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

class sum, $ \sum_{i=1}^n f_i(x) $ More...

#include <CouenneExprSum.hpp>

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

 exprSum (expression **=NULL, int=0)
 Constructors, destructor. More...
 
 exprSum (expression *, expression *)
 Constructor with two elements. More...
 
virtual ~exprSum ()
 Empty destructor. More...
 
virtual expressionclone (Domain *d=NULL) const
 Cloning method. More...
 
std::string printOp () const
 Print operator. More...
 
virtual CouNumber operator() ()
 Function for the evaluation of the expression. More...
 
virtual expressiondifferentiate (int index)
 Differentiation. More...
 
virtual expressionsimplify ()
 Simplification. 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 exprAuxstandardize (CouenneProblem *p, bool addAux=true)
 Reduce expression in standard form, creating additional aux variables (and constraints) More...
 
virtual void generateCuts (expression *, OsiCuts &, const CouenneCutGenerator *, t_chg_bounds *=NULL, int=-1, CouNumber=-COUENNE_INFINITY, CouNumber=COUENNE_INFINITY)
 Special version for linear constraints. More...
 
virtual enum expr_type code ()
 Code for comparison. More...
 
virtual bool impliedBound (int, CouNumber *, CouNumber *, t_chg_bounds *, enum auxSign=expression::AUX_EQ)
 Implied bound. More...
 
exprAuxcreateQuadratic (CouenneProblem *)
 Checks for quadratic terms in the expression and returns an exprQuad if there are enough to create something that can be convexified. More...
 
- Public Member Functions inherited from Couenne::exprOp
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 void print (std::ostream &out=std::cout, bool=false) const
 I/O. More...
 
virtual enum pos printPos () const
 print position (PRE, INSIDE, POST) 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...
 
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 bool isInteger ()
 is this expression integer? More...
 
virtual int compare (exprOp &)
 compare with other generic exprOp More...
 
virtual int rank ()
 used in rank-based branching variable choice More...
 
virtual void fillDepSet (std::set< DepNode *, compNode > *dep, DepGraph *g)
 fill in dependence structure update dependence set with index of this variable More...
 
virtual void replace (exprVar *, exprVar *)
 replace variable with other More...
 
virtual void realign (const CouenneProblem *p)
 empty function to redirect variables to proper variable vector More...
 
- Public Member Functions inherited from Couenne::expression
 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 expressionArgument () 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 expressionImage () 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 expressionOriginal () 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 CouNumber gradientNorm (const double *x)
 return l-2 norm of gradient at given point 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 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 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 void closestFeasible (expression *varind, expression *vardep, CouNumber &left, CouNumber &right) const
 closest feasible points in function in both directions More...
 
virtual bool isCuttable (CouenneProblem *problem, int index) const
 can this expression be further linearized or are we on its concave ("bad") side More...
 
virtual bool isaCopy () const
 return true if this is a copy of something (i.e. an exprCopy) More...
 
virtual expressionCopy () const
 return copy of this expression (only makes sense in exprCopy) More...
 

Protected Member Functions

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...
 

Additional Inherited Members

- Public Types inherited from Couenne::expression
enum  auxSign { AUX_UNDEF =-2, AUX_LEQ =-1, AUX_EQ, AUX_GEQ }
 "sign" of the constraint defining an auxiliary. More...
 
- Protected Attributes inherited from Couenne::exprOp
expression ** arglist_
 argument list is an array of pointers to other expressions More...
 
int nargs_
 number of arguments (cardinality of arglist) More...
 

Detailed Description

class sum, $ \sum_{i=1}^n f_i(x) $

Definition at line 22 of file CouenneExprSum.hpp.

Constructor & Destructor Documentation

exprSum::exprSum ( expression **  al = NULL,
int  n = 0 
)

Constructors, destructor.

Constructor.

Definition at line 20 of file exprSum.cpp.

exprSum::exprSum ( expression arg0,
expression arg1 
)

Constructor with two elements.

Copy constructor.

Definition at line 36 of file exprSum.cpp.

virtual Couenne::exprSum::~exprSum ( )
inlinevirtual

Empty destructor.

Definition at line 33 of file CouenneExprSum.hpp.

Member Function Documentation

virtual expression* Couenne::exprSum::clone ( Domain d = NULL) const
inlinevirtual

Cloning method.

Reimplemented from Couenne::expression.

Reimplemented in Couenne::exprQuad, and Couenne::exprGroup.

Definition at line 36 of file CouenneExprSum.hpp.

std::string Couenne::exprSum::printOp ( ) const
inlinevirtual

Print operator.

Reimplemented from Couenne::exprOp.

Definition at line 40 of file CouenneExprSum.hpp.

CouNumber Couenne::exprSum::operator() ( )
inlinevirtual

Function for the evaluation of the expression.

compute sum

Implements Couenne::expression.

Reimplemented in Couenne::exprQuad, and Couenne::exprGroup.

Definition at line 118 of file CouenneExprSum.hpp.

expression * exprSum::differentiate ( int  index)
virtual

Differentiation.

differentiate sum of expressions

Reimplemented from Couenne::expression.

Reimplemented in Couenne::exprQuad, and Couenne::exprGroup.

Definition at line 97 of file exprSum.cpp.

expression * exprSum::simplify ( )
virtual

Simplification.

simplify sums

Reimplemented from Couenne::exprOp.

Reimplemented in Couenne::exprQuad, and Couenne::exprGroup.

Definition at line 51 of file exprSum.cpp.

int exprSum::Linearity ( )
virtual

Get a measure of "how linear" the expression is:

get a measure of "how linear" the expression is (see CouenneTypes.h)

Reimplemented from Couenne::exprOp.

Reimplemented in Couenne::exprQuad, and Couenne::exprGroup.

Definition at line 147 of file exprSum.cpp.

void exprSum::getBounds ( expression *&  lb,
expression *&  ub 
)
virtual

Get lower and upper bound of an expression (if any)

Reimplemented from Couenne::expression.

Reimplemented in Couenne::exprQuad, and Couenne::exprGroup.

Definition at line 118 of file exprSum.cpp.

void exprSum::getBounds ( CouNumber lb,
CouNumber ub 
)
virtual

Get lower and upper bound of an expression (if any)

Reimplemented from Couenne::expression.

Reimplemented in Couenne::exprQuad, and Couenne::exprGroup.

Definition at line 132 of file exprSum.cpp.

exprAux * exprSum::standardize ( CouenneProblem p,
bool  addAux = true 
)
virtual

Reduce expression in standard form, creating additional aux variables (and constraints)

translate a sum/difference/exprOpp into:

1) an exprGroup, if only linear terms are present 2) an exprQuad, if some quadratic/bilinear terms exist

Reimplemented from Couenne::exprOp.

Definition at line 28 of file sumStandardize.cpp.

void exprSum::generateCuts ( expression w,
OsiCuts &  cs,
const CouenneCutGenerator cg,
t_chg_bounds chg = NULL,
int  wind = -1,
CouNumber  lb = -COUENNE_INFINITY,
CouNumber  ub = COUENNE_INFINITY 
)
virtual

Special version for linear constraints.

first, make room for aux variable

scan arglist for (aux) variables and constants

added only once, it is global

Reimplemented from Couenne::expression.

Reimplemented in Couenne::exprQuad, and Couenne::exprGroup.

Definition at line 24 of file conv-exprSum.cpp.

virtual enum expr_type Couenne::exprSum::code ( )
inlinevirtual

Code for comparison.

Reimplemented from Couenne::exprOp.

Reimplemented in Couenne::exprQuad, and Couenne::exprGroup.

Definition at line 73 of file CouenneExprSum.hpp.

bool exprSum::impliedBound ( int  wind,
CouNumber l,
CouNumber u,
t_chg_bounds chg,
enum auxSign  sign = expression::AUX_EQ 
)
virtual

Implied bound.

implied bound processing for expression w = x+y+t+..., upon change in lower- and/or upper bound of w, whose index is wind

An expression

$w = a0 + \sum_{i\in I1} a_i x_i + \sum_{i\in I2} a_i x_i$

is given such that all $a_i$ are positive for $i \in I1$ and negative for $i \in I2$. If the bounds on $w \in [l,u]$, implied bounds on all $x_i, i\in I1 \cup I2$ are as follows:

$\forall i\in I1$ $x_i \ge (l - a0 - \sum_{j\in I1 | j\neq i} a_j u_j - \sum_{j\in I2} a_j l_j) / a_i$ $x_i \le (u - a0 - \sum_{j\in I1 | j\neq i} a_j l_j - \sum_{j\in I2} a_j u_j) / a_i$

$\forall i\in I2$ $x_i \ge (u - a0 - \sum_{j\in I1} a_j u_j - \sum_{j\in I2 | j\neq i} a_j l_j) / a_i$ $x_i \le (l - a0 - \sum_{j\in I1} a_j l_j - \sum_{j\in I2 | j\neq i} a_j u_j) / a_i$,

where $l_i$ and $u_i$ are lower and upper bound, respectively, of $x_i$. We also have to check if some of these bounds are infinite.

An expression

$w = a0 + \sum_{i\in I1} a_i x_i + \sum_{i\in I2} a_i x_i$

is given such that all $a_i$ are positive for $i I1$ and negative for $i in I2$. If the bounds on $w [l,b]$, implied bounds on all $x_i, i I1 I2$ are as follows:

$\forall i\in I1$

$x_i \ge (l - a0 - sum_{j\in I1 | j\neq i} a_j u_j - sum_{j\in I2} a_j l_j) / a_i$ $x_i \le (u - a0 - sum_{j\in I1 | j\neq i} a_j l_j - sum_{j\in I2} a_j u_j) / a_i$

$\forall i\in I2$

$x_i \ge (u - a0 - sum_{j\in I1} a_j u_j - sum_{j\in I2 | j\neq i} a_j l_j) / a_i$ $x_i \le (l - a0 - sum_{j\in I1} a_j l_j - sum_{j\in I2 | j\neq i} a_j u_j) / a_i$,

where $l_i$ and $u_i$ are lower and upper bound, respectively, of $x_i$. We also have to check if some of these bounds are infinite.

Reimplemented from Couenne::expression.

Reimplemented in Couenne::exprQuad.

Definition at line 26 of file impliedBounds-exprSum.cpp.

exprAux* Couenne::exprSum::createQuadratic ( CouenneProblem )

Checks for quadratic terms in the expression and returns an exprQuad if there are enough to create something that can be convexified.

int exprSum::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 
)
protected

inferring bounds on factors of a product

Definition at line 20 of file impliedBounds-sum.cpp.


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