CglPreProcess Class Reference

Class for preProcessing and postProcessing. More...

#include <CglPreProcess.hpp>

Collaboration diagram for CglPreProcess:

Public Member Functions
Main methods

OsiSolverInterface *	preProcess (OsiSolverInterface &model, bool makeEquality=false, int numberPasses=5)
	preProcess problem - returning new problem.
OsiSolverInterface *	preProcessNonDefault (OsiSolverInterface &model, int makeEquality=0, int numberPasses=5, int tuning=0)
	preProcess problem - returning new problem.
void	postProcess (OsiSolverInterface &model)
	Creates solution in original model.
int	tightenPrimalBounds (OsiSolverInterface &model, double factor=0.0)
	Tightens primal bounds to make dual and branch and cutfaster.
OsiSolverInterface *	someFixed (OsiSolverInterface &model, double fractionToKeep=0.25, bool fixContinuousAsWell=false, char *keep=NULL) const
	Fix some of problem - returning new problem.
int	reducedCostFix (OsiSolverInterface &model)
	If we have a cutoff - fix variables.
Parameter set/get methods
The set methods return true if the parameter was set to the given value, false if the value of the parameter is out of range. The get methods return the value of the parameter.
void	setCutoff (double value)
	Set cutoff bound on the objective function.
double	getCutoff () const
	Get the cutoff bound on the objective function - always as minimize.
OsiSolverInterface *	originalModel () const
	The original solver associated with this model.
OsiSolverInterface *	startModel () const
	Solver after making clique equalities (may == original).
OsiSolverInterface *	modelAtPass (int iPass) const
	Copies of solver at various stages after presolve.
OsiSolverInterface *	modifiedModel (int iPass) const
	Copies of solver at various stages after presolve after modifications.
OsiPresolve *	presolve (int iPass) const
	Matching presolve information.
const int *	originalColumns () const
	Return a pointer to the original columns (with possible clique slacks) MUST be called before postProcess otherwise you just get 0,1,2.
const int *	originalRows () const
	Return a pointer to the original rows MUST be called before postProcess otherwise you just get 0,1,2.
int	numberSOS () const
	Number of SOS if found.
const int *	typeSOS () const
	Type of each SOS.
const int *	startSOS () const
	Start of each SOS.
const int *	whichSOS () const
	Columns in SOS.
const double *	weightSOS () const
	Weights for each SOS column.
void	passInProhibited (const char *prohibited, int numberColumns)
	Pass in prohibited columns.
const char *	prohibited ()
	Updated prohibited columns.
Cut generator methods

int	numberCutGenerators () const
	Get the number of cut generators.
CglCutGenerator **	cutGenerators () const
	Get the list of cut generators.
CglCutGenerator *	cutGenerator (int i) const
	Get the specified cut generator.
void	addCutGenerator (CglCutGenerator *generator)
	Add one generator - up to user to delete generators.
Setting/Accessing application data

void	setApplicationData (void *appData)
	Set application data.
void *	getApplicationData () const
	Get application data.
Message handling

void	passInMessageHandler (CoinMessageHandler *handler)
	Pass in Message handler (not deleted at end).
void	newLanguage (CoinMessages::Language language)
	Set language.
void	setLanguage (CoinMessages::Language language)
	Pass in Message handler (not deleted at end).
CoinMessageHandler *	messageHandler () const
	Return handler.
CoinMessages	messages ()
	Return messages.
CoinMessages *	messagesPointer ()
	Return pointer to messages.
Constructors and destructors etc

	CglPreProcess ()
	Constructor.
	CglPreProcess (const CglPreProcess &rhs)
	Copy constructor .
CglPreProcess &	operator= (const CglPreProcess &rhs)
	Assignment operator.
	~CglPreProcess ()
	Destructor.
void	gutsOfDestructor ()
	Clears out as much as possible.
Private Member Functions
private methods

OsiSolverInterface *	modified (OsiSolverInterface *model, bool constraints, int &numberChanges, int iBigPass, int numberPasses)
	Return model with useful modifications.
void	createOriginalIndices () const
	create original columns and rows
void	makeInteger ()
	Make continuous variables integer.
Private Attributes
Private member data

OsiSolverInterface *	originalModel_
	The original solver associated with this model.
OsiSolverInterface *	startModel_
	Solver after making clique equalities (may == original).
int	numberSolvers_
	Number of solvers at various stages.
OsiSolverInterface **	model_
	Copies of solver at various stages after presolve.
OsiSolverInterface **	modifiedModel_
	Copies of solver at various stages after presolve after modifications.
OsiPresolve **	presolve_
	Matching presolve information.
CoinMessageHandler *	handler_
	Message handler.
bool	defaultHandler_
	Flag to say if handler_ is the default handler.
CoinMessages	messages_
	Cgl messages.
void *	appData_
	Pointer to user-defined data structure.
int *	originalColumn_
	Original column numbers.
int *	originalRow_
	Original row numbers.
int	numberCutGenerators_
	Number of cut generators.
CglCutGenerator **	generator_
	Cut generators.
int	numberSOS_
	Number of SOS if found.
int *	typeSOS_
	Type of each SOS.
int *	startSOS_
	Start of each SOS.
int *	whichSOS_
	Columns in SOS.
double *	weightSOS_
	Weights for each SOS column.
int	numberProhibited_
	Number of columns in original prohibition set.
char *	prohibited_
	Columns which should not be presolved e.g. SOS.

Detailed Description

Class for preProcessing and postProcessing.

While cuts can be added at any time in the tree, some cuts are actually just stronger versions of existing constraints. In this case they can replace those constraints rather than being added as new constraints. This is awkward in the tree but reasonable at the root node.

This is a general process class which uses other cut generators to strengthen constraints, establish that constraints are redundant, fix variables and find relationships such as x + y == 1.

Presolve will also be done.

If row names existed they may be replaced by R0000000 etc

Definition at line 34 of file CglPreProcess.hpp.

Constructor & Destructor Documentation

CglPreProcess::CglPreProcess ( )

Constructor.

CglPreProcess::CglPreProcess ( const CglPreProcess & rhs )

Copy constructor .

CglPreProcess::~CglPreProcess ( )

Destructor.

Member Function Documentation

OsiSolverInterface* CglPreProcess::preProcess	(	OsiSolverInterface &	model,
		bool	makeEquality = `false`,
		int	numberPasses = `5`
	)

preProcess problem - returning new problem.

If makeEquality true then <= cliques converted to ==. Presolve will be done numberPasses times.

Returns NULL if infeasible

This version uses default strategy. For more control copy and edit code from this function i.e. call preProcessNonDefault

OsiSolverInterface* CglPreProcess::preProcessNonDefault	(	OsiSolverInterface &	model,
		int	makeEquality = `0`,
		int	numberPasses = `5`,
		int	tuning = `0`
	)

preProcess problem - returning new problem.

If makeEquality true then <= cliques converted to ==. Presolve will be done numberPasses times.

Returns NULL if infeasible

This version assumes user has added cut generators to CglPreProcess object before calling it. As an example use coding in preProcess If makeEquality is 1 add slacks to get cliques, if 2 add slacks to get sos (but only if looks plausible) and keep sos info

void CglPreProcess::postProcess ( OsiSolverInterface & model )

Creates solution in original model.

int CglPreProcess::tightenPrimalBounds	(	OsiSolverInterface &	model,
		double	factor = `0.0`
	)

Tightens primal bounds to make dual and branch and cutfaster.

Unless fixed or integral, bounds are slightly looser than they could be. Returns non-zero if problem infeasible Fudge for branch and bound - put bounds on columns of factor * largest value (at continuous) - should improve stability in branch and bound on infeasible branches (0.0 is off)

OsiSolverInterface* CglPreProcess::someFixed	(	OsiSolverInterface &	model,
		double	fractionToKeep = `0.25`,
		bool	fixContinuousAsWell = `false`,
		char *	keep = `NULL`
	)			const

Fix some of problem - returning new problem.

Uses reduced costs. Optional signed character array 1 always keep, -1 always discard, 0 use djs

int CglPreProcess::reducedCostFix ( OsiSolverInterface & model )

If we have a cutoff - fix variables.

void CglPreProcess::setCutoff ( double value )

Set cutoff bound on the objective function.

When using strict comparison, the bound is adjusted by a tolerance to avoid accidentally cutting off the optimal solution.

double CglPreProcess::getCutoff ( ) const

Get the cutoff bound on the objective function - always as minimize.

OsiSolverInterface* CglPreProcess::originalModel ( ) const [inline]

The original solver associated with this model.

Definition at line 110 of file CglPreProcess.hpp.

OsiSolverInterface* CglPreProcess::startModel ( ) const [inline]

Solver after making clique equalities (may == original).

Definition at line 113 of file CglPreProcess.hpp.

OsiSolverInterface* CglPreProcess::modelAtPass ( int iPass ) const [inline]

Copies of solver at various stages after presolve.

Definition at line 116 of file CglPreProcess.hpp.

OsiSolverInterface* CglPreProcess::modifiedModel ( int iPass ) const [inline]

Copies of solver at various stages after presolve after modifications.

Definition at line 119 of file CglPreProcess.hpp.

OsiPresolve* CglPreProcess::presolve ( int iPass ) const [inline]

Matching presolve information.

Definition at line 122 of file CglPreProcess.hpp.

const int* CglPreProcess::originalColumns ( ) const

Return a pointer to the original columns (with possible clique slacks) MUST be called before postProcess otherwise you just get 0,1,2.

const int* CglPreProcess::originalRows ( ) const

Return a pointer to the original rows MUST be called before postProcess otherwise you just get 0,1,2.

int CglPreProcess::numberSOS ( ) const [inline]

Number of SOS if found.

Definition at line 131 of file CglPreProcess.hpp.

const int* CglPreProcess::typeSOS ( ) const [inline]

Type of each SOS.

Definition at line 134 of file CglPreProcess.hpp.

const int* CglPreProcess::startSOS ( ) const [inline]

Start of each SOS.

Definition at line 137 of file CglPreProcess.hpp.

const int* CglPreProcess::whichSOS ( ) const [inline]

Columns in SOS.

Definition at line 140 of file CglPreProcess.hpp.

const double* CglPreProcess::weightSOS ( ) const [inline]

Weights for each SOS column.

Definition at line 143 of file CglPreProcess.hpp.

void CglPreProcess::passInProhibited	(	const char *	prohibited,
		int	numberColumns
	)

Pass in prohibited columns.

const char* CglPreProcess::prohibited ( ) [inline]

Updated prohibited columns.

Definition at line 148 of file CglPreProcess.hpp.

int CglPreProcess::numberCutGenerators ( ) const [inline]

Get the number of cut generators.

Definition at line 155 of file CglPreProcess.hpp.

CglCutGenerator** CglPreProcess::cutGenerators ( ) const [inline]

Get the list of cut generators.

Definition at line 158 of file CglPreProcess.hpp.

CglCutGenerator* CglPreProcess::cutGenerator ( int i ) const [inline]

Get the specified cut generator.

Definition at line 161 of file CglPreProcess.hpp.

void CglPreProcess::addCutGenerator ( CglCutGenerator * generator )

Add one generator - up to user to delete generators.

void CglPreProcess::setApplicationData ( void * appData )

Set application data.

This is a pointer that the application can store into and retrieve. This field is available for the application to optionally define and use.

void* CglPreProcess::getApplicationData ( ) const

Get application data.

void CglPreProcess::passInMessageHandler ( CoinMessageHandler * handler )

Pass in Message handler (not deleted at end).

void CglPreProcess::newLanguage ( CoinMessages::Language language )

Set language.

void CglPreProcess::setLanguage ( CoinMessages::Language language ) [inline]

Pass in Message handler (not deleted at end).

Definition at line 191 of file CglPreProcess.hpp.

CoinMessageHandler* CglPreProcess::messageHandler ( ) const [inline]

Return handler.

Definition at line 194 of file CglPreProcess.hpp.

CoinMessages CglPreProcess::messages ( ) [inline]

Return messages.

Definition at line 197 of file CglPreProcess.hpp.

CoinMessages* CglPreProcess::messagesPointer ( ) [inline]

Return pointer to messages.

Definition at line 200 of file CglPreProcess.hpp.

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

Assignment operator.

void CglPreProcess::gutsOfDestructor ( )

Clears out as much as possible.

OsiSolverInterface* CglPreProcess::modified	(	OsiSolverInterface *	model,
		bool	constraints,
		int &	numberChanges,
		int	iBigPass,
		int	numberPasses
	)			`[private]`