line 349 of file exprQuad.cpp.
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is this expression integer?
is this quadratic expression integer?
Reimplemented from Couenne::exprGroup.
Definition at line 403 of file exprQuad.cpp.
fill in the set with all indices of variables appearing in the expression
Reimplemented from Couenne::exprGroup.
Definition at line 387 of file exprQuad.cpp.
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Set up branching object by evaluating many branching points for each expression's arguments.
set up branching object by evaluating many branching points for each expression's arguments
Reimplemented from Couenne::expression.
Definition at line 23 of file branchExprQuad.cpp.
Fill dependence set of the expression associated with this auxiliary variable.
update dependence set with index of this variable
Reimplemented from Couenne::exprGroup.
Definition at line 371 of file exprQuad.cpp.
replace variable x with new (aux) w
Reimplemented from Couenne::exprGroup.
Definition at line 447 of file exprQuad.cpp.
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replace variable x with new (aux) w
Redirect variables to proper variable vector.
Reimplemented from Couenne::exprGroup.
Definition at line 478 of file exprQuad.cpp.
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implied bound processing
implied bound processing for quadratic form upon change in lower- and/or upper bound of w, whose index is wind
Reimplemented from Couenne::exprSum.
Definition at line 37 of file impliedBounds-exprQuad.cpp.
method to compute the bound based on sign: -1 for lower, +1 for upper
Definition at line 18 of file exprBQuad.cpp.
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compute $y^{lv}$ and $y^{uv}$ for Violation Transfer algorithm
Reimplemented from Couenne::expression.
Definition at line 519 of file exprQuad.cpp.
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return lower and upper bound of quadratic expression
Definition at line 30 of file compQuadFinBounds.cpp.
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can this expression be further linearized or are we on its concave ("bad") side
Reimplemented from Couenne::expression.
Definition at line 286 of file CouenneExprQuad.hpp.
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Definition at line 61 of file CouenneExprQuad.hpp.
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eigenvalues and eigenvectors
Definition at line 73 of file CouenneExprQuad.hpp.
current bounds (checked before re-computing eigenvalues/vectors)
Definition at line 76 of file CouenneExprQuad.hpp.
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number of non-zeroes in Q
Definition at line 79 of file CouenneExprQuad.hpp.