#include <CouenneObject.hpp>
Inheritance diagram for CouenneObject:
Public Types | |
INFEASIBILITY | |
INTERVAL_LP | |
INTERVAL_LP_REV | |
INTERVAL_BR | |
INTERVAL_BR_REV | |
PROJECTDIST | |
EXPR_OBJ | |
VAR_OBJ | |
VT_OBJ | |
NO_STRATEGY | |
NO_BRANCH | |
MID_INTERVAL | |
MIN_AREA | |
BALANCED | |
LP_CENTRAL | |
LP_CLAMPED | |
enum | pseudocostMult { INFEASIBILITY, INTERVAL_LP, INTERVAL_LP_REV, INTERVAL_BR, INTERVAL_BR_REV, PROJECTDIST } |
type of up/down estimate to return for pseudocosts More... | |
enum | branch_obj { EXPR_OBJ, VAR_OBJ, VT_OBJ } |
type of object (for branching variable selection) More... | |
enum | brSelStrat { NO_STRATEGY, NO_BRANCH, MID_INTERVAL, MIN_AREA, BALANCED, LP_CENTRAL, LP_CLAMPED } |
strategy names More... | |
Public Member Functions | |
CouenneObject () | |
empty constructor (for unused objects) | |
CouenneObject (CouenneCutGenerator *cutgen, CouenneProblem *p, exprVar *ref, Bonmin::BabSetupBase *base, JnlstPtr jnlst) | |
Constructor with information for branching point selection strategy. | |
CouenneObject (exprVar *ref, Bonmin::BabSetupBase *base, JnlstPtr jnlst) | |
Constructor with lesser information, used for infeasibility only. | |
~CouenneObject () | |
Destructor. | |
CouenneObject (const CouenneObject &src) | |
Copy constructor. | |
virtual CouenneObject * | clone () const |
Cloning method. | |
void | setParameters (Bonmin::BabSetupBase *base) |
set object parameters by reading from command line | |
virtual double | infeasibility (const OsiBranchingInformation *info, int &way) const |
compute infeasibility of this variable, |w - f(x)| (where w is the auxiliary variable defined as w = f(x) | |
virtual double | checkInfeasibility (const OsiBranchingInformation *info) const |
compute infeasibility of this variable, |w - f(x)|, where w is the auxiliary variable defined as w = f(x) | |
virtual double | feasibleRegion (OsiSolverInterface *, const OsiBranchingInformation *) const |
fix (one of the) arguments of reference auxiliary variable | |
virtual OsiBranchingObject * | createBranch (OsiSolverInterface *, const OsiBranchingInformation *, int) const |
create CouenneBranchingObject or CouenneThreeWayBranchObj based on this object | |
exprVar * | Reference () const |
return reference auxiliary variable | |
enum brSelStrat | Strategy () const |
return branching point selection strategy | |
CouNumber | getBrPoint (funtriplet *ft, CouNumber x0, CouNumber l, CouNumber u) const |
pick branching point based on current strategy | |
CouNumber | midInterval (CouNumber x, CouNumber l, CouNumber u) const |
returns a point "inside enough" a given interval, or x if it already is | |
virtual double | downEstimate () const |
Return "down" estimate (for non-convex, distance old <--> new LP point). | |
virtual double | upEstimate () const |
Return "up" estimate (for non-convex, distance old <--> new LP point). | |
void | setEstimate (double est, int direction) |
set up/down estimate (0 for down, 1 for up). | |
void | setEstimates (const OsiBranchingInformation *info, CouNumber *infeasibility, CouNumber *brpt) const |
set up/down estimates based on branching information | |
virtual bool | isCuttable () const |
are we on the bad or good side of the expression? | |
virtual double | intInfeasibility (double value) const |
integer infeasibility: min {value - floor(value), ceil(value) - value} | |
Protected Attributes | |
CouenneCutGenerator * | cutGen_ |
pointer to cut generator (not necessary, can be NULL) | |
CouenneProblem * | problem_ |
pointer to Couenne problem | |
exprVar * | reference_ |
The (auxiliary) variable this branching object refers to. | |
enum brSelStrat | strategy_ |
Branching point selection strategy. | |
JnlstPtr | jnlst_ |
SmartPointer to the Journalist. | |
CouNumber | alpha_ |
Combination parameter for the mid-point branching point selection strategy. | |
CouNumber | lp_clamp_ |
Defines safe interval percentage for using LP point as a branching point. | |
CouNumber | feas_tolerance_ |
feasibility tolerance (equal to that of CouenneProblem) | |
bool | doFBBT_ |
shall we do Feasibility based Bound Tightening (FBBT) at branching? | |
bool | doConvCuts_ |
shall we add convexification cuts at branching? | |
double | downEstimate_ |
down estimate (to be used in pseudocost) | |
double | upEstimate_ |
up estimate (to be used in pseudocost) | |
enum pseudocostMult | pseudoMultType_ |
multiplier type for pseudocost |
Associated with a multi-variate function $f(x)$ and a related infeasibility $|w-f(x)|$, creates branches to help restoring feasibility
Definition at line 49 of file CouenneObject.hpp.
CouenneObject::CouenneObject | ( | ) |
empty constructor (for unused objects)
Definition at line 24 of file CouenneObject.cpp.
Referenced by clone().
CouenneObject::CouenneObject | ( | CouenneCutGenerator * | cutgen, | |
CouenneProblem * | p, | |||
exprVar * | ref, | |||
Bonmin::BabSetupBase * | base, | |||
JnlstPtr | jnlst | |||
) |
Constructor with information for branching point selection strategy.
Definition at line 43 of file CouenneObject.cpp.
References alpha_, AUX, BALANCED, J_BRANCHING(), jnlst_, LP_CENTRAL, lp_clamp_, LP_CLAMPED, MID_INTERVAL, MIN_AREA, NO_BRANCH, reference_, setParameters(), and strategy_.
CouenneObject::CouenneObject | ( | exprVar * | ref, | |
Bonmin::BabSetupBase * | base, | |||
JnlstPtr | jnlst | |||
) |
Constructor with lesser information, used for infeasibility only.
Definition at line 92 of file CouenneObject.cpp.
References setParameters().
CouenneObject::~CouenneObject | ( | ) | [inline] |
CouenneObject::CouenneObject | ( | const CouenneObject & | src | ) |
virtual CouenneObject* CouenneObject::clone | ( | ) | const [inline, virtual] |
Cloning method.
Reimplemented in CouenneComplObject, CouenneOrbitObj, CouenneVarObject, and CouenneVTObject.
Definition at line 83 of file CouenneObject.hpp.
References CouenneObject().
void CouenneObject::setParameters | ( | Bonmin::BabSetupBase * | base | ) |
set object parameters by reading from command line
Reimplemented in CouenneOrbitObj.
Definition at line 393 of file CouenneObject.cpp.
References alpha_, AUX, BALANCED, COU_EXPRCOS, COU_EXPRDIV, COU_EXPREXP, COU_EXPRINV, COU_EXPRLOG, COU_EXPRMUL, COU_EXPRPOW, COU_EXPRSIN, COUENNE_EPS, doConvCuts_, doFBBT_, feas_tolerance_, INFEASIBILITY, INTERVAL_BR, INTERVAL_BR_REV, INTERVAL_LP, INTERVAL_LP_REV, LP_CENTRAL, lp_clamp_, LP_CLAMPED, MID_INTERVAL, MIN_AREA, NO_BRANCH, PROJECTDIST, pseudoMultType_, reference_, s, and strategy_.
Referenced by CouenneObject().
double CouenneObject::infeasibility | ( | const OsiBranchingInformation * | info, | |
int & | way | |||
) | const [virtual] |
compute infeasibility of this variable, |w - f(x)| (where w is the auxiliary variable defined as w = f(x)
Reimplemented in CouenneComplObject, CouenneOrbitObj, CouenneVarObject, and CouenneVTObject.
Definition at line 299 of file CouenneObject.cpp.
References checkInfeasibility(), downEstimate_, INFEASIBILITY, intInfeasibility(), isInteger(), NO_BRANCH, problem_, pseudoMultType_, reference_, setEstimates(), strategy_, and upEstimate_.
double CouenneObject::checkInfeasibility | ( | const OsiBranchingInformation * | info | ) | const [virtual] |
compute infeasibility of this variable, |w - f(x)|, where w is the auxiliary variable defined as w = f(x)
Reimplemented in CouenneComplObject, CouenneOrbitObj, and CouenneVarObject.
Definition at line 338 of file CouenneObject.cpp.
References COUENNE_EPS, COUENNE_INFINITY, feas_tolerance_, intInfeasibility(), isInteger(), J_BRANCHING(), jnlst_, ratio(), reference_, and VAR.
Referenced by infeasibility().
double CouenneObject::feasibleRegion | ( | OsiSolverInterface * | , | |
const OsiBranchingInformation * | ||||
) | const [virtual] |
fix (one of the) arguments of reference auxiliary variable
Reimplemented in CouenneOrbitObj, and CouenneVarObject.
Definition at line 26 of file feasibleRegion.cpp.
References COU_EXPRGROUP, COU_EXPRQUAD, e, N_ARY, reference_, TOL, and UNARY.
OsiBranchingObject * CouenneObject::createBranch | ( | OsiSolverInterface * | , | |
const OsiBranchingInformation * | , | |||
int | ||||
) | const [virtual] |
create CouenneBranchingObject or CouenneThreeWayBranchObj based on this object
Debug output
Reimplemented in CouenneComplObject, CouenneOrbitObj, and CouenneVarObject.
Definition at line 135 of file CouenneObject.cpp.
References COUENNE_EPS, cutGen_, doConvCuts_, doFBBT_, downEstimate_, J_BRANCHING(), jnlst_, problem_, PROJECTDIST, pseudoMultType_, reference_, setEstimates(), TWO_LEFT, TWO_RAND, TWO_RIGHT, and upEstimate_.
exprVar* CouenneObject::Reference | ( | ) | const [inline] |
return reference auxiliary variable
Definition at line 106 of file CouenneObject.hpp.
References reference_.
Referenced by CouenneVarObject::checkInfeasibility(), CouenneVarObject::computeBranchingPoint(), CouenneVTObject::infeasibility(), and exprDiv::selectBranch().
enum brSelStrat CouenneObject::Strategy | ( | ) | const [inline] |
return branching point selection strategy
Definition at line 110 of file CouenneObject.hpp.
References strategy_.
CouNumber CouenneObject::getBrPoint | ( | funtriplet * | ft, | |
CouNumber | x0, | |||
CouNumber | l, | |||
CouNumber | u | |||
) | const |
pick branching point based on current strategy
Definition at line 274 of file CouenneObject.cpp.
References BALANCED, COUENNE_EPS, LP_CENTRAL, lp_clamp_, LP_CLAMPED, maxHeight(), MID_INTERVAL, midInterval(), MIN_AREA, minMaxDelta(), strategy_, and THRES_ZERO_SYMM.
returns a point "inside enough" a given interval, or x if it already is
Definition at line 249 of file CouenneObject.cpp.
References AGGR_MUL, alpha_, closeToBounds, COUENNE_EPS, and COUENNE_INFINITY.
Referenced by CouenneVarObject::computeBranchingPoint(), getBrPoint(), and setEstimates().
virtual double CouenneObject::downEstimate | ( | ) | const [inline, virtual] |
Return "down" estimate (for non-convex, distance old <--> new LP point).
Definition at line 121 of file CouenneObject.hpp.
References downEstimate_.
virtual double CouenneObject::upEstimate | ( | ) | const [inline, virtual] |
Return "up" estimate (for non-convex, distance old <--> new LP point).
Definition at line 130 of file CouenneObject.hpp.
References upEstimate_.
void CouenneObject::setEstimate | ( | double | est, | |
int | direction | |||
) | [inline] |
set up/down estimate (0 for down, 1 for up).
This happens in CouenneChooseStrong, where a new LP point is available and we can measure distance from old LP point. This is the denominator we use in pseudocost
Definition at line 142 of file CouenneObject.hpp.
References downEstimate_, and upEstimate_.
void CouenneObject::setEstimates | ( | const OsiBranchingInformation * | info, | |
CouNumber * | infeasibility, | |||
CouNumber * | brpt | |||
) | const |
set up/down estimates based on branching information
Definition at line 483 of file CouenneObject.cpp.
References closeToBounds, COUENNE_INFINITY, downEstimate_, INFEASIBILITY, INTERVAL_BR, INTERVAL_BR_REV, INTERVAL_LP, INTERVAL_LP_REV, isInteger(), max_pseudocost, midInterval(), PROJECTDIST, pseudoMultType_, reference_, and upEstimate_.
Referenced by createBranch(), CouenneVarObject::infeasibility(), and infeasibility().
virtual bool CouenneObject::isCuttable | ( | ) | const [inline, virtual] |
are we on the bad or good side of the expression?
Reimplemented in CouenneVarObject.
Definition at line 151 of file CouenneObject.hpp.
References isInteger(), problem_, and reference_.
virtual double CouenneObject::intInfeasibility | ( | double | value | ) | const [inline, virtual] |
integer infeasibility: min {value - floor(value), ceil(value) - value}
Definition at line 159 of file CouenneObject.hpp.
References COUENNE_EPS.
Referenced by checkInfeasibility(), CouenneVTObject::infeasibility(), CouenneVarObject::infeasibility(), and infeasibility().
CouenneCutGenerator* CouenneObject::cutGen_ [protected] |
pointer to cut generator (not necessary, can be NULL)
Definition at line 165 of file CouenneObject.hpp.
Referenced by CouenneVarObject::createBranch(), createBranch(), and CouenneComplObject::createBranch().
CouenneProblem* CouenneObject::problem_ [protected] |
pointer to Couenne problem
Definition at line 168 of file CouenneObject.hpp.
Referenced by CouenneVarObject::checkInfeasibility(), CouenneVarObject::computeBranchingPoint(), CouenneVarObject::createBranch(), createBranch(), CouenneComplObject::createBranch(), CouenneVTObject::infeasibility(), CouenneVarObject::infeasibility(), infeasibility(), CouenneVarObject::isCuttable(), and isCuttable().
exprVar* CouenneObject::reference_ [protected] |
The (auxiliary) variable this branching object refers to.
If the expression is w=f(x,y), this is w, as opposed to CouenneBranchingObject, where it would be either x or y.
Definition at line 173 of file CouenneObject.hpp.
Referenced by CouenneVarObject::checkInfeasibility(), checkInfeasibility(), CouenneComplObject::checkInfeasibility(), CouenneVarObject::computeBranchingPoint(), CouenneObject(), CouenneVarObject::CouenneVarObject(), CouenneVarObject::createBranch(), createBranch(), CouenneComplObject::createBranch(), feasibleRegion(), CouenneVarObject::feasibleRegion(), CouenneVTObject::infeasibility(), CouenneVarObject::infeasibility(), infeasibility(), CouenneComplObject::infeasibility(), CouenneVarObject::isCuttable(), isCuttable(), Reference(), setEstimates(), and setParameters().
enum brSelStrat CouenneObject::strategy_ [protected] |
Branching point selection strategy.
Definition at line 176 of file CouenneObject.hpp.
Referenced by CouenneVarObject::computeBranchingPoint(), CouenneObject(), CouenneVarObject::CouenneVarObject(), getBrPoint(), infeasibility(), setParameters(), and Strategy().
JnlstPtr CouenneObject::jnlst_ [protected] |
SmartPointer to the Journalist.
Definition at line 179 of file CouenneObject.hpp.
Referenced by checkInfeasibility(), CouenneVarObject::computeBranchingPoint(), CouenneObject(), CouenneVarObject::CouenneVarObject(), CouenneVarObject::createBranch(), createBranch(), CouenneComplObject::createBranch(), CouenneVTObject::infeasibility(), and CouenneVarObject::infeasibility().
CouNumber CouenneObject::alpha_ [protected] |
Combination parameter for the mid-point branching point selection strategy.
Definition at line 183 of file CouenneObject.hpp.
Referenced by CouenneObject(), CouenneVarObject::CouenneVarObject(), midInterval(), and setParameters().
CouNumber CouenneObject::lp_clamp_ [protected] |
Defines safe interval percentage for using LP point as a branching point.
Definition at line 186 of file CouenneObject.hpp.
Referenced by CouenneVarObject::computeBranchingPoint(), CouenneObject(), CouenneVarObject::CouenneVarObject(), getBrPoint(), and setParameters().
CouNumber CouenneObject::feas_tolerance_ [protected] |
feasibility tolerance (equal to that of CouenneProblem)
Definition at line 189 of file CouenneObject.hpp.
Referenced by checkInfeasibility(), CouenneVTObject::infeasibility(), CouenneVarObject::infeasibility(), and setParameters().
bool CouenneObject::doFBBT_ [protected] |
shall we do Feasibility based Bound Tightening (FBBT) at branching?
Definition at line 192 of file CouenneObject.hpp.
Referenced by CouenneVarObject::createBranch(), createBranch(), CouenneComplObject::createBranch(), and setParameters().
bool CouenneObject::doConvCuts_ [protected] |
shall we add convexification cuts at branching?
Definition at line 195 of file CouenneObject.hpp.
Referenced by CouenneVarObject::createBranch(), createBranch(), CouenneComplObject::createBranch(), and setParameters().
double CouenneObject::downEstimate_ [mutable, protected] |
down estimate (to be used in pseudocost)
Definition at line 198 of file CouenneObject.hpp.
Referenced by CouenneVarObject::computeBranchingPoint(), createBranch(), downEstimate(), CouenneVTObject::infeasibility(), CouenneVarObject::infeasibility(), infeasibility(), setEstimate(), and setEstimates().
double CouenneObject::upEstimate_ [mutable, protected] |
up estimate (to be used in pseudocost)
Definition at line 201 of file CouenneObject.hpp.
Referenced by CouenneVarObject::computeBranchingPoint(), createBranch(), CouenneVTObject::infeasibility(), CouenneVarObject::infeasibility(), infeasibility(), setEstimate(), setEstimates(), and upEstimate().
enum pseudocostMult CouenneObject::pseudoMultType_ [protected] |
multiplier type for pseudocost
Definition at line 204 of file CouenneObject.hpp.
Referenced by CouenneVarObject::computeBranchingPoint(), createBranch(), CouenneVarObject::infeasibility(), infeasibility(), setEstimates(), and setParameters().