Couenne::CouenneObject Class Reference

OsiObject for auxiliary variables $w=f(x)$. More...

#include <CouenneObject.hpp>

Inheritance diagram for Couenne::CouenneObject:

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List of all members.

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 CouenneObjectclone () 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
exprVarReference () 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 OsiBranchingInformation *info=NULL) const
 pick branching point based on current strategy
CouNumber midInterval (CouNumber x, CouNumber l, CouNumber u, const OsiBranchingInformation *info=NULL) 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, double lb, double ub) const
 integer infeasibility: min {value - floor(value), ceil(value) - value}
CouNumber lp_clamp () const
 Defines safe interval percentage for using LP point as a branching point.

Protected Attributes

CouenneCutGeneratorcutGen_
 pointer to cut generator (not necessary, can be NULL)
CouenneProblemproblem_
 pointer to Couenne problem
exprVarreference_
 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

Detailed Description

OsiObject for auxiliary variables $w=f(x)$.

Associated with a multi-variate function $f(x)$ and a related infeasibility $|w-f(x)|$, creates branches to help restoring feasibility

Definition at line 57 of file CouenneObject.hpp.


Member Enumeration Documentation

enum Couenne::CouenneObject::pseudocostMult

type of up/down estimate to return for pseudocosts

Enumerator:
INFEASIBILITY 
INTERVAL_LP 
INTERVAL_LP_REV 
INTERVAL_BR 
INTERVAL_BR_REV 
PROJECTDIST 

Definition at line 62 of file CouenneObject.hpp.

enum Couenne::CouenneObject::branch_obj

type of object (for branching variable selection)

Enumerator:
EXPR_OBJ 
VAR_OBJ 
VT_OBJ 

Definition at line 68 of file CouenneObject.hpp.

enum Couenne::CouenneObject::brSelStrat

strategy names

Enumerator:
NO_STRATEGY 
NO_BRANCH 
MID_INTERVAL 
MIN_AREA 
BALANCED 
LP_CENTRAL 
LP_CLAMPED 

Definition at line 71 of file CouenneObject.hpp.


Constructor & Destructor Documentation

CouenneObject::CouenneObject (  ) 

empty constructor (for unused objects)

Definition at line 23 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 42 of file CouenneObject.cpp.

References alpha_, Couenne::AUX, BALANCED, Couenne::J_BRANCHING(), jnlst_, LP_CENTRAL, lp_clamp_, LP_CLAMPED, MID_INTERVAL, MIN_AREA, NO_BRANCH, print(), reference_, setParameters(), and strategy_.

CouenneObject::CouenneObject ( exprVar ref,
Bonmin::BabSetupBase base,
JnlstPtr  jnlst 
)

Constructor with lesser information, used for infeasibility only.

Definition at line 91 of file CouenneObject.cpp.

References setParameters().

Couenne::CouenneObject::~CouenneObject (  )  [inline]

Destructor.

Definition at line 85 of file CouenneObject.hpp.

CouenneObject::CouenneObject ( const CouenneObject src  ) 

Copy constructor.

Definition at line 116 of file CouenneObject.cpp.


Member Function Documentation

virtual CouenneObject* Couenne::CouenneObject::clone (  )  const [inline, virtual]

Cloning method.

Reimplemented in Couenne::CouenneComplObject, Couenne::CouenneVarObject, and Couenne::CouenneVTObject.

Definition at line 91 of file CouenneObject.hpp.

References CouenneObject().

void CouenneObject::setParameters ( Bonmin::BabSetupBase base  ) 

set object parameters by reading from command line

Definition at line 470 of file CouenneObject.cpp.

References alpha_, Couenne::AUX, BALANCED, Couenne::COU_EXPRCOS, Couenne::COU_EXPRDIV, Couenne::COU_EXPREXP, Couenne::COU_EXPRINV, Couenne::COU_EXPRLOG, Couenne::COU_EXPRMUL, Couenne::COU_EXPRPOW, Couenne::COU_EXPRSIN, COUENNE_EPS, Couenne::default_alpha, Couenne::default_clamp, 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 Couenne::CouenneComplObject, Couenne::CouenneVarObject, and Couenne::CouenneVTObject.

Definition at line 361 of file CouenneObject.cpp.

References checkInfeasibility(), downEstimate_, INFEASIBILITY, intInfeasibility(), Couenne::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 Couenne::CouenneComplObject, and Couenne::CouenneVarObject.

Definition at line 406 of file CouenneObject.cpp.

References Couenne::expression::AUX_GEQ, Couenne::expression::AUX_LEQ, COUENNE_EPS, COUENNE_INFINITY, feas_tolerance_, intInfeasibility(), Couenne::isInteger(), Couenne::J_BRANCHING(), jnlst_, print(), ratio(), reference_, and Couenne::VAR.

Referenced by infeasibility().

double CouenneObject::feasibleRegion ( OsiSolverInterface *  ,
const OsiBranchingInformation *   
) const [virtual]

fix (one of the) arguments of reference auxiliary variable

Reimplemented in Couenne::CouenneVarObject.

Definition at line 28 of file feasibleRegion.cpp.

References Couenne::COU_EXPRGROUP, Couenne::COU_EXPRQUAD, e, Couenne::N_ARY, reference_, TOL, and Couenne::UNARY.

OsiBranchingObject * CouenneObject::createBranch ( OsiSolverInterface *  ,
const OsiBranchingInformation *  ,
int   
) const [virtual]

create CouenneBranchingObject or CouenneThreeWayBranchObj based on this object

Debug output

Reimplemented in Couenne::CouenneComplObject, and Couenne::CouenneVarObject.

Definition at line 148 of file CouenneObject.cpp.

References COUENNE_EPS, cutGen_, doConvCuts_, doFBBT_, downEstimate_, Couenne::J_BRANCHING(), jnlst_, print(), problem_, PROJECTDIST, pseudoMultType_, reference_, setEstimates(), Couenne::TWO_LEFT, Couenne::TWO_RAND, Couenne::TWO_RIGHT, and upEstimate_.

exprVar* Couenne::CouenneObject::Reference (  )  const [inline]

return reference auxiliary variable

Definition at line 114 of file CouenneObject.hpp.

References reference_.

Referenced by Couenne::CouenneVarObject::checkInfeasibility(), Couenne::CouenneChooseStrong::chooseVariable(), Couenne::CouenneVarObject::computeBranchingPoint(), Couenne::CouenneChooseStrong::doStrongBranching(), Couenne::CouenneChooseStrong::goodCandidate(), Couenne::CouenneVTObject::infeasibility(), and Couenne::exprDiv::selectBranch().

enum brSelStrat Couenne::CouenneObject::Strategy (  )  const [inline]

return branching point selection strategy

Definition at line 118 of file CouenneObject.hpp.

References strategy_.

CouNumber CouenneObject::getBrPoint ( funtriplet ft,
CouNumber  x0,
CouNumber  l,
CouNumber  u,
const OsiBranchingInformation *  info = NULL 
) const

pick branching point based on current strategy

Definition at line 334 of file CouenneObject.cpp.

References BALANCED, COUENNE_EPS, LP_CENTRAL, lp_clamp_, LP_CLAMPED, Couenne::maxHeight(), MID_INTERVAL, midInterval(), MIN_AREA, Couenne::minMaxDelta(), strategy_, and THRES_ZERO_SYMM.

CouNumber CouenneObject::midInterval ( CouNumber  x,
CouNumber  l,
CouNumber  u,
const OsiBranchingInformation *  info = NULL 
) const

returns a point "inside enough" a given interval, or x if it already is.

Modify alpha_ using gap provided by info

Definition at line 266 of file CouenneObject.cpp.

References AGGR_MUL, alpha_, Couenne::closeToBounds, COUENNE_EPS, COUENNE_INFINITY, Couenne::Couenne_large_bound, e, Couenne::large_bound, and problem_.

Referenced by Couenne::CouenneVarObject::computeBranchingPoint(), Couenne::CouenneVarObject::createBranch(), getBrPoint(), and setEstimates().

virtual double Couenne::CouenneObject::downEstimate (  )  const [inline, virtual]

Return "down" estimate (for non-convex, distance old <--> new LP point).

Definition at line 129 of file CouenneObject.hpp.

References downEstimate_.

virtual double Couenne::CouenneObject::upEstimate (  )  const [inline, virtual]

Return "up" estimate (for non-convex, distance old <--> new LP point).

Definition at line 138 of file CouenneObject.hpp.

References upEstimate_.

void Couenne::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 150 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 571 of file CouenneObject.cpp.

References Couenne::closeToBounds, COUENNE_INFINITY, downEstimate_, e, INFEASIBILITY, INTERVAL_BR, INTERVAL_BR_REV, INTERVAL_LP, INTERVAL_LP_REV, Couenne::max_pseudocost, midInterval(), PROJECTDIST, pseudoMultType_, reference_, and upEstimate_.

Referenced by createBranch(), Couenne::CouenneVarObject::infeasibility(), and infeasibility().

virtual bool Couenne::CouenneObject::isCuttable (  )  const [inline, virtual]

are we on the bad or good side of the expression?

Reimplemented in Couenne::CouenneVarObject.

Definition at line 159 of file CouenneObject.hpp.

References Couenne::isInteger(), problem_, and reference_.

double CouenneObject::intInfeasibility ( double  value,
double  lb,
double  ub 
) const [virtual]

integer infeasibility: min {value - floor(value), ceil(value) - value}

Handle special cases so that Cbc and Couenne agree. Also, check out-of-bounds values.

Definition at line 137 of file CouenneObject.cpp.

References COUENNE_EPS.

Referenced by checkInfeasibility(), Couenne::CouenneVTObject::infeasibility(), Couenne::CouenneVarObject::infeasibility(), and infeasibility().

CouNumber Couenne::CouenneObject::lp_clamp (  )  const [inline]

Defines safe interval percentage for using LP point as a branching point.

Definition at line 170 of file CouenneObject.hpp.

References lp_clamp_.


Member Data Documentation

CouenneCutGenerator* Couenne::CouenneObject::cutGen_ [protected]

pointer to cut generator (not necessary, can be NULL)

Definition at line 176 of file CouenneObject.hpp.

Referenced by Couenne::CouenneVarObject::createBranch(), createBranch(), and Couenne::CouenneComplObject::createBranch().

CouenneProblem* Couenne::CouenneObject::problem_ [protected]

pointer to Couenne problem

Definition at line 179 of file CouenneObject.hpp.

Referenced by Couenne::CouenneVarObject::checkInfeasibility(), Couenne::CouenneVarObject::computeBranchingPoint(), Couenne::CouenneVarObject::createBranch(), createBranch(), Couenne::CouenneComplObject::createBranch(), Couenne::CouenneVTObject::infeasibility(), Couenne::CouenneVarObject::infeasibility(), infeasibility(), Couenne::CouenneVarObject::isCuttable(), isCuttable(), and midInterval().

exprVar* Couenne::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 184 of file CouenneObject.hpp.

Referenced by Couenne::CouenneVarObject::checkInfeasibility(), checkInfeasibility(), Couenne::CouenneComplObject::checkInfeasibility(), Couenne::CouenneVarObject::computeBranchingPoint(), CouenneObject(), Couenne::CouenneVarObject::CouenneVarObject(), Couenne::CouenneVarObject::createBranch(), createBranch(), Couenne::CouenneComplObject::createBranch(), feasibleRegion(), Couenne::CouenneVarObject::feasibleRegion(), Couenne::CouenneVTObject::infeasibility(), Couenne::CouenneVarObject::infeasibility(), infeasibility(), Couenne::CouenneComplObject::infeasibility(), Couenne::CouenneVarObject::isCuttable(), isCuttable(), Reference(), setEstimates(), and setParameters().

enum brSelStrat Couenne::CouenneObject::strategy_ [protected]

Branching point selection strategy.

Definition at line 187 of file CouenneObject.hpp.

Referenced by Couenne::CouenneVarObject::computeBranchingPoint(), CouenneObject(), Couenne::CouenneVarObject::CouenneVarObject(), Couenne::CouenneVarObject::createBranch(), getBrPoint(), infeasibility(), setParameters(), and Strategy().

JnlstPtr Couenne::CouenneObject::jnlst_ [protected]

SmartPointer to the Journalist.

Definition at line 190 of file CouenneObject.hpp.

Referenced by checkInfeasibility(), Couenne::CouenneVarObject::computeBranchingPoint(), CouenneObject(), Couenne::CouenneVarObject::CouenneVarObject(), Couenne::CouenneVarObject::createBranch(), createBranch(), Couenne::CouenneComplObject::createBranch(), Couenne::CouenneVTObject::infeasibility(), and Couenne::CouenneVarObject::infeasibility().

CouNumber Couenne::CouenneObject::alpha_ [protected]

Combination parameter for the mid-point branching point selection strategy.

Definition at line 194 of file CouenneObject.hpp.

Referenced by CouenneObject(), Couenne::CouenneVarObject::CouenneVarObject(), midInterval(), and setParameters().

CouNumber Couenne::CouenneObject::lp_clamp_ [protected]

Defines safe interval percentage for using LP point as a branching point.

Definition at line 197 of file CouenneObject.hpp.

Referenced by Couenne::CouenneVarObject::computeBranchingPoint(), CouenneObject(), Couenne::CouenneVarObject::CouenneVarObject(), Couenne::CouenneVarObject::createBranch(), getBrPoint(), lp_clamp(), and setParameters().

CouNumber Couenne::CouenneObject::feas_tolerance_ [protected]

feasibility tolerance (equal to that of CouenneProblem)

Definition at line 200 of file CouenneObject.hpp.

Referenced by checkInfeasibility(), Couenne::CouenneVTObject::infeasibility(), Couenne::CouenneVarObject::infeasibility(), and setParameters().

bool Couenne::CouenneObject::doFBBT_ [protected]

shall we do Feasibility based Bound Tightening (FBBT) at branching?

Definition at line 203 of file CouenneObject.hpp.

Referenced by Couenne::CouenneVarObject::createBranch(), createBranch(), Couenne::CouenneComplObject::createBranch(), and setParameters().

bool Couenne::CouenneObject::doConvCuts_ [protected]

shall we add convexification cuts at branching?

Definition at line 206 of file CouenneObject.hpp.

Referenced by Couenne::CouenneVarObject::createBranch(), createBranch(), Couenne::CouenneComplObject::createBranch(), and setParameters().

double Couenne::CouenneObject::downEstimate_ [mutable, protected]

down estimate (to be used in pseudocost)

Definition at line 209 of file CouenneObject.hpp.

Referenced by Couenne::CouenneVarObject::computeBranchingPoint(), createBranch(), downEstimate(), Couenne::CouenneVTObject::infeasibility(), Couenne::CouenneVarObject::infeasibility(), infeasibility(), setEstimate(), and setEstimates().

double Couenne::CouenneObject::upEstimate_ [mutable, protected]

up estimate (to be used in pseudocost)

Definition at line 212 of file CouenneObject.hpp.

Referenced by Couenne::CouenneVarObject::computeBranchingPoint(), createBranch(), Couenne::CouenneVTObject::infeasibility(), Couenne::CouenneVarObject::infeasibility(), infeasibility(), setEstimate(), setEstimates(), and upEstimate().

enum pseudocostMult Couenne::CouenneObject::pseudoMultType_ [protected]

multiplier type for pseudocost

Definition at line 215 of file CouenneObject.hpp.

Referenced by Couenne::CouenneVarObject::computeBranchingPoint(), createBranch(), Couenne::CouenneVarObject::infeasibility(), infeasibility(), setEstimates(), and setParameters().


The documentation for this class was generated from the following files:
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