Dip-All
0.91.0
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The main application class. More...
#include <DecompApp.h>
Public Member Functions | |
virtual void | initializeApp (UtilParameters &utilParam) |
Initialize applications. More... | |
void | createModels () |
Create model parts. More... | |
DecompConstraintSet * | createModelPart (const int nRowsPart, const int *rowsPart) |
void | createModelPart (DecompConstraintSet *model, const int nRowsPart, const int *rowsPart) |
void | createModelPartSparse (DecompConstraintSet *model, const int nRowsPart, const int *rowsPart) |
void | readInitSolutionFile (DecompVarList &initVars) |
void | readBlockFile () |
Read block file. More... | |
const CoinPackedMatrix * | readProblem (UtilParameters &utilParam) |
Read Problem. More... | |
void | singlyBorderStructureDetection () |
Automatically detect singly bordered structure. More... | |
void | findActiveColumns (const std::vector< int > &rowsPart, std::set< int > &activeColsSet) |
Find the active columns for some block. More... | |
const std::string | getInstanceName () |
Get Intance name. More... | |
DecompApp (UtilParameters &utilParam) | |
Constructor for base DecompApp class. More... | |
DecompApp () | |
virtual | ~DecompApp () |
Destructor. More... | |
void | startupLog () |
Initialize the DecompApp data. More... | |
int | createModel () |
virtual void | APPcreateModel (double *&objCoeff, map< int, DecompConstraintSet * > &modelCore, map< int, DecompConstraintSet * > &modelRelax)=0 |
virtual bool | APPisUserFeasible (const double *x, const int n_cols, const double tolZero) |
virtual int | APPheuristics (const double *xhat, vector< DecompSolution * > &xhatIPFeas) |
virtual int | generateInitVars (DecompVarList &initVars, int whichModel) |
virtual int | generateCuts (const double *x, const DecompConstraintSet &modelCore, const DecompConstraintSet &modelRelax, DecompCutList &newCuts) |
virtual decompStat | APPsolveRelaxed (const int whichModel, const double *redCostX, const double *origCost, const double alpha, const int n_origCols, const bool checkRC, const bool checkDup, OsiSolverInterface *m_subprobSI, list< DecompVar * > &vars) |
virtual void | printOriginalColumn (const int index, ostream *os=&cout) const |
virtual void | printOriginalSolution (const int n_cols, const double *solution, ostream *os=&cout) const |
DecompApp (UtilParameters &utilParam) | |
virtual | ~DecompApp () |
Helper functions. | |
void | preprocess () |
Preprocess (standard ): on the TODO list. More... | |
void | startupLog () |
Print startup message to log. More... | |
int | createModel () |
Preprocess (standard ): on the TODO list. More... | |
const double | getBestKnownLB () const |
Preprocess (standard ): on the TODO list. More... | |
const double | getBestKnownUB () const |
Preprocess (standard ): on the TODO list. More... | |
void | setBestKnownLB (const double bestKnownLB) |
Preprocess (standard ): on the TODO list. More... | |
void | setBestKnownUB (const double bestKnownUB) |
Preprocess (standard ): on the TODO list. More... | |
void | setModelObjective (const double *objective, const int length) |
Set the model objective function. More... | |
void | setModelCore (DecompConstraintSet *model, const std::string modelName) |
Set the model core constraint matrix. More... | |
void | setModelRelax (DecompConstraintSet *model, const std::string modelName="", const int blockId=0) |
Set the model relaxed constraint matrix (for a particular block). More... | |
void | setModelRelaxNest (DecompConstraintSet *model, const std::string modelName, const int blockId=0) |
Set the model relaxed (nested) constraint matrix (for a particular block). More... | |
DecompAlgo * | getDecompAlgo () const |
Get a pointer to the base algorithm class. More... | |
Interface methods for user derivation (virtual). | |
virtual void | initDualVector (std::vector< double > &dualVector) |
Initialize the dual vector for PhaseII of PC. More... | |
virtual bool | APPisUserFeasible (const double *x, const int numCols, const double tolZero) |
Method to determine if the solution (x) is feasible to the original model. More... | |
virtual int | APPheuristics (const double *xhat, const double *origCost, std::vector< DecompSolution * > &xhatIPFeas) |
Initialize the dual vector for PhaseII of PC. More... | |
virtual const double * | getDualForGenerateVars (const double *dual) |
This function allows the user to return their own dual vector to be used in the generation of new variables (in the reduced-cost calculation). More... | |
virtual int | generateInitVars (DecompVarList &initVars) |
Initialize the dual vector for PhaseII of PC. More... | |
virtual int | generateCuts (const double *x, DecompCutList &newCuts) |
Initialize the dual vector for PhaseII of PC. More... | |
virtual void | solveRelaxedWhich (std::vector< int > &blocksToSolve, std::map< int, std::vector< double > > &userDualsByBlock) |
Initialize the dual vector for PhaseII of PC. More... | |
virtual DecompSolverStatus | solveRelaxed (const int whichBlock, const double *redCostX, const double target, DecompVarList &varList) |
Initialize the dual vector for PhaseII of PC. More... | |
virtual DecompSolverStatus | solveRelaxedNest (const int whichBlock, const double *redCostX, const double target, DecompVarList &varList) |
Initialize the dual vector for PhaseII of PC. More... | |
virtual void | printOriginalColumn (const int index, std::ostream *os=&std::cout) const |
Initialize the dual vector for PhaseII of PC. More... | |
virtual void | printOriginalSolution (const int n_cols, const std::vector< std::string > &colNames, const double *solution, std::ostream *os=&std::cout) const |
Initialize the dual vector for PhaseII of PC. More... | |
Public Attributes | |
int | NumBlocks |
Number of Blocks defalut value 0 set by BlockNumInput parameter. More... | |
DecompParam | m_param |
Parameters. More... | |
const double * | m_objective |
Model data: objective function. More... | |
DecompAppModel | m_modelCore |
Model data: the core model (A'') More... | |
std::map< int, DecompAppModel > | m_modelRelax |
Model data: the relaxed model(s) (A') More... | |
std::map< int, std::vector < DecompAppModel > > | m_modelRelaxNest |
Model data: the relaxed (nested) model(s) (A') More... | |
DecompAlgo * | m_decompAlgo |
Pointer to the base algorithmic object. More... | |
CoinMpsIO | m_mpsIO |
MPS object for reading instances. More... | |
CoinLpIO | m_lpIO |
LP object for reading instances. More... | |
const CoinPackedMatrix * | m_matrix |
Original constraint matrix for the instance. More... | |
DecompConstraintSet * | m_modelC |
The model constraint systems used for different algos. More... | |
std::map< int, DecompConstraintSet * > | m_modelR |
std::map< int, std::vector< int > > | m_blocks |
Definition of blocks (by rows) More... | |
int | m_threadIndex |
serves as an index to track different DecompApp object during Concurrent process, where when m_threadIndex is 0, problem is solved by cutting plance from standalone solver, when it is greater than 0, it is solved by branch-and-price, More... | |
DecompModel | m_model |
map< int, DecompConstraintSet * > | m_modelCore |
map< int, DecompConstraintSet * > | m_modelRelax |
Protected Attributes | |
std::ostream * | m_osLog |
Log file. More... | |
double | m_bestKnownLB |
The best known LB/UB for this application (if known, for debugging). More... | |
double | m_bestKnownUB |
ostream * | m_osLog |
Private Member Functions | |
DecompApp (const DecompApp &) | |
DecompApp & | operator= (const DecompApp &) |
Private Attributes | |
std::string | m_classTag |
Store the name of the class (for logging/debugging) - "who am I?". More... | |
Static Private Attributes | |
static const char * | m_classTag |
The main application class.
The main application class where the user will define the model decomposition and define any application specific methods.
The main application class where the user will define the model decomposition and define any application specific methods.
Definition at line 50 of file DecompApp.h.
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Constructor for base DecompApp class.
This accepts a generic parameters object (UtilParameters) and reads in the parameter settings into the DecompApp paramter object.
Definition at line 470 of file DecompApp.h.
References DecompParam::getSettings(), m_param, and startupLog().
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Definition at line 485 of file DecompApp.h.
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Destructor.
Definition at line 507 of file DecompApp.h.
References m_modelC, m_modelR, m_objective, UTIL_DELARR, UTIL_DELPTR, and UtilDeleteMapPtr().
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Disable copy constructors.
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Definition at line 137 of file DecompApp.h.
References DecompParam::getSettings(), m_param, and startupLog().
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Definition at line 146 of file DecompApp.h.
References m_modelCore, m_modelRelax, and UTIL_DELPTR.
void DecompApp::preprocess | ( | ) |
Preprocess (standard ): on the TODO list.
void DecompApp::startupLog | ( | ) |
Print startup message to log.
Referenced by DecompApp().
int DecompApp::createModel | ( | ) |
Preprocess (standard ): on the TODO list.
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Preprocess (standard ): on the TODO list.
Definition at line 172 of file DecompApp.h.
References m_bestKnownLB.
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Preprocess (standard ): on the TODO list.
Definition at line 175 of file DecompApp.h.
References m_bestKnownUB.
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Preprocess (standard ): on the TODO list.
Definition at line 179 of file DecompApp.h.
References m_bestKnownLB.
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Preprocess (standard ): on the TODO list.
Definition at line 182 of file DecompApp.h.
References m_bestKnownUB.
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Set the model objective function.
NOTE: The user application MUST call this method.
Definition at line 192 of file DecompApp.h.
References m_objective.
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Set the model core constraint matrix.
NOTE: The user application MUST call this method.
Definition at line 208 of file DecompApp.h.
References DecompConstraintSet::hasPrepRun(), m_modelCore, DecompConstraintSet::prepareModel(), DecompAppModel::setModel(), and DecompAppModel::setModelName().
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Set the model relaxed constraint matrix (for a particular block).
NOTE: The user application MUST call this method IF they are not deriving the function DecompApp::solveRelaxed.
Definition at line 244 of file DecompApp.h.
References DecompConstraintSet::hasPrepRun(), m_modelRelax, DecompConstraintSet::prepareModel(), and UtilException.
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Set the model relaxed (nested) constraint matrix (for a particular block).
Definition at line 272 of file DecompApp.h.
References DecompConstraintSet::hasPrepRun(), m_modelRelaxNest, and DecompConstraintSet::prepareModel().
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Get a pointer to the base algorithm class.
Definition at line 288 of file DecompApp.h.
References m_decompAlgo.
Referenced by AlpsDecompSolution::print().
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Initialize the dual vector for PhaseII of PC.
The user is passed a reference to the internal data and can manipulate it directly.
This is only called when dual stabilization is used, i.e., when m_param.DualStab > 0, at the first iteration of PhaseII of PC. The vector is immediately smoothed with the initial restricted master duals. By default, the restricted mater is used as the initial dual and, therefore, no smoothing occurs in the first iteration.
Definition at line 314 of file DecompApp.h.
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Method to determine if the solution (x) is feasible to the original model.
For explicitly defined model components, like the model core constraints (A''), the feasibility of the solution is automatically checked against the constraints. In the case when the relaxed problem constraints (A') are explicitly defined - these are also checked automatically.
However, for some applications, a valid feasible constraint system cannot be explicitly defined (even for the core set of constraints). For example, think of the case of TSP, where A'' is defined as the subtour elimination constraints. These constraints are implicitly defined by deriving the method DecompApp::generateCuts. Therefore, the framework cannot automatically tell if a solution is feasible by checking against the constraint system. In this case, the user must provide this method.
[in] | x | The solution point to check. |
[in] | numCols | The number of variables. |
[in] | tolZero | The integrality tolerance (currently ignored). |
Reimplemented in VRP_DecompApp, TSP_DecompApp, DippyDecompApp, and ATM_DecompApp.
Definition at line 342 of file DecompApp.h.
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Initialize the dual vector for PhaseII of PC.
The user is passed a reference to the internal data and can manipulate it directly.
This is only called when dual stabilization is used, i.e., when m_param.DualStab > 0, at the first iteration of PhaseII of PC. The vector is immediately smoothed with the initial restricted master duals. By default, the restricted mater is used as the initial dual and, therefore, no smoothing occurs in the first iteration.
Reimplemented in DippyDecompApp.
Definition at line 348 of file DecompApp.h.
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This function allows the user to return their own dual vector to be used in the generation of new variables (in the reduced-cost calculation).
For reference, the user is given the dual vector from the restricted master (or the stabilized dual, if using m_param.DualStab).
Definition at line 362 of file DecompApp.h.
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Initialize the dual vector for PhaseII of PC.
The user is passed a reference to the internal data and can manipulate it directly.
This is only called when dual stabilization is used, i.e., when m_param.DualStab > 0, at the first iteration of PhaseII of PC. The vector is immediately smoothed with the initial restricted master duals. By default, the restricted mater is used as the initial dual and, therefore, no smoothing occurs in the first iteration.
Reimplemented in DippyDecompApp, SmallIP_DecompApp, and SmallIP_DecompApp.
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Initialize the dual vector for PhaseII of PC.
The user is passed a reference to the internal data and can manipulate it directly.
This is only called when dual stabilization is used, i.e., when m_param.DualStab > 0, at the first iteration of PhaseII of PC. The vector is immediately smoothed with the initial restricted master duals. By default, the restricted mater is used as the initial dual and, therefore, no smoothing occurs in the first iteration.
Reimplemented in VRP_DecompApp, DippyDecompApp, and TSP_DecompApp.
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Initialize the dual vector for PhaseII of PC.
The user is passed a reference to the internal data and can manipulate it directly.
This is only called when dual stabilization is used, i.e., when m_param.DualStab > 0, at the first iteration of PhaseII of PC. The vector is immediately smoothed with the initial restricted master duals. By default, the restricted mater is used as the initial dual and, therefore, no smoothing occurs in the first iteration.
Definition at line 371 of file DecompApp.h.
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Initialize the dual vector for PhaseII of PC.
The user is passed a reference to the internal data and can manipulate it directly.
This is only called when dual stabilization is used, i.e., when m_param.DualStab > 0, at the first iteration of PhaseII of PC. The vector is immediately smoothed with the initial restricted master duals. By default, the restricted mater is used as the initial dual and, therefore, no smoothing occurs in the first iteration.
Reimplemented in VRP_DecompApp, MMKP_DecompApp, DippyDecompApp, TSP_DecompApp, and SmallIP_DecompApp.
Definition at line 376 of file DecompApp.h.
References DecompSolStatNoSolution.
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Initialize the dual vector for PhaseII of PC.
The user is passed a reference to the internal data and can manipulate it directly.
This is only called when dual stabilization is used, i.e., when m_param.DualStab > 0, at the first iteration of PhaseII of PC. The vector is immediately smoothed with the initial restricted master duals. By default, the restricted mater is used as the initial dual and, therefore, no smoothing occurs in the first iteration.
Definition at line 382 of file DecompApp.h.
References DecompSolStatNoSolution.
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Initialize the dual vector for PhaseII of PC.
The user is passed a reference to the internal data and can manipulate it directly.
This is only called when dual stabilization is used, i.e., when m_param.DualStab > 0, at the first iteration of PhaseII of PC. The vector is immediately smoothed with the initial restricted master duals. By default, the restricted mater is used as the initial dual and, therefore, no smoothing occurs in the first iteration.
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Initialize the dual vector for PhaseII of PC.
The user is passed a reference to the internal data and can manipulate it directly.
This is only called when dual stabilization is used, i.e., when m_param.DualStab > 0, at the first iteration of PhaseII of PC. The vector is immediately smoothed with the initial restricted master duals. By default, the restricted mater is used as the initial dual and, therefore, no smoothing occurs in the first iteration.
Referenced by AlpsDecompSolution::print().
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Initialize applications.
Reimplemented in VRP_DecompApp, MMKP_DecompApp, GAP_DecompApp, GAP_DecompApp, TSP_DecompApp, ATM_DecompApp, MCF_DecompApp, SDPUC_DecompApp, and MILP_DecompApp.
void DecompApp::createModels | ( | ) |
Create model parts.
DecompConstraintSet* DecompApp::createModelPart | ( | const int | nRowsPart, |
const int * | rowsPart | ||
) |
void DecompApp::createModelPart | ( | DecompConstraintSet * | model, |
const int | nRowsPart, | ||
const int * | rowsPart | ||
) |
void DecompApp::createModelPartSparse | ( | DecompConstraintSet * | model, |
const int | nRowsPart, | ||
const int * | rowsPart | ||
) |
void DecompApp::readInitSolutionFile | ( | DecompVarList & | initVars | ) |
void DecompApp::readBlockFile | ( | ) |
Read block file.
const CoinPackedMatrix* DecompApp::readProblem | ( | UtilParameters & | utilParam | ) |
Read Problem.
void DecompApp::singlyBorderStructureDetection | ( | ) |
Automatically detect singly bordered structure.
void DecompApp::findActiveColumns | ( | const std::vector< int > & | rowsPart, |
std::set< int > & | activeColsSet | ||
) |
Find the active columns for some block.
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Get Intance name.
Definition at line 446 of file DecompApp.h.
References DecompParam::Instance, and m_param.
int DecompApp::createModel | ( | ) |
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Reimplemented in VRP_DecompApp, TSP_DecompApp, DippyDecompApp, and ATM_DecompApp.
Definition at line 95 of file DecompApp.h.
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Definition at line 101 of file DecompApp.h.
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Definition at line 115 of file DecompApp.h.
References STAT_UNKNOWN.
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Reimplemented in VRP_DecompApp, MMKP_DecompApp, GAP_DecompApp, GAP_DecompApp, and TSP_DecompApp.
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Store the name of the class (for logging/debugging) - "who am I?".
Definition at line 56 of file DecompApp.h.
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Log file.
Definition at line 62 of file DecompApp.h.
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The best known LB/UB for this application (if known, for debugging).
Definition at line 67 of file DecompApp.h.
Referenced by getBestKnownLB(), and setBestKnownLB().
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Definition at line 68 of file DecompApp.h.
Referenced by getBestKnownUB(), and setBestKnownUB().
int DecompApp::NumBlocks |
Number of Blocks defalut value 0 set by BlockNumInput parameter.
Definition at line 76 of file DecompApp.h.
DecompParam DecompApp::m_param |
Parameters.
Parameters.
Definition at line 81 of file DecompApp.h.
Referenced by DecompApp(), getInstanceName(), DecompAlgoD::setObjBoundIP(), DecompAlgo::setObjBoundIP(), and DecompAlgoD::solveD().
const double* DecompApp::m_objective |
Model data: objective function.
Definition at line 86 of file DecompApp.h.
Referenced by DecompAlgo::getOrigObjective(), setModelObjective(), and ~DecompApp().
DecompAppModel DecompApp::m_modelCore |
Model data: the core model (A'')
Definition at line 92 of file DecompApp.h.
Referenced by setModelCore(), and ~DecompApp().
std::map<int, DecompAppModel> DecompApp::m_modelRelax |
Model data: the relaxed model(s) (A')
Definition at line 97 of file DecompApp.h.
Referenced by setModelRelax(), and ~DecompApp().
std::map<int, std::vector<DecompAppModel> > DecompApp::m_modelRelaxNest |
Model data: the relaxed (nested) model(s) (A')
Definition at line 102 of file DecompApp.h.
Referenced by setModelRelaxNest().
DecompAlgo* DecompApp::m_decompAlgo |
Pointer to the base algorithmic object.
NOTE: only for the advanced user
Definition at line 108 of file DecompApp.h.
Referenced by DecompAlgo::DecompAlgo(), and getDecompAlgo().
CoinMpsIO DecompApp::m_mpsIO |
MPS object for reading instances.
Definition at line 117 of file DecompApp.h.
CoinLpIO DecompApp::m_lpIO |
LP object for reading instances.
Definition at line 120 of file DecompApp.h.
const CoinPackedMatrix* DecompApp::m_matrix |
Original constraint matrix for the instance.
Definition at line 124 of file DecompApp.h.
DecompConstraintSet* DecompApp::m_modelC |
The model constraint systems used for different algos.
Definition at line 129 of file DecompApp.h.
Referenced by ~DecompApp().
std::map<int, DecompConstraintSet*> DecompApp::m_modelR |
Definition at line 130 of file DecompApp.h.
Referenced by ~DecompApp().
std::map<int, std::vector<int> > DecompApp::m_blocks |
Definition of blocks (by rows)
Definition at line 135 of file DecompApp.h.
int DecompApp::m_threadIndex |
serves as an index to track different DecompApp object during Concurrent process, where when m_threadIndex is 0, problem is solved by cutting plance from standalone solver, when it is greater than 0, it is solved by branch-and-price,
Definition at line 147 of file DecompApp.h.
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Store the name of the class (for logging/debugging) - "who am I?"
Definition at line 55 of file DecompApp.h.
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Log file.
Definition at line 61 of file DecompApp.h.
DecompModel DecompApp::m_model |
Model data object.
Definition at line 72 of file DecompApp.h.
map<int, DecompConstraintSet*> DecompApp::m_modelCore |
Definition at line 73 of file DecompApp.h.
map<int, DecompConstraintSet*> DecompApp::m_modelRelax |
Definition at line 74 of file DecompApp.h.