CglMixedIntegerRounding Class Reference

Mixed Integer Rounding Cut Generator Class. More...

#include <CglMixedIntegerRounding.hpp>

Inheritance diagram for CglMixedIntegerRounding:

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Collaboration diagram for CglMixedIntegerRounding:

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List of all members.

Public Member Functions
Generate Cuts

virtual void	generateCuts (const OsiSolverInterface &si, OsiCuts &cs, const CglTreeInfo info=CglTreeInfo()) const
	Generate Mixed Integer Rounding cuts for the model data contained in si.
Constructors and destructors

	CglMixedIntegerRounding ()
	Default constructor.
	CglMixedIntegerRounding (const int maxaggr, const bool multiply, const int criterion, const int preproc=-1)
	Alternate Constructor.
	CglMixedIntegerRounding (const CglMixedIntegerRounding &)
	Copy constructor.
virtual CglCutGenerator *	clone () const
	Clone.
CglMixedIntegerRounding &	operator= (const CglMixedIntegerRounding &rhs)
	Assignment operator.
virtual	~CglMixedIntegerRounding ()
	Destructor.
virtual void	refreshSolver (OsiSolverInterface *solver)
	This can be used to refresh any inforamtion.
virtual std::string	generateCpp (FILE *fp)
	Create C++ lines to get to current state.
Set and get methods

void	setMAXAGGR_ (int maxaggr)
	Set MAXAGGR_.
int	getMAXAGGR_ () const
	Get MAXAGGR_.
void	setMULTIPLY_ (bool multiply)
	Set MULTIPLY_.
bool	getMULTIPLY_ () const
	Get MULTIPLY_.
void	setCRITERION_ (int criterion)
	Set CRITERION_.
int	getCRITERION_ () const
	Get CRITERION_.
void	setDoPreproc (int value)
	Set doPreproc.
bool	getDoPreproc () const
	Get doPreproc.
Private Types
enum	RowType { ROW_UNDEFINED, ROW_VARUB, ROW_VARLB, ROW_VAREQ, ROW_MIX, ROW_CONT, ROW_INT, ROW_OTHER }
Private Member Functions
void	gutsOfConstruct (const int maxaggr, const bool multiply, const int criterion, const int preproc)
void	gutsOfDelete ()
void	gutsOfCopy (const CglMixedIntegerRounding &rhs)
void	mixIntRoundPreprocess (const OsiSolverInterface &si) const
RowType	determineRowType (const OsiSolverInterface &si, const int rowLen, const int ind, const double coef, const char sense, const double rhs) const
void	generateMirCuts (const OsiSolverInterface &si, const double xlp, const double colUpperBound, const double colLowerBound, const CoinPackedMatrix &matrixByRow, const double LHS, const double coefByRow, const int colInds, const int rowStarts, const int rowLengths, const CoinPackedMatrix &matrixByCol, const double coefByCol, const int rowInds, const int colStarts, const int colLengths, OsiCuts &cs) const
void	copyRowSelected (const int iAggregate, const int rowSelected, std::set< int > &setRowsAggregated, int listRowsAggregated, double xlpExtra, const char sen, const double rhs, const double lhs, const CoinPackedMatrix &matrixByRow, CoinPackedVector &rowToAggregate, double &rhsToAggregate) const
bool	selectRowToAggregate (const OsiSolverInterface &si, const CoinPackedVector &rowAggregated, const double colUpperBound, const double colLowerBound, const std::set< int > &setRowsAggregated, const double xlp, const double coefByCol, const int rowInds, const int colStarts, const int *colLengths, int &rowSelected, int &colSelected) const
void	aggregateRow (const int colSelected, CoinPackedVector &rowToAggregate, double rhs, CoinPackedVector &rowAggregated, double &rhsAggregated) const
bool	isLowerSubst (const double inf, const double aj, const double xlp, const double LB, const double UB) const
bool	boundSubstitution (const OsiSolverInterface &si, const CoinPackedVector &rowAggregated, const double xlp, const double xlpExtra, const double colUpperBound, const double colLowerBound, CoinPackedVector &mixedKnapsack, double &rhsMixedKnapsack, double &sStar, CoinPackedVector &contVariablesInS) const
bool	cMirSeparation (const OsiSolverInterface &si, const CoinPackedMatrix &matrixByRow, const CoinPackedVector &rowAggregated, const int listRowsAggregated, const char sense, const double RHS, const double coefByRow, const int colInds, const int rowStarts, const int rowLengths, const double xlp, const double sStar, const double colUpperBound, const double colLowerBound, const CoinPackedVector &mixedKnapsack, const double &rhsMixedKnapsack, const CoinPackedVector &contVariablesInS, OsiRowCut &flowCut) const
void	cMirInequality (const int numInt, const double delta, const double numeratorBeta, const int knapsackIndices, const double knapsackElements, const double xlp, const double sStar, const double colUpperBound, const std::set< int > &setC, CoinPackedVector &cMIR, double &rhscMIR, double &sCoef, double &violation) const
double	functionG (const double d, const double f) const
void	printStats (std::ofstream &fout, const bool hasCut, const OsiSolverInterface &si, const CoinPackedVector &rowAggregated, const double &rhsAggregated, const double xlp, const double xlpExtra, const int listRowsAggregated, const int listColsSelected, const int level, const double colUpperBound, const double colLowerBound) const
Private Attributes
int	MAXAGGR_
bool	MULTIPLY_
int	CRITERION_
double	EPSILON_
int	UNDEFINED_
	There is no variable upper bound or variable lower bound defined.
double	TOLERANCE_
int	doPreproc_
	Controls the preprocessing of the matrix to identify rows suitable for cut generation.
int	numRows_
int	numCols_
bool	doneInitPre_
CglMixIntRoundVUB *	vubs_
CglMixIntRoundVLB *	vlbs_
RowType *	rowTypes_
int *	indRows_
int	numRowMix_
int *	indRowMix_
int	numRowCont_
int *	indRowCont_
int	numRowInt_
int *	indRowInt_
int	numRowContVB_
int *	indRowContVB_
char *	sense_
double *	RHS_
Friends
void	CglMixedIntegerRoundingUnitTest (const OsiSolverInterface *siP, const std::string mpdDir)

Detailed Description

Mixed Integer Rounding Cut Generator Class.

Definition at line 86 of file CglMixedIntegerRounding.hpp.

Member Enumeration Documentation

enum CglMixedIntegerRounding::RowType [private]

Enumerator:

ROW_UNDEFINED
ROW_VARUB	After the row is flipped to 'L', the row has exactly two variables: one is negative binary and the other is a continous, and the RHS is zero.
ROW_VARLB	After the row is flipped to 'L', the row has exactly two variables: one is positive binary and the other is a continous, and the RHS is zero.
ROW_VAREQ	The row sense is 'E', the row has exactly two variables: one is binary and the other is a continous, and the RHS is zero.
ROW_MIX
ROW_CONT
ROW_INT
ROW_OTHER

Definition at line 95 of file CglMixedIntegerRounding.hpp.

Constructor & Destructor Documentation

CglMixedIntegerRounding::CglMixedIntegerRounding ( )

Default constructor.

CglMixedIntegerRounding::CglMixedIntegerRounding	(	const int	maxaggr,
		const bool	multiply,
		const int	criterion,
		const int	preproc = `-1`
	)

Alternate Constructor.

CglMixedIntegerRounding::CglMixedIntegerRounding ( const CglMixedIntegerRounding & )

Copy constructor.

virtual CglMixedIntegerRounding::~CglMixedIntegerRounding ( ) [virtual]

Destructor.

Member Function Documentation

virtual void CglMixedIntegerRounding::generateCuts	(	const OsiSolverInterface &	si,
		OsiCuts &	cs,
		const CglTreeInfo	info = `CglTreeInfo()`
	)			const `[virtual]`

Generate Mixed Integer Rounding cuts for the model data contained in si.

The generated cuts are inserted in the collection of cuts cs.

Implements CglCutGenerator.

virtual CglCutGenerator* CglMixedIntegerRounding::clone ( ) const [virtual]

Clone.

Implements CglCutGenerator.

CglMixedIntegerRounding& CglMixedIntegerRounding::operator= ( const CglMixedIntegerRounding & rhs )

Assignment operator.

Reimplemented from CglCutGenerator.

virtual void CglMixedIntegerRounding::refreshSolver ( OsiSolverInterface * solver ) [virtual]

This can be used to refresh any inforamtion.

Reimplemented from CglCutGenerator.

virtual std::string CglMixedIntegerRounding::generateCpp ( FILE * fp ) [virtual]

Create C++ lines to get to current state.

Reimplemented from CglCutGenerator.

void CglMixedIntegerRounding::setMAXAGGR_ ( int maxaggr ) [inline]

Set MAXAGGR_.

Definition at line 170 of file CglMixedIntegerRounding.hpp.

int CglMixedIntegerRounding::getMAXAGGR_ ( ) const [inline]

Get MAXAGGR_.

Definition at line 181 of file CglMixedIntegerRounding.hpp.

void CglMixedIntegerRounding::setMULTIPLY_ ( bool multiply ) [inline]

Set MULTIPLY_.

Definition at line 184 of file CglMixedIntegerRounding.hpp.

bool CglMixedIntegerRounding::getMULTIPLY_ ( ) const [inline]

Get MULTIPLY_.

Definition at line 187 of file CglMixedIntegerRounding.hpp.

void CglMixedIntegerRounding::setCRITERION_ ( int criterion ) [inline]

Set CRITERION_.

Definition at line 190 of file CglMixedIntegerRounding.hpp.

int CglMixedIntegerRounding::getCRITERION_ ( ) const [inline]

Get CRITERION_.

Definition at line 201 of file CglMixedIntegerRounding.hpp.

void CglMixedIntegerRounding::setDoPreproc ( int value )

Set doPreproc.

bool CglMixedIntegerRounding::getDoPreproc ( ) const

Get doPreproc.

void CglMixedIntegerRounding::gutsOfConstruct	(	const int	maxaggr,
		const bool	multiply,
		const int	criterion,
		const int	preproc
	)			`[private]`

void CglMixedIntegerRounding::gutsOfDelete ( ) [private]

void CglMixedIntegerRounding::gutsOfCopy ( const CglMixedIntegerRounding & rhs ) [private]

void CglMixedIntegerRounding::mixIntRoundPreprocess ( const OsiSolverInterface & si ) const [private]

RowType CglMixedIntegerRounding::determineRowType	(	const OsiSolverInterface &	si,
		const int	rowLen,
		const int *	ind,
		const double *	coef,
		const char	sense,
		const double	rhs
	)			const `[private]`

void CglMixedIntegerRounding::generateMirCuts	(	const OsiSolverInterface &	si,
		const double *	xlp,
		const double *	colUpperBound,
		const double *	colLowerBound,
		const CoinPackedMatrix &	matrixByRow,
		const double *	LHS,
		const double *	coefByRow,
		const int *	colInds,
		const int *	rowStarts,
		const int *	rowLengths,
		const CoinPackedMatrix &	matrixByCol,
		const double *	coefByCol,
		const int *	rowInds,
		const int *	colStarts,
		const int *	colLengths,
		OsiCuts &	cs
	)			const `[private]`

void CglMixedIntegerRounding::copyRowSelected	(	const int	iAggregate,
		const int	rowSelected,
		std::set< int > &	setRowsAggregated,
		int *	listRowsAggregated,
		double *	xlpExtra,
		const char	sen,
		const double	rhs,
		const double	lhs,
		const CoinPackedMatrix &	matrixByRow,
		CoinPackedVector &	rowToAggregate,
		double &	rhsToAggregate
	)			const `[private]`

bool CglMixedIntegerRounding::selectRowToAggregate	(	const OsiSolverInterface &	si,
		const CoinPackedVector &	rowAggregated,
		const double *	colUpperBound,
		const double *	colLowerBound,
		const std::set< int > &	setRowsAggregated,
		const double *	xlp,
		const double *	coefByCol,
		const int *	rowInds,
		const int *	colStarts,
		const int *	colLengths,
		int &	rowSelected,
		int &	colSelected
	)			const `[private]`

void CglMixedIntegerRounding::aggregateRow	(	const int	colSelected,
		CoinPackedVector &	rowToAggregate,
		double	rhs,
		CoinPackedVector &	rowAggregated,
		double &	rhsAggregated
	)			const `[private]`

bool CglMixedIntegerRounding::isLowerSubst	(	const double	inf,
		const double	aj,
		const double	xlp,
		const double	LB,
		const double	UB
	)			const `[inline, private]`

bool CglMixedIntegerRounding::boundSubstitution	(	const OsiSolverInterface &	si,
		const CoinPackedVector &	rowAggregated,
		const double *	xlp,
		const double *	xlpExtra,
		const double *	colUpperBound,
		const double *	colLowerBound,
		CoinPackedVector &	mixedKnapsack,
		double &	rhsMixedKnapsack,
		double &	sStar,
		CoinPackedVector &	contVariablesInS
	)			const `[private]`

bool CglMixedIntegerRounding::cMirSeparation	(	const OsiSolverInterface &	si,
		const CoinPackedMatrix &	matrixByRow,
		const CoinPackedVector &	rowAggregated,
		const int *	listRowsAggregated,
		const char *	sense,
		const double *	RHS,
		const double *	coefByRow,
		const int *	colInds,
		const int *	rowStarts,
		const int *	rowLengths,
		const double *	xlp,
		const double	sStar,
		const double *	colUpperBound,
		const double *	colLowerBound,
		const CoinPackedVector &	mixedKnapsack,
		const double &	rhsMixedKnapsack,
		const CoinPackedVector &	contVariablesInS,
		OsiRowCut &	flowCut
	)			const `[private]`

void CglMixedIntegerRounding::cMirInequality	(	const int	numInt,
		const double	delta,
		const double	numeratorBeta,
		const int *	knapsackIndices,
		const double *	knapsackElements,
		const double *	xlp,
		const double	sStar,
		const double *	colUpperBound,
		const std::set< int > &	setC,
		CoinPackedVector &	cMIR,
		double &	rhscMIR,
		double &	sCoef,
		double &	violation
	)			const `[private]`

double CglMixedIntegerRounding::functionG	(	const double	d,
		const double	f
	)			const `[inline, private]`

void CglMixedIntegerRounding::printStats	(	std::ofstream &	fout,
		const bool	hasCut,
		const OsiSolverInterface &	si,
		const CoinPackedVector &	rowAggregated,
		const double &	rhsAggregated,
		const double *	xlp,
		const double *	xlpExtra,
		const int *	listRowsAggregated,
		const int *	listColsSelected,
		const int	level,
		const double *	colUpperBound,
		const double *	colLowerBound
	)			const `[private]`