Gomory Reduce-and-Split Cut Generator Class; See method generateCuts(). More...
#include <CglRedSplit.hpp>
Public Member Functions | |
generateCuts | |
virtual void | generateCuts (const OsiSolverInterface &si, OsiCuts &cs, const CglTreeInfo info=CglTreeInfo()) |
Generate Reduce-and-Split Mixed Integer Gomory cuts for the model of the solver interface si. | |
virtual void | generateCuts (const OsiSolverInterface &si, OsiCuts &cs, const CglTreeInfo info=CglTreeInfo()) const |
For compatibility with CglCutGenerator (const method). | |
virtual bool | needsOptimalBasis () const |
Return true if needs optimal basis to do cuts (will return true). | |
Public Methods | |
void | setParam (const CglRedSplitParam &source) |
Set given_optsol to the given optimal solution given_sol. | |
CglRedSplitParam | getParam () const |
Set given_optsol to the given optimal solution given_sol. | |
void | compute_is_lub () |
Set given_optsol to the given optimal solution given_sol. | |
void | compute_is_integer () |
Set given_optsol to the given optimal solution given_sol. | |
void | set_given_optsol (const double *given_sol, const int card_sol) |
Set given_optsol to the given optimal solution given_sol. | |
void | print () const |
Print some of the data members. | |
void | printOptTab (OsiSolverInterface *solver) const |
Print the current simplex tableau. | |
Public Methods (soon to be obsolete) | |
void | setLimit (int limit) |
Set limit, the maximum number of non zero coefficients in generated cut; Default: 50. | |
int | getLimit () const |
Get value of limit. | |
void | setAway (double value) |
Set away, the minimum distance from being integer used for selecting rows for cut generation; all rows whose pivot variable should be integer but is more than away from integrality will be selected; Default: 0.05. | |
double | getAway () const |
Get value of away. | |
void | setLUB (double value) |
Set the value of LUB, value considered large for the absolute value of a lower or upper bound on a variable; Default: 1000. | |
double | getLUB () const |
Get the value of LUB. | |
void | setEPS (double value) |
Set the value of EPS, epsilon for double computations; Default: 1e-7. | |
double | getEPS () const |
Get the value of EPS. | |
void | setEPS_COEFF (double value) |
Set the value of EPS_COEFF, epsilon for values of coefficients; Default: 1e-8. | |
double | getEPS_COEFF () const |
Get the value of EPS_COEFF. | |
void | setEPS_COEFF_LUB (double value) |
Set the value of EPS_COEFF_LUB, epsilon for values of coefficients for variables with absolute value of lower or upper bound larger than LUB; Default: 1e-13. | |
double | getEPS_COEFF_LUB () const |
Get the value of EPS_COEFF_LUB. | |
void | setEPS_RELAX (double value) |
Set the value of EPS_RELAX, value used for relaxing the right hand side of each generated cut; Default: 1e-8. | |
double | getEPS_RELAX () const |
Get the value of EPS_RELAX. | |
void | setNormIsZero (double value) |
Set the value of normIsZero, the threshold for considering a norm to be 0; Default: 1e-5. | |
double | getNormIsZero () const |
Get the value of normIsZero. | |
void | setMinReduc (double value) |
Set the value of minReduc, threshold for relative norm improvement for performing a reduction; Default: 0.05. | |
double | getMinReduc () const |
Get the value of minReduc. | |
void | setMaxTab (double value) |
Set the maximum allowed value for (mTab * mTab * max(mTab, nTab)) where mTab is the number of rows used in the combinations and nTab is the number of continuous non basic variables. | |
double | getMaxTab () const |
Get the value of maxTab. | |
Constructors and destructors | |
CglRedSplit () | |
Default constructor. | |
CglRedSplit (const CglRedSplitParam &RS_param) | |
Constructor with specified parameters. | |
CglRedSplit (const CglRedSplit &) | |
Copy constructor. | |
virtual CglCutGenerator * | clone () const |
Clone. | |
CglRedSplit & | operator= (const CglRedSplit &rhs) |
Assignment operator. | |
virtual | ~CglRedSplit () |
Destructor. | |
virtual std::string | generateCpp (FILE *fp) |
Create C++ lines to get to current state. | |
Private Member Functions | |
Private member methods | |
void | generateCuts (OsiCuts &cs) |
Compute the fractional part of value, allowing for small error. | |
double | rs_above_integer (double value) |
Compute the fractional part of value, allowing for small error. | |
void | update_pi_mat (int r1, int r2, int step) |
Perform row r1 of pi := row r1 of pi - step * row r2 of pi. | |
void | update_redTab (int r1, int r2, int step) |
Perform row r1 of tab := row r1 of tab - step * row r2 of tab. | |
void | find_step (int r1, int r2, int *step, double *reduc, double *norm) |
Find optimal integer step for changing row r1 by adding to it a multiple of another row r2. | |
int | test_pair (int r1, int r2, double *norm) |
Test if an ordered pair of rows yields a reduction. | |
void | reduce_contNonBasicTab () |
Reduce rows of contNonBasicTab. | |
void | generate_row (int index_row, double *row) |
Generate a row of the current LP tableau. | |
int | generate_cgcut (double *row, double *rhs) |
Generate a mixed integer Chvatal-Gomory cut, when all non basic variables are non negative and at their lower bound. | |
int | generate_cgcut_2 (int basic_ind, double *row, double *rhs) |
Generate a mixed integer Chvatal-Gomory cut, when all non basic variables are non negative and at their lower bound (different formula). | |
void | eliminate_slacks (double *row, const double *elements, const int *start, const int *indices, const int *rowLength, const double *rhs, double *rowrhs) |
Use multiples of the initial inequalities to cancel out the coefficients of the slack variables. | |
void | flip (double *row) |
Change the sign of the coefficients of the continuous non basic variables at their upper bound. | |
void | unflip (double *row, double *rowrhs, double *slack_val) |
Change the sign of the coefficients of the continuous non basic variables at their upper bound and do the translations restoring the original bounds. | |
*double | row_scale_factor (double *row) |
Return the scale factor for the row. | |
int | generate_packed_row (const double *xlp, double *row, int *rowind, double *rowelem, int *card_row, double &rhs) |
Generate the packed cut from the row representation. | |
void | check_optsol (const int calling_place, const double *xlp, const double *slack_val, const int do_flip) |
Check that the generated cuts do not cut a given optimal solution. | |
void | check_optsol (const int calling_place, const double *xlp, const double *slack_val, const double *ck_row, const double ck_rhs, const int cut_number, const int do_flip) |
Check that the generated cuts do not cut a given optimal solution. | |
bool | rs_are_different_vectors (const int *vect1, const int *vect2, const int dim) |
Compute the fractional part of value, allowing for small error. | |
bool | rs_are_different_vectors (const double *vect1, const double *vect2, const int dim) |
Compute the fractional part of value, allowing for small error. | |
bool | rs_are_different_matrices (const CoinPackedMatrix *mat1, const CoinPackedMatrix *mat2, const int nmaj, const int nmin) |
Compute the fractional part of value, allowing for small error. | |
Private Attributes | |
Private member data | |
CglRedSplitParam | param |
Object with CglRedSplitParam members. | |
int | nrow |
Number of rows ( = number of slack variables) in the current LP. | |
int | ncol |
Number of structural variables in the current LP. | |
const double * | colLower |
Lower bounds for structural variables. | |
const double * | colUpper |
Upper bounds for structural variables. | |
const double * | rowLower |
Lower bounds for constraints. | |
const double * | rowUpper |
Upper bounds for constraints. | |
const double * | rowRhs |
Righ hand side for constraints (upper bound for ranged constraints). | |
int | card_intBasicVar_frac |
Number of integer basic structural variables that are fractional in the current lp solution (at least param.away_ from being integer). | |
int | card_intNonBasicVar |
Number of integer non basic structural variables in the current lp solution. | |
int | card_contNonBasicVar |
Number of continuous non basic variables (structural or slack) in the current lp solution. | |
int | card_nonBasicAtUpper |
Number of non basic variables (structural or slack) at their upper bound in the current lp solution. | |
int | card_nonBasicAtLower |
Number of non basic variables (structural or slack) at their lower bound in the current lp solution. | |
int * | cv_intBasicVar_frac |
Characteristic vector for integer basic structural variables with non integer value in the current lp solution. | |
int * | intBasicVar_frac |
List of integer structural basic variables (in order of pivot in selected rows for cut generation). | |
int * | intNonBasicVar |
List of integer structural non basic variables. | |
int * | contNonBasicVar |
List of continuous non basic variables (structural or slack). | |
int * | nonBasicAtUpper |
List of non basic variables (structural or slack) at their upper bound. | |
int * | nonBasicAtLower |
List of non basic variables (structural or slack) at their lower bound. | |
int | mTab |
Number of rows in the reduced tableau (= card_intBasicVar_frac). | |
int | nTab |
Number of columns in the reduced tableau (= card_contNonBasicVar). | |
int ** | pi_mat |
Tableau of multipliers used to alter the rows used in generation. | |
double ** | contNonBasicTab |
Current tableau for continuous non basic variables (structural or slack). | |
double ** | intNonBasicTab |
Current tableau for integer non basic structural variables. | |
double * | rhsTab |
Right hand side of the tableau. | |
const double * | given_optsol |
Given optimal solution that should not be cut; only for debug. | |
int | card_given_optsol |
Number of entries in given_optsol. | |
int * | is_integer |
Characteristic vectors of structural integer variables or continuous variables currently fixed to integer values. | |
int * | low_is_lub |
Characteristic vector of the structural variables whose lower bound in absolute value is larger than LUB. | |
int * | up_is_lub |
Characteristic vector of the structural variables whose upper bound in absolute value is larger than LUB. | |
OsiSolverInterface * | solver |
Pointer on solver. Reset by each call to generateCuts(). | |
const double * | xlp |
Pointer on point to separate. Reset by each call to generateCuts(). | |
const double * | rowActivity |
Pointer on row activity. Reset by each call to generateCuts(). | |
const char * | colType |
Pointer on column type. Reset by each call to generateCuts(). | |
const CoinPackedMatrix * | byRow |
Pointer on matrix of coefficient ordered by rows. | |
Friends | |
void | CglRedSplitUnitTest (const OsiSolverInterface *siP, const std::string mpdDir) |
A function that tests the methods in the CglRedSplit class. |
Gomory Reduce-and-Split Cut Generator Class; See method generateCuts().
Based on the paper by K. Anderson, G. Cornuejols, Yanjun Li, "Reduce-and-Split Cuts: Improving the Performance of Mixed Integer Gomory Cuts", Management Science 51 (2005).
Definition at line 23 of file CglRedSplit.hpp.
CglRedSplit::CglRedSplit | ( | ) |
Default constructor.
CglRedSplit::CglRedSplit | ( | const CglRedSplitParam & | RS_param | ) |
Constructor with specified parameters.
CglRedSplit::CglRedSplit | ( | const CglRedSplit & | ) |
Copy constructor.
virtual CglRedSplit::~CglRedSplit | ( | ) | [virtual] |
Destructor.
virtual void CglRedSplit::generateCuts | ( | const OsiSolverInterface & | si, | |
OsiCuts & | cs, | |||
const CglTreeInfo | info = CglTreeInfo() | |||
) | [virtual] |
Generate Reduce-and-Split Mixed Integer Gomory cuts for the model of the solver interface si.
Insert the generated cuts into OsiCuts cs.
Warning: This generator currently works only with the Lp solvers Clp or Cplex9.0 or higher. It requires access to the optimal tableau and optimal basis inverse and makes assumptions on the way slack variables are added by the solver. The Osi implementations for Clp and Cplex verify these assumptions.
When calling the generator, the solver interface si must contain an optimized problem and information related to the optimal basis must be available through the OsiSolverInterface methods (si->optimalBasisIsAvailable() must return 'true'). It is also essential that the integrality of structural variable i can be obtained using si->isInteger(i).
Reduce-and-Split cuts are variants of Gomory cuts: Starting from the current optimal tableau, linear combinations of the rows of the current optimal simplex tableau are used for generating Gomory cuts. The choice of the linear combinations is driven by the objective of reducing the coefficients of the non basic continuous variables in the resulting row. Note that this generator might not be able to generate cuts for some solutions violating integrality constraints.
virtual void CglRedSplit::generateCuts | ( | const OsiSolverInterface & | si, | |
OsiCuts & | cs, | |||
const CglTreeInfo | info = CglTreeInfo() | |||
) | const [virtual] |
For compatibility with CglCutGenerator (const method).
Implements CglCutGenerator.
virtual bool CglRedSplit::needsOptimalBasis | ( | ) | const [virtual] |
Return true if needs optimal basis to do cuts (will return true).
Reimplemented from CglCutGenerator.
void CglRedSplit::setParam | ( | const CglRedSplitParam & | source | ) |
Set given_optsol to the given optimal solution given_sol.
If given_optsol is set using this method, the code will stop as soon as a generated cut is violated by the given solution; exclusively for debugging purposes.
CglRedSplitParam CglRedSplit::getParam | ( | ) | const [inline] |
Set given_optsol to the given optimal solution given_sol.
If given_optsol is set using this method, the code will stop as soon as a generated cut is violated by the given solution; exclusively for debugging purposes.
Definition at line 76 of file CglRedSplit.hpp.
void CglRedSplit::compute_is_lub | ( | ) |
Set given_optsol to the given optimal solution given_sol.
If given_optsol is set using this method, the code will stop as soon as a generated cut is violated by the given solution; exclusively for debugging purposes.
void CglRedSplit::compute_is_integer | ( | ) |
Set given_optsol to the given optimal solution given_sol.
If given_optsol is set using this method, the code will stop as soon as a generated cut is violated by the given solution; exclusively for debugging purposes.
void CglRedSplit::set_given_optsol | ( | const double * | given_sol, | |
const int | card_sol | |||
) |
Set given_optsol to the given optimal solution given_sol.
If given_optsol is set using this method, the code will stop as soon as a generated cut is violated by the given solution; exclusively for debugging purposes.
void CglRedSplit::print | ( | ) | const |
Print some of the data members.
void CglRedSplit::printOptTab | ( | OsiSolverInterface * | solver | ) | const |
Print the current simplex tableau.
void CglRedSplit::setLimit | ( | int | limit | ) |
Set limit, the maximum number of non zero coefficients in generated cut; Default: 50.
int CglRedSplit::getLimit | ( | ) | const |
Get value of limit.
void CglRedSplit::setAway | ( | double | value | ) |
Set away, the minimum distance from being integer used for selecting rows for cut generation; all rows whose pivot variable should be integer but is more than away from integrality will be selected; Default: 0.05.
double CglRedSplit::getAway | ( | ) | const |
Get value of away.
void CglRedSplit::setLUB | ( | double | value | ) |
Set the value of LUB, value considered large for the absolute value of a lower or upper bound on a variable; Default: 1000.
double CglRedSplit::getLUB | ( | ) | const |
Get the value of LUB.
void CglRedSplit::setEPS | ( | double | value | ) |
Set the value of EPS, epsilon for double computations; Default: 1e-7.
double CglRedSplit::getEPS | ( | ) | const |
Get the value of EPS.
void CglRedSplit::setEPS_COEFF | ( | double | value | ) |
Set the value of EPS_COEFF, epsilon for values of coefficients; Default: 1e-8.
double CglRedSplit::getEPS_COEFF | ( | ) | const |
Get the value of EPS_COEFF.
void CglRedSplit::setEPS_COEFF_LUB | ( | double | value | ) |
Set the value of EPS_COEFF_LUB, epsilon for values of coefficients for variables with absolute value of lower or upper bound larger than LUB; Default: 1e-13.
double CglRedSplit::getEPS_COEFF_LUB | ( | ) | const |
Get the value of EPS_COEFF_LUB.
void CglRedSplit::setEPS_RELAX | ( | double | value | ) |
Set the value of EPS_RELAX, value used for relaxing the right hand side of each generated cut; Default: 1e-8.
double CglRedSplit::getEPS_RELAX | ( | ) | const |
Get the value of EPS_RELAX.
void CglRedSplit::setNormIsZero | ( | double | value | ) |
Set the value of normIsZero, the threshold for considering a norm to be 0; Default: 1e-5.
double CglRedSplit::getNormIsZero | ( | ) | const |
Get the value of normIsZero.
void CglRedSplit::setMinReduc | ( | double | value | ) |
Set the value of minReduc, threshold for relative norm improvement for performing a reduction; Default: 0.05.
double CglRedSplit::getMinReduc | ( | ) | const |
Get the value of minReduc.
void CglRedSplit::setMaxTab | ( | double | value | ) |
Set the maximum allowed value for (mTab * mTab * max(mTab, nTab)) where mTab is the number of rows used in the combinations and nTab is the number of continuous non basic variables.
The work of the generator is proportional to (mTab * mTab * max(mTab, nTab)). Reducing the value of maxTab makes the generator faster, but weaker. Default: 1e7.
double CglRedSplit::getMaxTab | ( | ) | const |
Get the value of maxTab.
virtual CglCutGenerator* CglRedSplit::clone | ( | ) | const [virtual] |
Clone.
Implements CglCutGenerator.
CglRedSplit& CglRedSplit::operator= | ( | const CglRedSplit & | rhs | ) |
Assignment operator.
Reimplemented from CglCutGenerator.
virtual std::string CglRedSplit::generateCpp | ( | FILE * | fp | ) | [virtual] |
Create C++ lines to get to current state.
Reimplemented from CglCutGenerator.
void CglRedSplit::generateCuts | ( | OsiCuts & | cs | ) | [private] |
Compute the fractional part of value, allowing for small error.
double CglRedSplit::rs_above_integer | ( | double | value | ) | [inline, private] |
Compute the fractional part of value, allowing for small error.
void CglRedSplit::update_pi_mat | ( | int | r1, | |
int | r2, | |||
int | step | |||
) | [private] |
Perform row r1 of pi := row r1 of pi - step * row r2 of pi.
void CglRedSplit::update_redTab | ( | int | r1, | |
int | r2, | |||
int | step | |||
) | [private] |
Perform row r1 of tab := row r1 of tab - step * row r2 of tab.
void CglRedSplit::find_step | ( | int | r1, | |
int | r2, | |||
int * | step, | |||
double * | reduc, | |||
double * | norm | |||
) | [private] |
Find optimal integer step for changing row r1 by adding to it a multiple of another row r2.
int CglRedSplit::test_pair | ( | int | r1, | |
int | r2, | |||
double * | norm | |||
) | [private] |
Test if an ordered pair of rows yields a reduction.
Perform the reduction if it is acceptable.
void CglRedSplit::reduce_contNonBasicTab | ( | ) | [private] |
Reduce rows of contNonBasicTab.
void CglRedSplit::generate_row | ( | int | index_row, | |
double * | row | |||
) | [private] |
Generate a row of the current LP tableau.
int CglRedSplit::generate_cgcut | ( | double * | row, | |
double * | rhs | |||
) | [private] |
Generate a mixed integer Chvatal-Gomory cut, when all non basic variables are non negative and at their lower bound.
int CglRedSplit::generate_cgcut_2 | ( | int | basic_ind, | |
double * | row, | |||
double * | rhs | |||
) | [private] |
Generate a mixed integer Chvatal-Gomory cut, when all non basic variables are non negative and at their lower bound (different formula).
void CglRedSplit::eliminate_slacks | ( | double * | row, | |
const double * | elements, | |||
const int * | start, | |||
const int * | indices, | |||
const int * | rowLength, | |||
const double * | rhs, | |||
double * | rowrhs | |||
) | [private] |
Use multiples of the initial inequalities to cancel out the coefficients of the slack variables.
void CglRedSplit::flip | ( | double * | row | ) | [private] |
Change the sign of the coefficients of the continuous non basic variables at their upper bound.
void CglRedSplit::unflip | ( | double * | row, | |
double * | rowrhs, | |||
double * | slack_val | |||
) | [private] |
Change the sign of the coefficients of the continuous non basic variables at their upper bound and do the translations restoring the original bounds.
Modify the right hand side accordingly.
* double CglRedSplit::row_scale_factor | ( | double * | row | ) | [private] |
Return the scale factor for the row.
Compute max_coeff: maximum absolute value of the coefficients. Compute min_coeff: minimum absolute value of the coefficients larger than EPS_COEFF. Return -1 if max_coeff < EPS_COEFF or if max_coeff/min_coeff > MAXDYN or MAXDYN_LUB (depending if the row has a non zero coeff. for a variable with large lower/upper bound)
int CglRedSplit::generate_packed_row | ( | const double * | xlp, | |
double * | row, | |||
int * | rowind, | |||
double * | rowelem, | |||
int * | card_row, | |||
double & | rhs | |||
) | [private] |
Generate the packed cut from the row representation.
void CglRedSplit::check_optsol | ( | const int | calling_place, | |
const double * | xlp, | |||
const double * | slack_val, | |||
const int | do_flip | |||
) | [private] |
Check that the generated cuts do not cut a given optimal solution.
void CglRedSplit::check_optsol | ( | const int | calling_place, | |
const double * | xlp, | |||
const double * | slack_val, | |||
const double * | ck_row, | |||
const double | ck_rhs, | |||
const int | cut_number, | |||
const int | do_flip | |||
) | [private] |
Check that the generated cuts do not cut a given optimal solution.
bool CglRedSplit::rs_are_different_vectors | ( | const int * | vect1, | |
const int * | vect2, | |||
const int | dim | |||
) | [private] |
Compute the fractional part of value, allowing for small error.
bool CglRedSplit::rs_are_different_vectors | ( | const double * | vect1, | |
const double * | vect2, | |||
const int | dim | |||
) | [private] |
Compute the fractional part of value, allowing for small error.
bool CglRedSplit::rs_are_different_matrices | ( | const CoinPackedMatrix * | mat1, | |
const CoinPackedMatrix * | mat2, | |||
const int | nmaj, | |||
const int | nmin | |||
) | [private] |
Compute the fractional part of value, allowing for small error.
void CglRedSplitUnitTest | ( | const OsiSolverInterface * | siP, | |
const std::string | mpdDir | |||
) | [friend] |
A function that tests the methods in the CglRedSplit class.
The only reason for it not to be a member method is that this way it doesn't have to be compiled into the library. And that's a gain, because the library should be compiled with optimization on, but this method should be compiled with debugging.
CglRedSplitParam CglRedSplit::param [private] |
Object with CglRedSplitParam members.
Definition at line 312 of file CglRedSplit.hpp.
int CglRedSplit::nrow [private] |
Number of rows ( = number of slack variables) in the current LP.
Definition at line 315 of file CglRedSplit.hpp.
int CglRedSplit::ncol [private] |
Number of structural variables in the current LP.
Definition at line 318 of file CglRedSplit.hpp.
const double* CglRedSplit::colLower [private] |
Lower bounds for structural variables.
Definition at line 321 of file CglRedSplit.hpp.
const double* CglRedSplit::colUpper [private] |
Upper bounds for structural variables.
Definition at line 324 of file CglRedSplit.hpp.
const double* CglRedSplit::rowLower [private] |
Lower bounds for constraints.
Definition at line 327 of file CglRedSplit.hpp.
const double* CglRedSplit::rowUpper [private] |
Upper bounds for constraints.
Definition at line 330 of file CglRedSplit.hpp.
const double* CglRedSplit::rowRhs [private] |
Righ hand side for constraints (upper bound for ranged constraints).
Definition at line 333 of file CglRedSplit.hpp.
int CglRedSplit::card_intBasicVar_frac [private] |
Number of integer basic structural variables that are fractional in the current lp solution (at least param.away_ from being integer).
Definition at line 337 of file CglRedSplit.hpp.
int CglRedSplit::card_intNonBasicVar [private] |
Number of integer non basic structural variables in the current lp solution.
Definition at line 341 of file CglRedSplit.hpp.
int CglRedSplit::card_contNonBasicVar [private] |
Number of continuous non basic variables (structural or slack) in the current lp solution.
Definition at line 345 of file CglRedSplit.hpp.
int CglRedSplit::card_nonBasicAtUpper [private] |
Number of non basic variables (structural or slack) at their upper bound in the current lp solution.
Definition at line 349 of file CglRedSplit.hpp.
int CglRedSplit::card_nonBasicAtLower [private] |
Number of non basic variables (structural or slack) at their lower bound in the current lp solution.
Definition at line 353 of file CglRedSplit.hpp.
int* CglRedSplit::cv_intBasicVar_frac [private] |
Characteristic vector for integer basic structural variables with non integer value in the current lp solution.
Definition at line 357 of file CglRedSplit.hpp.
int* CglRedSplit::intBasicVar_frac [private] |
List of integer structural basic variables (in order of pivot in selected rows for cut generation).
Definition at line 361 of file CglRedSplit.hpp.
int* CglRedSplit::intNonBasicVar [private] |
List of integer structural non basic variables.
Definition at line 364 of file CglRedSplit.hpp.
int* CglRedSplit::contNonBasicVar [private] |
List of continuous non basic variables (structural or slack).
Definition at line 368 of file CglRedSplit.hpp.
int* CglRedSplit::nonBasicAtUpper [private] |
List of non basic variables (structural or slack) at their upper bound.
Definition at line 372 of file CglRedSplit.hpp.
int* CglRedSplit::nonBasicAtLower [private] |
List of non basic variables (structural or slack) at their lower bound.
Definition at line 376 of file CglRedSplit.hpp.
int CglRedSplit::mTab [private] |
Number of rows in the reduced tableau (= card_intBasicVar_frac).
Definition at line 379 of file CglRedSplit.hpp.
int CglRedSplit::nTab [private] |
Number of columns in the reduced tableau (= card_contNonBasicVar).
Definition at line 382 of file CglRedSplit.hpp.
int** CglRedSplit::pi_mat [private] |
Tableau of multipliers used to alter the rows used in generation.
Dimensions: mTab by mTab. Initially, pi_mat is the identity matrix.
Definition at line 386 of file CglRedSplit.hpp.
double** CglRedSplit::contNonBasicTab [private] |
Current tableau for continuous non basic variables (structural or slack).
Only rows used for generation. Dimensions: mTab by nTab.
Definition at line 391 of file CglRedSplit.hpp.
double** CglRedSplit::intNonBasicTab [private] |
Current tableau for integer non basic structural variables.
Only rows used for generation.
Definition at line 396 of file CglRedSplit.hpp.
double* CglRedSplit::rhsTab [private] |
Right hand side of the tableau.
Only rows used for generation.
Definition at line 400 of file CglRedSplit.hpp.
const double* CglRedSplit::given_optsol [private] |
Given optimal solution that should not be cut; only for debug.
Definition at line 403 of file CglRedSplit.hpp.
int CglRedSplit::card_given_optsol [private] |
Number of entries in given_optsol.
Definition at line 406 of file CglRedSplit.hpp.
int* CglRedSplit::is_integer [private] |
Characteristic vectors of structural integer variables or continuous variables currently fixed to integer values.
Definition at line 410 of file CglRedSplit.hpp.
int* CglRedSplit::low_is_lub [private] |
Characteristic vector of the structural variables whose lower bound in absolute value is larger than LUB.
Definition at line 414 of file CglRedSplit.hpp.
int* CglRedSplit::up_is_lub [private] |
Characteristic vector of the structural variables whose upper bound in absolute value is larger than LUB.
Definition at line 418 of file CglRedSplit.hpp.
OsiSolverInterface* CglRedSplit::solver [private] |
Pointer on solver. Reset by each call to generateCuts().
Definition at line 421 of file CglRedSplit.hpp.
const double* CglRedSplit::xlp [private] |
Pointer on point to separate. Reset by each call to generateCuts().
Definition at line 424 of file CglRedSplit.hpp.
const double* CglRedSplit::rowActivity [private] |
Pointer on row activity. Reset by each call to generateCuts().
Definition at line 427 of file CglRedSplit.hpp.
const char* CglRedSplit::colType [private] |
Pointer on column type. Reset by each call to generateCuts().
Definition at line 430 of file CglRedSplit.hpp.
const CoinPackedMatrix* CglRedSplit::byRow [private] |
Pointer on matrix of coefficient ordered by rows.
Reset by each call to generateCuts().
Definition at line 434 of file CglRedSplit.hpp.