CglMixedIntegerRounding2 Class Reference

Mixed Integer Rounding Cut Generator Class. More...

#include <CglMixedIntegerRounding2.hpp>

Inheritance diagram for CglMixedIntegerRounding2:

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Collaboration diagram for CglMixedIntegerRounding2:

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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

	CglMixedIntegerRounding2 ()
	Default constructor.
	CglMixedIntegerRounding2 (const int maxaggr, const bool multiply, const int criterion, const int preproc=-1)
	Alternate Constructor.
	CglMixedIntegerRounding2 (const CglMixedIntegerRounding2 &)
	Copy constructor.
virtual CglCutGenerator *	clone () const
	Clone.
CglMixedIntegerRounding2 &	operator= (const CglMixedIntegerRounding2 &rhs)
	Assignment operator.
virtual	~CglMixedIntegerRounding2 ()
	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 CglMixedIntegerRounding2 &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, CoinIndexedVector &setRowsAggregated, int listRowsAggregated, double xlpExtra, const char sen, const double rhs, const double lhs, const CoinPackedMatrix &matrixByRow, CoinIndexedVector &rowToAggregate, double &rhsToAggregate) const
bool	selectRowToAggregate (const OsiSolverInterface &si, const CoinIndexedVector &rowAggregated, const double colUpperBound, const double colLowerBound, const CoinIndexedVector &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, CoinIndexedVector &rowToAggregate, double rhs, CoinIndexedVector &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 CoinIndexedVector &rowAggregated, const double xlp, const double xlpExtra, const double colUpperBound, const double colLowerBound, CoinIndexedVector &mixedKnapsack, double &rhsMixedKnapsack, double &sStar, CoinIndexedVector &contVariablesInS) const
bool	cMirSeparation (const OsiSolverInterface &si, const CoinPackedMatrix &matrixByRow, const CoinIndexedVector &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 CoinIndexedVector &mixedKnapsack, const double &rhsMixedKnapsack, const CoinIndexedVector &contVariablesInS, CoinIndexedVector *workVector, 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 CoinIndexedVector &setC, CoinIndexedVector &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 CoinIndexedVector &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_
CglMixIntRoundVUB2 *	vubs_
CglMixIntRoundVLB2 *	vlbs_
RowType *	rowTypes_
int *	indRows_
int	numRowMix_
int *	indRowMix_
int	numRowCont_
int *	indRowCont_
int	numRowInt_
int *	indRowInt_
int	numRowContVB_
int *	indRowContVB_
char *	integerType_
char *	sense_
double *	RHS_
Friends
void	CglMixedIntegerRounding2UnitTest (const OsiSolverInterface *siP, const std::string mpdDir)

Detailed Description

Mixed Integer Rounding Cut Generator Class.

Definition at line 87 of file CglMixedIntegerRounding2.hpp.

Member Enumeration Documentation

enum CglMixedIntegerRounding2::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 96 of file CglMixedIntegerRounding2.hpp.

Constructor & Destructor Documentation

CglMixedIntegerRounding2::CglMixedIntegerRounding2 ( )

Default constructor.

CglMixedIntegerRounding2::CglMixedIntegerRounding2	(	const int	maxaggr,
		const bool	multiply,
		const int	criterion,
		const int	preproc = `-1`
	)

Alternate Constructor.

CglMixedIntegerRounding2::CglMixedIntegerRounding2 ( const CglMixedIntegerRounding2 & )

Copy constructor.

virtual CglMixedIntegerRounding2::~CglMixedIntegerRounding2 ( ) [virtual]

Destructor.

Member Function Documentation

virtual void CglMixedIntegerRounding2::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* CglMixedIntegerRounding2::clone ( ) const [virtual]

Clone.

Implements CglCutGenerator.

CglMixedIntegerRounding2& CglMixedIntegerRounding2::operator= ( const CglMixedIntegerRounding2 & rhs )

Assignment operator.

Reimplemented from CglCutGenerator.

virtual void CglMixedIntegerRounding2::refreshSolver ( OsiSolverInterface * solver ) [virtual]

This can be used to refresh any inforamtion.

Reimplemented from CglCutGenerator.

virtual std::string CglMixedIntegerRounding2::generateCpp ( FILE * fp ) [virtual]

Create C++ lines to get to current state.

Reimplemented from CglCutGenerator.

void CglMixedIntegerRounding2::setMAXAGGR_ ( int maxaggr ) [inline]

Set MAXAGGR_.

Definition at line 171 of file CglMixedIntegerRounding2.hpp.

int CglMixedIntegerRounding2::getMAXAGGR_ ( ) const [inline]

Get MAXAGGR_.

Definition at line 182 of file CglMixedIntegerRounding2.hpp.

void CglMixedIntegerRounding2::setMULTIPLY_ ( bool multiply ) [inline]

Set MULTIPLY_.

Definition at line 185 of file CglMixedIntegerRounding2.hpp.

bool CglMixedIntegerRounding2::getMULTIPLY_ ( ) const [inline]

Get MULTIPLY_.

Definition at line 188 of file CglMixedIntegerRounding2.hpp.

void CglMixedIntegerRounding2::setCRITERION_ ( int criterion ) [inline]

Set CRITERION_.

Definition at line 191 of file CglMixedIntegerRounding2.hpp.

int CglMixedIntegerRounding2::getCRITERION_ ( ) const [inline]

Get CRITERION_.

Definition at line 202 of file CglMixedIntegerRounding2.hpp.

void CglMixedIntegerRounding2::setDoPreproc ( int value )

Set doPreproc.

bool CglMixedIntegerRounding2::getDoPreproc ( ) const

Get doPreproc.

void CglMixedIntegerRounding2::gutsOfConstruct	(	const int	maxaggr,
		const bool	multiply,
		const int	criterion,
		const int	preproc
	)			`[private]`

void CglMixedIntegerRounding2::gutsOfDelete ( ) [private]

void CglMixedIntegerRounding2::gutsOfCopy ( const CglMixedIntegerRounding2 & rhs ) [private]

void CglMixedIntegerRounding2::mixIntRoundPreprocess ( const OsiSolverInterface & si ) const [private]

RowType CglMixedIntegerRounding2::determineRowType	(	const OsiSolverInterface &	si,
		const int	rowLen,
		const int *	ind,
		const double *	coef,
		const char	sense,
		const double	rhs
	)			const `[private]`

void CglMixedIntegerRounding2::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 CglMixedIntegerRounding2::copyRowSelected	(	const int	iAggregate,
		const int	rowSelected,
		CoinIndexedVector &	setRowsAggregated,
		int *	listRowsAggregated,
		double *	xlpExtra,
		const char	sen,
		const double	rhs,
		const double	lhs,
		const CoinPackedMatrix &	matrixByRow,
		CoinIndexedVector &	rowToAggregate,
		double &	rhsToAggregate
	)			const `[private]`

bool CglMixedIntegerRounding2::selectRowToAggregate	(	const OsiSolverInterface &	si,
		const CoinIndexedVector &	rowAggregated,
		const double *	colUpperBound,
		const double *	colLowerBound,
		const CoinIndexedVector &	setRowsAggregated,
		const double *	xlp,
		const double *	coefByCol,
		const int *	rowInds,
		const int *	colStarts,
		const int *	colLengths,
		int &	rowSelected,
		int &	colSelected
	)			const `[private]`

void CglMixedIntegerRounding2::aggregateRow	(	const int	colSelected,
		CoinIndexedVector &	rowToAggregate,
		double	rhs,
		CoinIndexedVector &	rowAggregated,
		double &	rhsAggregated
	)			const `[private]`

bool CglMixedIntegerRounding2::isLowerSubst	(	const double	inf,
		const double	aj,
		const double	xlp,
		const double	LB,
		const double	UB
	)			const `[inline, private]`

bool CglMixedIntegerRounding2::boundSubstitution	(	const OsiSolverInterface &	si,
		const CoinIndexedVector &	rowAggregated,
		const double *	xlp,
		const double *	xlpExtra,
		const double *	colUpperBound,
		const double *	colLowerBound,
		CoinIndexedVector &	mixedKnapsack,
		double &	rhsMixedKnapsack,
		double &	sStar,
		CoinIndexedVector &	contVariablesInS
	)			const `[private]`

bool CglMixedIntegerRounding2::cMirSeparation	(	const OsiSolverInterface &	si,
		const CoinPackedMatrix &	matrixByRow,
		const CoinIndexedVector &	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 CoinIndexedVector &	mixedKnapsack,
		const double &	rhsMixedKnapsack,
		const CoinIndexedVector &	contVariablesInS,
		CoinIndexedVector *	workVector,
		OsiRowCut &	flowCut
	)			const `[private]`

void CglMixedIntegerRounding2::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 CoinIndexedVector &	setC,
		CoinIndexedVector &	cMIR,
		double &	rhscMIR,
		double &	sCoef,
		double &	violation
	)			const `[private]`

double CglMixedIntegerRounding2::functionG	(	const double	d,
		const double	f
	)			const `[inline, private]`

void CglMixedIntegerRounding2::printStats	(	std::ofstream &	fout,
		const bool	hasCut,
		const OsiSolverInterface &	si,
		const CoinIndexedVector &	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]`