CglRedSplitParam Class Reference

Class collecting parameters the Reduced-and-split cut generator. More...

#include <CglRedSplitParam.hpp>

Inheritance diagram for CglRedSplitParam:

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Collaboration diagram for CglRedSplitParam:

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List of all members.

Public Member Functions
Set/get methods

virtual void	setAway (const 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.
virtual void	setLUB (const 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_ELIM (const double value)
	Set the value of EPS_ELIM, epsilon for values of coefficients when eliminating slack variables; Default: 1e-12.
double	getEPS_ELIM () const
	Get the value of EPS_ELIM.
virtual void	setEPS_RELAX_ABS (const double eps_ra)
	Set EPS_RELAX_ABS.
double	getEPS_RELAX_ABS () const
	Get value of EPS_RELAX_ABS.
virtual void	setEPS_RELAX_REL (const double eps_rr)
	Set EPS_RELAX_REL.
double	getEPS_RELAX_REL () const
	Get value of EPS_RELAX_REL.
virtual void	setMAXDYN (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	getMAXDYN () const
	Get the value of MAXDYN.
virtual void	setMAXDYN_LUB (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	getMAXDYN_LUB () const
	Get the value of MAXDYN_LUB.
virtual void	setEPS_COEFF_LUB (const 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.
virtual void	setMINVIOL (double value)
	Set the value of MINVIOL, the minimum violation for the current basic solution in a generated cut.
double	getMINVIOL () const
	Get the value of MINVIOL.
virtual void	setUSE_INTSLACKS (int value)
	Set the value of USE_INTSLACKS.
int	getUSE_INTSLACKS () const
	Get the value of USE_INTSLACKS.
virtual void	setUSE_CG2 (int value)
	Set the value of USE_CG2.
int	getUSE_CG2 () const
	Get the value of USE_CG2.
virtual void	setNormIsZero (const 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.
virtual void	setMinReduc (const 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.
virtual void	setMaxTab (const 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

	CglRedSplitParam (const double lub=1000.0, const double eps_elim=1e-12, const double eps_relax_abs=1e-8, const double eps_relax_rel=0.0, const double max_dyn=1e8, const double max_dyn_lub=1e13, const double eps_coeff_lub=1e-13, const double min_viol=1e-7, const int use_int_slacks=0, const int use_cg2=0, const double norm_zero=1e-5, const double min_reduc=0.05, const double away=0.05, const double max_tab=1e7)
	Default constructor.
	CglRedSplitParam (const CglParam &source, const double lub=1000.0, const double eps_elim=1e-12, const double eps_relax_abs=1e-8, const double eps_relax_rel=0.0, const double max_dyn=1e8, const double max_dyn_lub=1e13, const double eps_coeff_lub=1e-13, const double min_viol=1e-7, const int use_int_slacks=0, const int use_cg2=0, const double norm_zero=1e-5, const double min_reduc=0.05, const double away=0.05, const double max_tab=1e7)
	Constructor from CglParam.
	CglRedSplitParam (const CglRedSplitParam &source)
	Copy constructor.
virtual CglRedSplitParam *	clone () const
	Clone.
virtual CglRedSplitParam &	operator= (const CglRedSplitParam &rhs)
	Assignment operator.
virtual	~CglRedSplitParam ()
	Destructor.
Protected Attributes
Parameters

double	LUB
	Value considered large for the absolute value of lower or upper bound on a variable.
double	EPS_ELIM
	Epsilon for value of coefficients when eliminating slack variables.
double	EPS_RELAX_ABS
	Value added to the right hand side of each generated cut to relax it.
double	EPS_RELAX_REL
	For a generated cut with right hand side rhs_val, EPS_RELAX_EPS * fabs(rhs_val) is used to relax the constraint.
double	MAXDYN
	Value considered large for the absolute value of lower or upper bound on a variable.
double	MAXDYN_LUB
	Value considered large for the absolute value of lower or upper bound on a variable.
double	EPS_COEFF_LUB
	Epsilon for value of coefficients for variables with absolute value of lower or upper bound larger than LUB.
double	MINVIOL
	Minimum violation for the current basic solution in a generated cut.
int	USE_INTSLACKS
	Use integer slacks to generate cuts if USE_INTSLACKS = 1. Default: 0.
int	USE_CG2
	Use second way to generate a mixed integer Gomory cut (see methods generate_cgcut()) and generate_cgcut_2()).
double	normIsZero
	Norm of a vector is considered zero if smaller than normIsZero; Default: 1e-5.
double	minReduc
	Minimum reduction in percent that must be achieved by a potential reduction step in order to be performed; Between 0 and 1, default: 0.05.
double	away_
	Use row only if pivot variable should be integer but is more than away_ from being integer.
double	maxTab_
	Maximum value for (mTab * mTab * max(mTab, nTab)).

Detailed Description

Class collecting parameters the Reduced-and-split cut generator.

Parameters of the generator are listed below. Modifying the default values for parameters other than the last four might result in invalid cuts.

LUB: Value considered large for the absolute value of a lower or upper bound on a variable. See method setLUB().
MAXDYN: Maximum ratio between largest and smallest non zero coefficients in a cut. See method setMAXDYN().
MAXDYN_LUB: Maximum ratio between largest and smallest non zero coefficients in a cut involving structural variables with lower or upper bound in absolute value larger than LUB. Should logically be larger or equal to MAXDYN. See method setMAXDYN_LUB().
EPS_ELIM: Precision for deciding if a coefficient is zero when eliminating slack variables. See method setEPS_ELIM().
EPS_COEFF_LUB: Precision for deciding if a coefficient of a generated cut is zero when the corresponding variable has a lower or upper bound larger than LUB in absolute value. See method setEPS_COEFF_LUB().
MINVIOL: Minimum violation for the current basic solution in a generated cut. See method setMINVIOL().
USE_INTSLACKS: Use integer slacks to generate cuts. (not implemented). See method setUSE_INTSLACKS().
USE_CG2: Use alternative formula to generate a mixed integer Gomory cut (see methods CglRedSPlit::generate_cgcut() and CglRedSPlit::generate_cgcut_2()). See method setUSE_CG2().
normIsZero: Norm of a vector is considered zero if smaller than this value. See method setNormIsZero().
minReduc: Reduction is performed only if the norm of the vector is reduced by this fraction. See method setMinReduc().
away: Look only at basic integer variables whose current value is at least this value from being integer. See method setAway().
maxTab: Controls the number of rows selected for the generation. See method setMaxTab().

Definition at line 58 of file CglRedSplitParam.hpp.

Constructor & Destructor Documentation

CglRedSplitParam::CglRedSplitParam	(	const double	lub = `1000.0`,
		const double	eps_elim = `1e-12`,
		const double	eps_relax_abs = `1e-8`,
		const double	eps_relax_rel = `0.0`,
		const double	max_dyn = `1e8`,
		const double	max_dyn_lub = `1e13`,
		const double	eps_coeff_lub = `1e-13`,
		const double	min_viol = `1e-7`,
		const int	use_int_slacks = `0`,
		const int	use_cg2 = `0`,
		const double	norm_zero = `1e-5`,
		const double	min_reduc = `0.05`,
		const double	away = `0.05`,
		const double	max_tab = `1e7`
	)

Default constructor.

CglRedSplitParam::CglRedSplitParam	(	const CglParam &	source,
		const double	lub = `1000.0`,
		const double	eps_elim = `1e-12`,
		const double	eps_relax_abs = `1e-8`,
		const double	eps_relax_rel = `0.0`,
		const double	max_dyn = `1e8`,
		const double	max_dyn_lub = `1e13`,
		const double	eps_coeff_lub = `1e-13`,
		const double	min_viol = `1e-7`,
		const int	use_int_slacks = `0`,
		const int	use_cg2 = `0`,
		const double	norm_zero = `1e-5`,
		const double	min_reduc = `0.05`,
		const double	away = `0.05`,
		const double	max_tab = `1e7`
	)

Constructor from CglParam.

CglRedSplitParam::CglRedSplitParam ( const CglRedSplitParam & source )

Copy constructor.

virtual CglRedSplitParam::~CglRedSplitParam ( ) [virtual]

Destructor.

Member Function Documentation

virtual void CglRedSplitParam::setAway ( const double value ) [virtual]

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 CglRedSplitParam::getAway ( ) const [inline]

Get value of away.

Definition at line 70 of file CglRedSplitParam.hpp.

virtual void CglRedSplitParam::setLUB ( const double value ) [virtual]

Set the value of LUB, value considered large for the absolute value of a lower or upper bound on a variable; Default: 1000.

double CglRedSplitParam::getLUB ( ) const [inline]

Get the value of LUB.

Definition at line 77 of file CglRedSplitParam.hpp.

void CglRedSplitParam::setEPS_ELIM ( const double value )

Set the value of EPS_ELIM, epsilon for values of coefficients when eliminating slack variables; Default: 1e-12.

double CglRedSplitParam::getEPS_ELIM ( ) const [inline]

Get the value of EPS_ELIM.

Definition at line 84 of file CglRedSplitParam.hpp.

virtual void CglRedSplitParam::setEPS_RELAX_ABS ( const double eps_ra ) [virtual]

Set EPS_RELAX_ABS.

double CglRedSplitParam::getEPS_RELAX_ABS ( ) const [inline]

Get value of EPS_RELAX_ABS.

Definition at line 89 of file CglRedSplitParam.hpp.

virtual void CglRedSplitParam::setEPS_RELAX_REL ( const double eps_rr ) [virtual]

Set EPS_RELAX_REL.

double CglRedSplitParam::getEPS_RELAX_REL ( ) const [inline]

Get value of EPS_RELAX_REL.

Definition at line 94 of file CglRedSplitParam.hpp.

virtual void CglRedSplitParam::setMAXDYN ( double value ) [virtual]

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 CglRedSplitParam::getMAXDYN ( ) const [inline]

Get the value of MAXDYN.

Definition at line 100 of file CglRedSplitParam.hpp.

virtual void CglRedSplitParam::setMAXDYN_LUB ( double value ) [virtual]

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 CglRedSplitParam::getMAXDYN_LUB ( ) const [inline]

Get the value of MAXDYN_LUB.

Definition at line 108 of file CglRedSplitParam.hpp.

virtual void CglRedSplitParam::setEPS_COEFF_LUB ( const double value ) [virtual]

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 CglRedSplitParam::getEPS_COEFF_LUB ( ) const [inline]

Get the value of EPS_COEFF_LUB.

Definition at line 115 of file CglRedSplitParam.hpp.

virtual void CglRedSplitParam::setMINVIOL ( double value ) [virtual]

Set the value of MINVIOL, the minimum violation for the current basic solution in a generated cut.

Default: 1e-7

double CglRedSplitParam::getMINVIOL ( ) const [inline]

Get the value of MINVIOL.

Definition at line 121 of file CglRedSplitParam.hpp.

virtual void CglRedSplitParam::setUSE_INTSLACKS ( int value ) [virtual]

Set the value of USE_INTSLACKS.

Default: 0

int CglRedSplitParam::getUSE_INTSLACKS ( ) const [inline]

Get the value of USE_INTSLACKS.

Definition at line 126 of file CglRedSplitParam.hpp.

virtual void CglRedSplitParam::setUSE_CG2 ( int value ) [virtual]

Set the value of USE_CG2.

Default: 0

int CglRedSplitParam::getUSE_CG2 ( ) const [inline]

Get the value of USE_CG2.

Definition at line 131 of file CglRedSplitParam.hpp.

virtual void CglRedSplitParam::setNormIsZero ( const double value ) [virtual]

Set the value of normIsZero, the threshold for considering a norm to be 0; Default: 1e-5.

double CglRedSplitParam::getNormIsZero ( ) const [inline]

Get the value of normIsZero.

Definition at line 137 of file CglRedSplitParam.hpp.

virtual void CglRedSplitParam::setMinReduc ( const double value ) [virtual]

Set the value of minReduc, threshold for relative norm improvement for performing a reduction; Default: 0.05.

double CglRedSplitParam::getMinReduc ( ) const [inline]

Get the value of minReduc.

Definition at line 143 of file CglRedSplitParam.hpp.

virtual void CglRedSplitParam::setMaxTab ( const double value ) [virtual]

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 CglRedSplitParam::getMaxTab ( ) const [inline]

Get the value of maxTab.

Definition at line 152 of file CglRedSplitParam.hpp.

virtual CglRedSplitParam* CglRedSplitParam::clone ( ) const [virtual]

Clone.

Reimplemented from CglParam.

virtual CglRedSplitParam& CglRedSplitParam::operator= ( const CglRedSplitParam & rhs ) [virtual]