Couenne::CouenneProblem Class Reference

Class for MINLP problems with symbolic information. More...

#include <CouenneProblem.hpp>

Collaboration diagram for Couenne::CouenneProblem:

Collaboration graph
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List of all members.

Public Types

 MulSepNone
 MulSepSimple
 MulSepTight
enum  multiSep { MulSepNone, MulSepSimple, MulSepTight }
 Type of multilinear separation. More...

Public Member Functions

 CouenneProblem (ASL *=NULL, Bonmin::BabSetupBase *base=NULL, JnlstPtr jnlst=NULL)
 Constructor.
 CouenneProblem (const CouenneProblem &)
 Copy constructor.
 ~CouenneProblem ()
 Destructor.
void initOptions (Ipopt::SmartPtr< Ipopt::OptionsList > options)
 initializes parameters like doOBBT
CouenneProblemclone () const
 Clone method (for use within CouenneCutGenerator::clone).
int nObjs () const
 Get number of objectives.
int nCons () const
 Get number of constraints.
int nOrigCons () const
 Get number of original constraints.
int nOrigVars () const
 Number of orig. variables.
int nDefVars () const
 Number of def'd variables.
int nOrigIntVars () const
 Number of original integers.
int nIntVars () const
 Number of integer variables.
int nVars () const
 Total number of variables.
void setNDefVars (int ndefined__)
std::vector< int > * Find_Orbit (int) const
void sym_setup ()
void Compute_Symmetry () const
void Print_Orbits () const
void ChangeBounds (const double *, const double *, int) const
bool compare (register Node &a, register Node &b) const
NautygetNtyInfo ()
void setupSymmetry ()
 empty if no NTY, symmetry data structure setup otherwise
int evalOrder (int i) const
 get evaluation order index
int * evalVector ()
 get evaluation order vector (numbering_)
CouenneConstraintCon (int i) const
 i-th constraint
CouenneObjectiveObj (int i) const
 i-th objective
exprVarVar (int i) const
 Return pointer to i-th variable.
std::vector< exprVar * > & Variables ()
 Return vector of variables (symbolic representation).
std::set< exprAux *, compExpr > *& AuxSet ()
 Return pointer to set for comparisons.
DepGraphgetDepGraph ()
 Return pointer to dependence graph.
Domaindomain () const
 return current point & bounds
std::vector< expression * > & commonExprs ()
CouNumberX (int i) const
 $x_i$
CouNumberLb (int i) const
 lower bound on $x_i$
CouNumberUb (int i) const
 upper bound on $x_i$
CouNumberX () const
 Return vector of variables.
CouNumberLb () const
 Return vector of lower bounds.
CouNumberUb () const
 Return vector of upper bounds.
CouNumber *& bestSol () const
 Best known solution (read from file).
CouNumber bestObj () const
 Objective of best known solution.
bool *& Commuted ()
 Get vector of commuted variables.
void addObjective (expression *, const std::string &="min")
 Add (non linear) objective function.
void addEQConstraint (expression *, expression *=NULL)
 Add equality constraint $ h(x) = b$.
void addGEConstraint (expression *, expression *=NULL)
 Add $\ge$ constraint, $h(x)\ge b$.
void addLEConstraint (expression *, expression *=NULL)
 Add $\le$ constraint, $h(x)\le b$.
void addRNGConstraint (expression *, expression *=NULL, expression *=NULL)
 Add range constraint, $a\le h(x)\le b$.
void setObjective (int indObj=0, expression *=NULL, const std::string &="min")
 Add (non linear) objective function.
expressionaddVariable (bool isint=false, Domain *d=NULL)
 Add original variable.
exprAuxaddAuxiliary (expression *)
 Add auxiliary variable and associate it with expression given as argument (used in standardization).
void reformulate (CouenneCutGenerator *=NULL)
 preprocess problem in order to extract linear relaxations etc.
bool standardize ()
 Break problem's nonlinear constraints in simple expressions to be convexified later.
void print (std::ostream &=std::cout)
 Display current representation of problem: objective, linear and nonlinear constraints, and auxiliary variables.
bool doFBBT () const
 shall we do Feasibility Based Bound Tightening?
bool doRCBT () const
 shall we do reduced cost Bound Tightening?
bool doOBBT () const
 shall we do Optimality Based Bound Tightening?
bool doABT () const
 shall we do Aggressive Bound Tightening?
int logObbtLev () const
 How often shall we do OBBT?
int logAbtLev () const
 How often shall we do ABT?
void writeAMPL (const std::string &fname, bool aux)
 Write nonlinear problem to a .mod file (with lots of defined variables).
void writeGAMS (const std::string &fname)
 Write nonlinear problem to a .gms file.
void initAuxs () const
 Initialize auxiliary variables and their bounds from original variables.
void getAuxs (CouNumber *) const
 Get auxiliary variables from original variables.
bool boundTightening (t_chg_bounds *, Bonmin::BabInfo *=NULL) const
 tighten bounds using propagation, implied bounds and reduced costs
bool btCore (t_chg_bounds *chg_bds) const
 core of the bound tightening procedure
int obbt (const CouenneCutGenerator *cg, const OsiSolverInterface &csi, OsiCuts &cs, const CglTreeInfo &info, Bonmin::BabInfo *babInfo, t_chg_bounds *chg_bds)
 Optimality Based Bound Tightening.
bool aggressiveBT (Bonmin::OsiTMINLPInterface *nlp, t_chg_bounds *, const CglTreeInfo &info, Bonmin::BabInfo *=NULL) const
 aggressive bound tightening.
int redCostBT (const OsiSolverInterface *psi, t_chg_bounds *chg_bds) const
 procedure to strengthen variable bounds.
int tightenBounds (t_chg_bounds *) const
 "Forward" bound tightening, that is, propagate bound of variable $x$ in an expression $w = f(x)$ to the bounds of $w$.
int impliedBounds (t_chg_bounds *) const
 "Backward" bound tightening, aka implied bounds.
void fillQuadIndices ()
 Look for quadratic terms to be used with SDP cuts.
void fillObjCoeff (double *&)
 Fill vector with coefficients of objective function.
void auxiliarize (exprVar *, exprVar *=NULL)
 Replace all occurrences of original variable with new aux given as argument.
void setCutOff (CouNumber cutoff, const CouNumber *sol=NULL) const
 Set cutoff.
void resetCutOff (CouNumber value=COUENNE_INFINITY) const
 Reset cutoff.
CouNumber getCutOff () const
 Get cutoff.
CouNumbergetCutOffSol () const
 Get cutoff solution.
void installCutOff () const
 Make cutoff known to the problem.
ConstJnlstPtr Jnlst () const
 Provide Journalist.
bool checkNLP (const double *solution, double &obj, bool recompute=false) const
 Check if solution is MINLP feasible.
int getIntegerCandidate (const double *xFrac, double *xInt, double *lb, double *ub) const
 generate integer NLP point Y starting from fractional solution using bound tightening
bool readOptimum (std::string *fname=NULL)
 Read best known solution from file given in argument.
exprAuxlinStandardize (bool addAux, CouNumber c0, LinMap &lmap, QuadMap &qmap)
 standardization of linear exprOp's
int splitAux (CouNumber, expression *, expression *&, bool *, enum expression::auxSign &)
 split a constraint w - f(x) = c into w's index (it is returned) and rest = f(x) + c
void indcoe2vector (int *indexL, CouNumber *coeff, std::vector< std::pair< exprVar *, CouNumber > > &lcoeff)
 translates pair (indices, coefficients) into vector with pointers to variables
void indcoe2vector (int *indexI, int *indexJ, CouNumber *coeff, std::vector< quadElem > &qcoeff)
 translates triplet (indicesI, indicesJ, coefficients) into vector with pointers to variables
void decomposeTerm (expression *term, CouNumber initCoe, CouNumber &c0, LinMap &lmap, QuadMap &qmap)
 given (expression *) element of sum, returns (coe,ind0,ind1) depending on element:
const std::string & problemName () const
 return problem name
void setProblemName (std::string &problemName__)
const std::vector< std::set<
int > > & 
Dependence () const
 return inverse dependence structure
const std::vector< CouenneObject * > & Objects () const
 return object vector
int findSOS (CbcModel *CbcModelPtr, OsiSolverInterface *solver, OsiObject **objects)
 find SOS constraints in problem
void setMaxCpuTime (double time)
 set maximum CPU time
double getMaxCpuTime () const
 return maximum CPU time
void setBase (Bonmin::BabSetupBase *base)
 save CouenneBase
void createUnusedOriginals ()
 Some originals may be unused due to their zero multiplicity (that happens when they are duplicates).
void restoreUnusedOriginals (CouNumber *=NULL) const
 Some originals may be unused due to their zero multiplicity (that happens when they are duplicates).
int * unusedOriginalsIndices ()
 return indices of neglected redundant variables
int nUnusedOriginals ()
 number of unused originals
enum multiSep MultilinSep () const
 return type of separator for multilinear terms
bool fbbtReachedIterLimit () const
 true if latest call to FBBT terminated due to iteration limit reached
bool orbitalBranching () const
 return true if orbital branching activated
void setCheckAuxBounds (bool value)
 set the value for checkAuxBounds.
bool checkAuxBounds () const
 return true if bounds of auxiliary variables have to be satisfied whenever a solution is tested for MINLP feasibiliry
enum TrilinDecompType getTrilinDecompType ()
 return type of decomposition of quadrilinear terms
Bonmin::BabSetupBasebonBase () const
 options
int getLastPrioSort () const
void setLastPrioSort (int givenLastPS)
CouenneRecordBestSolgetRecordBestSol () const
 returns recorded best solution
double getFeasTol ()
 returns feasibility tolerance
double checkObj (const CouNumber *sol, const double &precision) const
 Recompute objective value for sol.
bool checkInt (const CouNumber *sol, const int from, const int upto, const std::vector< int > listInt, const bool origVarOnly, const bool stopAtFirstViol, const double precision, double &maxViol) const
 check integrality of vars in sol with index between from and upto (original vars only if origVarOnly == true); return true if all integer vars are within precision of an integer value
bool checkBounds (const CouNumber *sol, const bool stopAtFirstViol, const double precision, double &maxViol) const
 Check bounds; returns true iff feasible for given precision.
bool checkAux (const CouNumber *sol, const bool stopAtFirstViol, const double precision, double &maxViol) const
 returns true iff value of all auxilliaries are within bounds
bool checkCons (const CouNumber *sol, const bool stopAtFirstViol, const double precision, double &maxViol) const
 returns true iff value of all auxilliaries are within bounds
bool checkNLP2 (const double *solution, const double obj, const bool careAboutObj, const bool stopAtFirstViol, const bool checkAll, const double precision) const
 if careAboutObj is set to true, then stopAtFirstViol must be set to false too.

Static Public Member Functions

static void registerOptions (Ipopt::SmartPtr< Bonmin::RegisteredOptions > roptions)
 Add list of options to be read from file.

Public Attributes

int minDepthPrint_
int minNodePrint_
bool doPrint_
std::vector< Nodenode_info
Nautynauty_info
myclass0 node_sort
myclass index_sort

Protected Member Functions

int fake_tighten (char direction, int index, const double *X, CouNumber *olb, CouNumber *oub, t_chg_bounds *chg_bds, t_chg_bounds *f_chg) const
 single fake tightening.
int obbtInner (OsiSolverInterface *, OsiCuts &, t_chg_bounds *, Bonmin::BabInfo *) const
 Optimality Based Bound Tightening -- inner loop.
int obbt_iter (OsiSolverInterface *csi, t_chg_bounds *chg_bds, const CoinWarmStart *warmstart, Bonmin::BabInfo *babInfo, double *objcoe, int sense, int index) const
 Iteration on one variable.
int call_iter (OsiSolverInterface *csi, t_chg_bounds *chg_bds, const CoinWarmStart *warmstart, Bonmin::BabInfo *babInfo, double *objcoe, enum nodeType type, int sense) const
void analyzeSparsity (CouNumber, LinMap &, QuadMap &)
 analyze sparsity of potential exprQuad/exprGroup and change linear/quadratic maps accordingly, if necessary by adding new auxiliary variables and including them in the linear map
void flattenMul (expression *mul, CouNumber &coe, std::map< int, CouNumber > &indices)
 re-organizes multiplication and stores indices (and exponents) of its variables
void realign ()
 clear all spurious variables pointers not referring to the variables_ vector
void fillDependence (Bonmin::BabSetupBase *base, CouenneCutGenerator *=NULL)
 fill dependence_ structure
void fillIntegerRank () const
 fill freeIntegers_ array
int testIntFix (int index, CouNumber xFrac, enum fixType *fixed, CouNumber *xInt, CouNumber *dualL, CouNumber *dualR, CouNumber *olb, CouNumber *oub, bool patient) const
 Test fixing of an integer variable (used in getIntegerCandidate()).

Protected Attributes

std::string problemName_
 problem name
std::vector< exprVar * > variables_
 Variables (original, auxiliary, and defined).
std::vector< CouenneObjective * > objectives_
 Objectives.
std::vector< CouenneConstraint * > constraints_
 Constraints.
std::vector< expression * > commonexprs_
 AMPL's common expressions (read from AMPL through structures cexps and cexps1).
Domain domain_
 current point and bounds;
std::set< exprAux *, compExpr > * auxSet_
 Expression map for comparison in standardization and to count occurrences of an auxiliary.
int curnvars_
 Number of elements in the x_, lb_, ub_ arrays.
int nIntVars_
 Number of discrete variables.
CouNumberoptimum_
 Best solution known to be loaded from file -- for testing purposes.
CouNumber bestObj_
 Best known objective function.
int * quadIndex_
 Indices of variables appearing in products (used for SDP cuts).
bool * commuted_
 Variables that have commuted to auxiliary.
int * numbering_
 numbering of variables.
int ndefined_
 Number of "defined variables" (aka "common expressions").
DepGraphgraph_
 Dependence (acyclic) graph: shows dependence of all auxiliary variables on one another and on original variables.
int nOrigVars_
 Number of original variables.
int nOrigCons_
 Number of original constraints (disregarding those that turned into auxiliary variable definition).
int nOrigIntVars_
 Number of original integer variables.
GlobalCutOffpcutoff_
 Pointer to a global cutoff object.
bool created_pcutoff_
 flag indicating if this class is creator of global cutoff object
bool doFBBT_
 do Feasibility-based bound tightening
bool doRCBT_
 do reduced cost bound tightening
bool doOBBT_
 do Optimality-based bound tightening
bool doABT_
 do Aggressive bound tightening
int logObbtLev_
 frequency of Optimality-based bound tightening
int logAbtLev_
 frequency of Aggressive bound tightening
JnlstPtr jnlst_
 SmartPointer to the Journalist.
CouNumber opt_window_
 window around known optimum (for testing purposes)
bool useQuadratic_
 Use quadratic expressions?
CouNumber feas_tolerance_
 feasibility tolerance (to be used in checkNLP)
std::vector< std::set< int > > dependence_
 inverse dependence structure: for each variable x give set of auxiliary variables (or better, their indices) whose expression depends on x
std::vector< CouenneObject * > objects_
 vector of pointer to CouenneObjects.
int * integerRank_
 each element is true if variable is integer and, if auxiliary, depends on no integer
std::vector< int > numberInRank_
 numberInRank_ [i] is the number of integer variables in rank i
double maxCpuTime_
 maximum cpu time
Bonmin::BabSetupBasebonBase_
 options
ASL * asl_
 AMPL structure pointer (temporary --- looking forward to embedding into OS...).
int * unusedOriginalsIndices_
 some originals may be unused due to their zero multiplicity (that happens when they are duplicates).
int nUnusedOriginals_
 number of unused originals
int lastPrioSort_
Couenne::CouenneRecordBestSolrecBSol
enum multiSep multilinSep_
 Type of Multilinear separation.
int max_fbbt_iter_
 number of FBBT iterations
bool fbbtReachedIterLimit_
 true if FBBT exited for iteration limits as opposed to inability to further tighten bounds
bool orbitalBranching_
 use orbital branching?
bool checkAuxBounds_
 check bounds on auxiliary variables when verifying MINLP feasibility of a solution.
enum TrilinDecompType trilinDecompType_
 return type of decomposition of quadrilinear terms

Private Types

 UNFIXED
 FIXED
 CONTINUOUS
enum  fixType { UNFIXED, FIXED, CONTINUOUS }
 structure to record fixed, non-fixed, and continuous variables More...

Friends

class exprMul

Detailed Description

Class for MINLP problems with symbolic information.

It is read from an AMPL .nl file and contains variables, AMPL's "defined variables" (aka common expressions), objective(s), and constraints in the form of expression's. Changes throughout the program occur in standardization.

Definition at line 149 of file CouenneProblem.hpp.


Member Enumeration Documentation

enum Couenne::CouenneProblem::fixType [private]

structure to record fixed, non-fixed, and continuous variables

Enumerator:
UNFIXED 
FIXED 
CONTINUOUS 

Definition at line 154 of file CouenneProblem.hpp.

enum Couenne::CouenneProblem::multiSep

Type of multilinear separation.

Enumerator:
MulSepNone 
MulSepSimple 
MulSepTight 

Definition at line 159 of file CouenneProblem.hpp.


Constructor & Destructor Documentation

CouenneProblem::CouenneProblem ( ASL *  = NULL,
Bonmin::BabSetupBase base = NULL,
JnlstPtr  jnlst = NULL 
)

Constructor.

Definition at line 43 of file CouenneProblemConstructors.cpp.

References auxSet_, doPrint_, initOptions(), Couenne::J_PROBLEM(), jnlst_, lastPrioSort_, minDepthPrint_, minNodePrint_, and recBSol.

Referenced by clone().

CouenneProblem::CouenneProblem ( const CouenneProblem  ) 

Copy constructor.

Definition at line 116 of file CouenneProblemConstructors.cpp.

References clone(), Con(), constraints_, Couenne::CouenneRecordBestSol::CouenneRecordBestSol(), domain_, doPrint_, integerRank_, lastPrioSort_, minDepthPrint_, minNodePrint_, nCons(), nObjs(), numbering_, nUnusedOriginals_, nVars(), Obj(), objectives_, objects_, optimum_, realign(), recBSol, unusedOriginalsIndices_, Var(), and variables_.

CouenneProblem::~CouenneProblem (  ) 

Destructor.

Definition at line 205 of file CouenneProblemConstructors.cpp.

References commuted_, constraints_, created_pcutoff_, graph_, integerRank_, numbering_, nVars(), objectives_, objects_, optimum_, pcutoff_, recBSol, unusedOriginalsIndices_, and variables_.


Member Function Documentation

void CouenneProblem::initOptions ( Ipopt::SmartPtr< Ipopt::OptionsList >  options  ) 

initializes parameters like doOBBT

Definition at line 247 of file CouenneProblemConstructors.cpp.

References Couenne::bi_tri, doABT_, doFBBT_, doOBBT_, doRCBT_, feas_tolerance_, logAbtLev_, logObbtLev_, max_fbbt_iter_, MulSepNone, MulSepSimple, MulSepTight, multilinSep_, opt_window_, orbitalBranching_, Couenne::rAI, s, Couenne::treeDecomp, Couenne::tri_bi, trilinDecompType_, and useQuadratic_.

Referenced by CouenneProblem(), and main().

CouenneProblem* Couenne::CouenneProblem::clone (  )  const [inline]

Clone method (for use within CouenneCutGenerator::clone).

Definition at line 329 of file CouenneProblem.hpp.

References CouenneProblem().

Referenced by CouenneProblem(), and splitAux().

int Couenne::CouenneProblem::nObjs (  )  const [inline]

Get number of objectives.

Definition at line 332 of file CouenneProblem.hpp.

References objectives_.

Referenced by CouenneProblem().

int Couenne::CouenneProblem::nCons (  )  const [inline]

Get number of constraints.

Definition at line 333 of file CouenneProblem.hpp.

References constraints_.

Referenced by checkCons(), checkNLP(), CouenneProblem(), reformulate(), writeAMPL(), and writeGAMS().

int Couenne::CouenneProblem::nOrigCons (  )  const [inline]

Get number of original constraints.

Definition at line 334 of file CouenneProblem.hpp.

References nOrigCons_.

int Couenne::CouenneProblem::nOrigVars (  )  const [inline]

Number of orig. variables.

Definition at line 336 of file CouenneProblem.hpp.

References nOrigVars_.

Referenced by createUnusedOriginals(), and Couenne::InitHeuristic::InitHeuristic().

int Couenne::CouenneProblem::nDefVars (  )  const [inline]

Number of def'd variables.

Definition at line 337 of file CouenneProblem.hpp.

References ndefined_.

Referenced by Couenne::CouenneAmplInterface::readnl().

int Couenne::CouenneProblem::nOrigIntVars (  )  const [inline]

Number of original integers.

Definition at line 338 of file CouenneProblem.hpp.

References nOrigIntVars_.

int Couenne::CouenneProblem::nIntVars (  )  const [inline]

Number of integer variables.

Definition at line 339 of file CouenneProblem.hpp.

References nIntVars_.

Referenced by reformulate().

int Couenne::CouenneProblem::nVars (  )  const [inline]

Total number of variables.

Definition at line 340 of file CouenneProblem.hpp.

References variables_.

Referenced by aggressiveBT(), btCore(), checkAux(), checkNLP(), checkNLP2(), Couenne::CouenneAggrProbing::CouenneAggrProbing(), CouenneProblem(), createUnusedOriginals(), fake_tighten(), Couenne::CouenneIterativeRounding::feasibilityIR(), fillDependence(), fillIntegerRank(), getAuxs(), getIntegerCandidate(), impliedBounds(), Couenne::CouenneIterativeRounding::improvementIR(), initAuxs(), Couenne::InitHeuristic::InitHeuristic(), main(), obbt(), obbt_iter(), obbtInner(), print(), Couenne::exprQuad::quadCuts(), readOptimum(), redCostBT(), reformulate(), Couenne::CouenneSolverInterface< T >::resolve(), restoreUnusedOriginals(), Couenne::CouenneChooseStrong::setupList(), Couenne::CouenneFeasPump::solution(), standardize(), testIntFix(), tightenBounds(), writeAMPL(), writeGAMS(), and ~CouenneProblem().

void Couenne::CouenneProblem::setNDefVars ( int  ndefined__  )  [inline]

Definition at line 342 of file CouenneProblem.hpp.

References ndefined_.

std::vector<int>* Couenne::CouenneProblem::Find_Orbit ( int   )  const

void Couenne::CouenneProblem::sym_setup (  ) 

Referenced by setupSymmetry().

void Couenne::CouenneProblem::Compute_Symmetry (  )  const

Referenced by setupSymmetry().

void Couenne::CouenneProblem::Print_Orbits (  )  const

Referenced by setupSymmetry().

void Couenne::CouenneProblem::ChangeBounds ( const double *  ,
const double *  ,
int   
) const

bool Couenne::CouenneProblem::compare ( register Node a,
register Node b 
) const [inline]

Nauty* Couenne::CouenneProblem::getNtyInfo (  )  [inline]

Definition at line 358 of file CouenneProblem.hpp.

References nauty_info.

void CouenneProblem::setupSymmetry (  ) 

empty if no NTY, symmetry data structure setup otherwise

Definition at line 426 of file CouenneSymmetry.cpp.

References Compute_Symmetry(), orbitalBranching_, Print_Orbits(), and sym_setup().

Referenced by reformulate().

int Couenne::CouenneProblem::evalOrder ( int  i  )  const [inline]

get evaluation order index

Definition at line 367 of file CouenneProblem.hpp.

References numbering_.

Referenced by aggressiveBT(), and call_iter().

int* Couenne::CouenneProblem::evalVector (  )  [inline]

get evaluation order vector (numbering_)

Definition at line 371 of file CouenneProblem.hpp.

References numbering_.

CouenneConstraint* Couenne::CouenneProblem::Con ( int  i  )  const [inline]

i-th constraint

Definition at line 375 of file CouenneProblem.hpp.

References constraints_.

Referenced by checkCons(), checkNLP(), CouenneProblem(), and writeGAMS().

CouenneObjective* Couenne::CouenneProblem::Obj ( int  i  )  const [inline]

i-th objective

Definition at line 376 of file CouenneProblem.hpp.

References objectives_.

Referenced by aggressiveBT(), boundTightening(), checkNLP(), checkObj(), CouenneProblem(), fake_tighten(), Couenne::CouenneCutGenerator::generateCuts(), getIntegerCandidate(), obbt_iter(), Couenne::CouenneAggrProbing::probeVariable(), Couenne::CouenneAggrProbing::probeVariable2(), redCostBT(), testIntFix(), and writeGAMS().

exprVar* Couenne::CouenneProblem::Var ( int  i  )  const [inline]

Return pointer to i-th variable.

Definition at line 379 of file CouenneProblem.hpp.

References variables_.

Referenced by aggressiveBT(), analyzeSparsity(), btCore(), CouenneSolver::buildSolverInstance(), call_iter(), CouenneProblem(), decomposeTerm(), fillIntegerRank(), getIntegerCandidate(), indcoe2vector(), installCutOff(), linStandardize(), main(), obbt_iter(), redCostBT(), resetCutOff(), setCutOff(), standardize(), tightenBounds(), and writeGAMS().

std::vector<exprVar *>& Couenne::CouenneProblem::Variables (  )  [inline]

Return vector of variables (symbolic representation).

Definition at line 383 of file CouenneProblem.hpp.

References variables_.

Referenced by CouenneSolver::createCouenneExpression(), and Couenne::CouenneAggrProbing::probeVariable2().

std::set<exprAux *, compExpr>*& Couenne::CouenneProblem::AuxSet (  )  [inline]

Return pointer to set for comparisons.

Definition at line 387 of file CouenneProblem.hpp.

References auxSet_.

DepGraph* Couenne::CouenneProblem::getDepGraph (  )  [inline]

Return pointer to dependence graph.

Definition at line 391 of file CouenneProblem.hpp.

References graph_.

Domain* Couenne::CouenneProblem::domain (  )  const [inline]

return current point & bounds

Definition at line 395 of file CouenneProblem.hpp.

References domain_.

Referenced by aggressiveBT(), CouenneSolver::buildSolverInstance(), Couenne::CouenneAggrProbing::probeVariable(), and reformulate().

std::vector<expression *>& Couenne::CouenneProblem::commonExprs (  )  [inline]

Definition at line 398 of file CouenneProblem.hpp.

References commonexprs_.

CouNumber& Couenne::CouenneProblem::X ( int  i  )  const [inline]

$x_i$

Definition at line 401 of file CouenneProblem.hpp.

References domain_, and Couenne::Domain::x().

Referenced by Couenne::exprQuad::quadCuts().

CouNumber& Couenne::CouenneProblem::Lb ( int  i  )  const [inline]

lower bound on $x_i$

Definition at line 402 of file CouenneProblem.hpp.

References domain_, and Couenne::Domain::lb().

Referenced by Couenne::CouenneChooseStrong::chooseVariable(), Couenne::CouenneChooseStrong::doStrongBranching(), Couenne::fictitiousBound(), Couenne::CouenneDisjCuts::getDisjunctions(), Couenne::CouenneAggrProbing::probeVariable(), and Couenne::exprQuad::quadCuts().

CouNumber& Couenne::CouenneProblem::Ub ( int  i  )  const [inline]

upper bound on $x_i$

Definition at line 403 of file CouenneProblem.hpp.

References domain_, and Couenne::Domain::ub().

Referenced by Couenne::CouenneChooseStrong::chooseVariable(), Couenne::CouenneChooseStrong::doStrongBranching(), Couenne::CouenneDisjCuts::getDisjunctions(), Couenne::CouenneAggrProbing::probeVariable(), and Couenne::exprQuad::quadCuts().

CouNumber* Couenne::CouenneProblem::X (  )  const [inline]

Return vector of variables.

Definition at line 406 of file CouenneProblem.hpp.

References domain_, and Couenne::Domain::x().

Referenced by aggressiveBT(), checkAux(), checkNLP(), getAuxs(), getIntegerCandidate(), initAuxs(), redCostBT(), reformulate(), restoreUnusedOriginals(), writeAMPL(), and writeGAMS().

CouNumber* Couenne::CouenneProblem::Lb (  )  const [inline]

Return vector of lower bounds.

Definition at line 407 of file CouenneProblem.hpp.

References domain_, and Couenne::Domain::lb().

Referenced by aggressiveBT(), boundTightening(), btCore(), checkCons(), checkNLP(), fake_tighten(), findSOS(), getAuxs(), getIntegerCandidate(), impliedBounds(), initAuxs(), obbt_iter(), readOptimum(), redCostBT(), reformulate(), standardize(), testIntFix(), tightenBounds(), writeAMPL(), and writeGAMS().

CouNumber* Couenne::CouenneProblem::Ub (  )  const [inline]

Return vector of upper bounds.

Definition at line 408 of file CouenneProblem.hpp.

References domain_, and Couenne::Domain::ub().

Referenced by aggressiveBT(), boundTightening(), btCore(), checkCons(), checkNLP(), fake_tighten(), findSOS(), getAuxs(), getIntegerCandidate(), impliedBounds(), initAuxs(), installCutOff(), obbt_iter(), readOptimum(), redCostBT(), reformulate(), standardize(), testIntFix(), tightenBounds(), writeAMPL(), and writeGAMS().

CouNumber*& Couenne::CouenneProblem::bestSol (  )  const [inline]

Best known solution (read from file).

Definition at line 411 of file CouenneProblem.hpp.

References optimum_.

CouNumber Couenne::CouenneProblem::bestObj (  )  const [inline]

Objective of best known solution.

Definition at line 412 of file CouenneProblem.hpp.

References bestObj_.

bool*& Couenne::CouenneProblem::Commuted (  )  [inline]

Get vector of commuted variables.

Definition at line 415 of file CouenneProblem.hpp.

References commuted_.

void CouenneProblem::addObjective ( expression ,
const std::string &  = "min" 
)

Add (non linear) objective function.

Definition at line 41 of file CouenneProblem.cpp.

References objectives_.

Referenced by CouenneSolver::buildSolverInstance().

void CouenneProblem::addEQConstraint ( expression ,
expression = NULL 
)

Add equality constraint $ h(x) = b$.

Definition at line 51 of file CouenneProblem.cpp.

References constraints_.

Referenced by CouenneSolver::buildSolverInstance().

void CouenneProblem::addGEConstraint ( expression ,
expression = NULL 
)

Add $\ge$ constraint, $h(x)\ge b$.

Definition at line 58 of file CouenneProblem.cpp.

References constraints_, and COUENNE_INFINITY.

Referenced by CouenneSolver::buildSolverInstance().

void CouenneProblem::addLEConstraint ( expression ,
expression = NULL 
)

Add $\le$ constraint, $h(x)\le b$.

Definition at line 65 of file CouenneProblem.cpp.

References constraints_, and COUENNE_INFINITY.

Referenced by CouenneSolver::buildSolverInstance().

void CouenneProblem::addRNGConstraint ( expression ,
expression = NULL,
expression = NULL 
)

Add range constraint, $a\le h(x)\le b$.

Definition at line 79 of file CouenneProblem.cpp.

References constraints_.

Referenced by CouenneSolver::buildSolverInstance().

void CouenneProblem::setObjective ( int  indObj = 0,
expression = NULL,
const std::string &  = "min" 
)

Add (non linear) objective function.

Definition at line 72 of file CouenneProblem.cpp.

References objectives_.

Referenced by obbt_iter(), and obbtInner().

expression * CouenneProblem::addVariable ( bool  isint = false,
Domain d = NULL 
)

Add original variable.

Parameters:
isint if true, this variable is integer, otherwise it is continuous

Definition at line 89 of file CouenneProblem.cpp.

References nIntVars_, nOrigVars_, and variables_.

Referenced by CouenneSolver::buildSolverInstance(), and Couenne::CouenneAggrProbing::probeVariable2().

exprAux * CouenneProblem::addAuxiliary ( expression  ) 

Add auxiliary variable and associate it with expression given as argument (used in standardization).

Definition at line 108 of file CouenneProblem.cpp.

References auxSet_, domain_, graph_, Couenne::exprAux::Unset, variables_, and w.

Referenced by analyzeSparsity(), decomposeTerm(), and linStandardize().

void CouenneProblem::reformulate ( CouenneCutGenerator = NULL  ) 

preprocess problem in order to extract linear relaxations etc.

Definition at line 32 of file reformulate.cpp.

References bonBase_, checkNLP(), checkNLP2(), constraints_, COUENNE_INFINITY, createUnusedOriginals(), Couenne::Domain::current(), domain(), domain_, fillDependence(), fillQuadIndices(), getFeasTol(), getRecordBestSol(), initAuxs(), Couenne::isInteger(), Couenne::J_COUENNE(), Couenne::J_PROBLEM(), jnlst_, Couenne::Domain::lb(), Lb(), nCons(), nIntVars(), nIntVars_, nOrigCons_, nOrigIntVars_, nOrigVars_, nVars(), objectives_, orbitalBranching_, print(), Couenne::Domain::push(), readOptimum(), realign(), recBSol, setCutOff(), Couenne::CouenneRecordBestSol::setInitDomLb(), Couenne::CouenneRecordBestSol::setInitDomUb(), Couenne::CouenneRecordBestSol::setInitIsInt(), setupSymmetry(), standardize(), THRESHOLD_OUTPUT_REFORMULATE, Ub(), Couenne::CouenneRecordBestSol::update(), variables_, X(), and x.

bool CouenneProblem::standardize (  ) 

Break problem's nonlinear constraints in simple expressions to be convexified later.

Return true if problem looks feasible, false if proven infeasible.

re-check integrality. This is necessary as the initial integrality check is done on some continuous variables, which may turn out to be identical to other, integer, variables. See minlplib/ex1223.nl, where x_29 = x_4^2 and x_4=x_9, with x_4 declared continuous and x_9 integer

Definition at line 33 of file standardize.cpp.

References Couenne::AUX, Couenne::expression::AUX_EQ, auxiliarize(), auxSet_, bonBase_, commuted_, Couenne::CONSTANT, constraints_, COUENNE_BOUND_PREC, COUENNE_EPS, Couenne::Domain::current(), domain_, graph_, Couenne::isInteger(), Couenne::J_PROBLEM(), Couenne::J_REFORMULATE(), jnlst_, Lb(), Couenne::Domain::lb(), n, nOrigVars_, numbering_, nVars(), objectives_, print(), Ub(), Couenne::Domain::ub(), Var(), Couenne::VAR, variables_, and Couenne::Domain::x().

Referenced by decomposeTerm(), flattenMul(), reformulate(), and splitAux().

void CouenneProblem::print ( std::ostream &  = std::cout  ) 

Display current representation of problem: objective, linear and nonlinear constraints, and auxiliary variables.

Definition at line 24 of file problemIO.cpp.

References Couenne::AUX, Couenne::expression::AUX_EQ, Couenne::expression::AUX_GEQ, Couenne::expression::AUX_LEQ, bestObj_, commonexprs_, constraints_, COUENNE_EPS, COUENNE_INFINITY, domain_, Couenne::isInteger(), Couenne::J_REFORMULATE(), jnlst_, Couenne::Domain::lb(), nOrigVars_, nVars(), objectives_, optimum_, Couenne::Domain::ub(), and variables_.

Referenced by auxiliarize(), checkAux(), checkCons(), checkNLP(), flattenMul(), impliedBounds(), linStandardize(), obbt_iter(), reformulate(), splitAux(), standardize(), tightenBounds(), writeAMPL(), and writeGAMS().

bool Couenne::CouenneProblem::doFBBT (  )  const [inline]

shall we do Feasibility Based Bound Tightening?

Definition at line 462 of file CouenneProblem.hpp.

References doFBBT_.

bool Couenne::CouenneProblem::doRCBT (  )  const [inline]

shall we do reduced cost Bound Tightening?

Definition at line 463 of file CouenneProblem.hpp.

References doRCBT_.

bool Couenne::CouenneProblem::doOBBT (  )  const [inline]

shall we do Optimality Based Bound Tightening?

Definition at line 464 of file CouenneProblem.hpp.

References doOBBT_.

bool Couenne::CouenneProblem::doABT (  )  const [inline]

shall we do Aggressive Bound Tightening?

Definition at line 465 of file CouenneProblem.hpp.

References doABT_.

int Couenne::CouenneProblem::logObbtLev (  )  const [inline]

How often shall we do OBBT?

Definition at line 467 of file CouenneProblem.hpp.

References logObbtLev_.

int Couenne::CouenneProblem::logAbtLev (  )  const [inline]

How often shall we do ABT?

Definition at line 468 of file CouenneProblem.hpp.

References logAbtLev_.

void CouenneProblem::writeAMPL ( const std::string &  fname,
bool  aux 
)

Write nonlinear problem to a .mod file (with lots of defined variables).

Parameters:
fname Name of the .mod file to be written
aux controls the use of auxiliaries. If true, a problem is written with auxiliary variables written with their associated expression, i.e. $w_i = h_i(x,y,w)$ and bounds $l_i \le w_i \le u_i$, while if false these constraints are written in the form $l_i \le h_i (x,y) \le u_i$.
Note: if used before standardization, writes original AMPL formulation

with or without auxiliaries?

Parameters:
aux  name of the mod file

Definition at line 22 of file writeAMPL.cpp.

References Couenne::AUX, constraints_, COUENNE_EPS, COUENNE_INFINITY, f, Couenne::isInteger(), Lb(), nCons(), nVars(), objectives_, print(), Ub(), variables_, and X().

void CouenneProblem::writeGAMS ( const std::string &  fname  ) 

Write nonlinear problem to a .gms file.

Parameters:
fname Name of the .gams file to be written.

Definition at line 24 of file writeGAMS.cpp.

References Couenne::AUX, Con(), COUENNE_EPS, COUENNE_INFINITY, f, Couenne::isInteger(), Lb(), nCons(), nVars(), Obj(), print(), problemName_, Ub(), Var(), and X().

void CouenneProblem::initAuxs (  )  const

Initialize auxiliary variables and their bounds from original variables.

Definition at line 51 of file problem.cpp.

References Couenne::AUX, Couenne::expression::AUX_GEQ, Couenne::expression::AUX_LEQ, constraints_, COUENNE_EPS, COUENNE_INFINITY, Couenne::Domain::current(), domain_, Couenne::J_PROBLEM(), Jnlst(), Lb(), nOrigVars_, numbering_, nVars(), restoreUnusedOriginals(), Ub(), variables_, and X().

Referenced by getIntegerCandidate(), and reformulate().

void CouenneProblem::getAuxs ( CouNumber  )  const

Get auxiliary variables from original variables.

Definition at line 153 of file problem.cpp.

References Couenne::AUX, Couenne::expression::AUX_EQ, Couenne::expression::AUX_GEQ, Couenne::expression::AUX_LEQ, commonexprs_, COUENNE_EPS, domain_, Lb(), Couenne::Domain::lb(), ndefined_, nOrigVars_, numbering_, nVars(), Couenne::Domain::pop(), Couenne::Domain::push(), restoreUnusedOriginals(), Ub(), Couenne::Domain::ub(), variables_, and X().

Referenced by aggressiveBT(), checkNLP(), checkNLP2(), Couenne::InitHeuristic::InitHeuristic(), and readOptimum().

bool CouenneProblem::boundTightening ( t_chg_bounds chg_bds,
Bonmin::BabInfo babInfo = NULL 
) const

tighten bounds using propagation, implied bounds and reduced costs

Return false if problem turns out to be infeasible with given bounds, true otherwise.

Definition at line 168 of file boundTightening.cpp.

References btCore(), Couenne::t_chg_bounds::CHANGED, COUENNE_EPS, COUENNE_INFINITY, Couenne::J_BOUNDTIGHTENING(), Jnlst(), Lb(), Obj(), Couenne::t_chg_bounds::setLower(), Couenne::t_chg_bounds::setUpper(), and Ub().

bool CouenneProblem::btCore ( t_chg_bounds chg_bds  )  const

core of the bound tightening procedure

Definition at line 25 of file boundTightening.cpp.

References Couenne::t_chg_bounds::CHANGED, COUENNE_BOUND_PREC, COUENNE_EPS, fbbtReachedIterLimit_, impliedBounds(), installCutOff(), Couenne::J_BOUNDTIGHTENING(), Jnlst(), Lb(), MAX_BOUND, max_fbbt_iter_, maxCpuTime_, nVars(), optimum_, Couenne::t_chg_bounds::setLower(), Couenne::t_chg_bounds::setUpper(), THRES_IMPROVED, tightenBounds(), Ub(), and Var().

Referenced by boundTightening(), fake_tighten(), obbt_iter(), and testIntFix().

int CouenneProblem::obbt ( const CouenneCutGenerator cg,
const OsiSolverInterface &  csi,
OsiCuts &  cs,
const CglTreeInfo &  info,
Bonmin::BabInfo babInfo,
t_chg_bounds chg_bds 
)

Optimality Based Bound Tightening.

OBBT has tightened, add improved bounds

Definition at line 176 of file obbt.cpp.

References doOBBT_, isWiped(), Couenne::J_BOUNDTIGHTENING(), Couenne::J_COUENNE(), jnlst_, logObbtLev_, MAX_OBBT_ATTEMPTS, MAX_OBBT_ITER, maxCpuTime_, nVars(), obbtInner(), Couenne::sparse2dense(), and THRES_NBD_CHANGED.

bool CouenneProblem::aggressiveBT ( Bonmin::OsiTMINLPInterface nlp,
t_chg_bounds ,
const CglTreeInfo &  info,
Bonmin::BabInfo = NULL 
) const

aggressive bound tightening.

Fake bounds in order to cut portions of the solution space by fathoming on bounds/infeasibility

Definition at line 62 of file aggressiveBT.cpp.

References Couenne::expression::AUX_GEQ, Couenne::expression::AUX_LEQ, COUENNE_EPS, COUENNE_INFINITY, distanceToBound(), domain(), evalOrder(), fake_tighten(), getAuxs(), Bonmin::OsiTMINLPInterface::getColSolution(), getCutOff(), getIntegerCandidate(), getMaxCpuTime(), Bonmin::OsiTMINLPInterface::getObjValue(), Couenne::J_BOUNDTIGHTENING(), Couenne::J_COUENNE(), Jnlst(), jnlst_, Lb(), MAX_ABT_ITER, maxCpuTime_, ndefined_, Couenne::CouenneInfo::NlpSolutions(), nOrigVars_, nVars(), Obj(), THRES_ABT_IMPROVED, THRES_ABT_ORIG, Ub(), Var(), variables_, x, and X().

int CouenneProblem::redCostBT ( const OsiSolverInterface *  psi,
t_chg_bounds chg_bds 
) const

procedure to strengthen variable bounds.

Return false if problem turns out to be infeasible with given bounds, true otherwise.

Definition at line 219 of file boundTightening.cpp.

References Couenne::t_chg_bounds::CHANGED, CLOSE_TO_BOUNDS, COUENNE_EPS, COUENNE_INFINITY, getCutOff(), Couenne::isInteger(), Couenne::J_BOUNDTIGHTENING(), jnlst_, Lb(), nVars(), Obj(), Couenne::t_chg_bounds::setLower(), Couenne::t_chg_bounds::setUpper(), Ub(), Var(), x, and X().

int CouenneProblem::tightenBounds ( t_chg_bounds  )  const

"Forward" bound tightening, that is, propagate bound of variable $x$ in an expression $w = f(x)$ to the bounds of $w$.

Definition at line 21 of file tightenBounds.cpp.

References Couenne::AUX, Couenne::expression::AUX_GEQ, Couenne::expression::AUX_LEQ, Couenne::t_chg_bounds::CHANGED, COUENNE_BOUND_PREC, COUENNE_EPS, COUENNE_INFINITY, domain_, Couenne::isInteger(), Couenne::J_BOUNDTIGHTENING(), Jnlst(), Lb(), ll, numbering_, nVars(), optimum_, print(), Couenne::t_chg_bounds::setLower(), Couenne::t_chg_bounds::setUpper(), Ub(), Var(), and variables_.

Referenced by btCore().

int CouenneProblem::impliedBounds ( t_chg_bounds  )  const

"Backward" bound tightening, aka implied bounds.

Definition at line 20 of file impliedBounds.cpp.

References Couenne::AUX, COUENNE_BOUND_PREC, COUENNE_EPS, domain_, Couenne::J_BOUNDTIGHTENING(), Jnlst(), Couenne::Domain::lb(), Lb(), numbering_, nVars(), optimum_, print(), Couenne::Domain::ub(), Ub(), and variables_.

Referenced by btCore().

void CouenneProblem::fillQuadIndices (  ) 

Look for quadratic terms to be used with SDP cuts.

Definition at line 15 of file fillQuadIndices.cpp.

Referenced by reformulate().

void CouenneProblem::fillObjCoeff ( double *&   ) 

Fill vector with coefficients of objective function.

Definition at line 230 of file problem.cpp.

References Couenne::COU_EXPRCONST, Couenne::COU_EXPRGROUP, Couenne::COU_EXPRMUL, Couenne::COU_EXPRSUB, Couenne::COU_EXPRSUM, Couenne::COU_EXPRVAR, Couenne::J_PROBLEM(), Jnlst(), n, and objectives_.

void CouenneProblem::auxiliarize ( exprVar ,
exprVar = NULL 
)

Replace all occurrences of original variable with new aux given as argument.

Definition at line 27 of file auxiliarize.cpp.

References Couenne::AUX, commonexprs_, constraints_, graph_, Couenne::J_REFORMULATE(), jnlst_, objectives_, print(), replace(), Couenne::VAR, and variables_.

Referenced by standardize().

void CouenneProblem::setCutOff ( CouNumber  cutoff,
const CouNumber sol = NULL 
) const

Set cutoff.

Definition at line 315 of file problem.cpp.

References COUENNE_EPS, getCutOff(), Couenne::isInteger(), Couenne::J_PROBLEM(), Jnlst(), objectives_, pcutoff_, and Var().

Referenced by Couenne::CouenneSetup::addMilpCutGenerators(), getIntegerCandidate(), Couenne::CouenneAggrProbing::probeVariable(), reformulate(), and resetCutOff().

void CouenneProblem::resetCutOff ( CouNumber  value = COUENNE_INFINITY  )  const

Reset cutoff.

Definition at line 334 of file problem.cpp.

References COUENNE_EPS, Couenne::isInteger(), objectives_, pcutoff_, setCutOff(), and Var().

Referenced by Couenne::CouenneAggrProbing::probeVariable().

CouNumber CouenneProblem::getCutOff (  )  const

Get cutoff.

Definition at line 242 of file CouenneProblem.cpp.

References pcutoff_.

Referenced by aggressiveBT(), Couenne::CouenneInterface::extractLinearRelaxation(), fake_tighten(), Couenne::CouenneIterativeRounding::feasibilityIR(), Couenne::CouenneCutGenerator::generateCuts(), getIntegerCandidate(), Couenne::CouenneIterativeRounding::improvementIR(), installCutOff(), Couenne::CouenneAggrProbing::probeVariable(), redCostBT(), and setCutOff().

CouNumber * CouenneProblem::getCutOffSol (  )  const

Get cutoff solution.

Definition at line 246 of file CouenneProblem.cpp.

References pcutoff_.

Referenced by Couenne::CouenneAggrProbing::probeVariable().

void CouenneProblem::installCutOff (  )  const

Make cutoff known to the problem.

Definition at line 349 of file problem.cpp.

References COUENNE_EPS, COUENNE_INFINITY, getCutOff(), Couenne::isInteger(), objectives_, pcutoff_, SafeCutoff, SafeDelta, Ub(), and Var().

Referenced by btCore(), and Couenne::CouenneAggrProbing::probeVariable().

ConstJnlstPtr CouenneProblem::Jnlst (  )  const

Provide Journalist.

Definition at line 250 of file CouenneProblem.cpp.

References jnlst_.

Referenced by aggressiveBT(), boundTightening(), btCore(), checkAux(), checkBounds(), checkCons(), checkInt(), checkNLP(), checkNLP2(), checkObj(), fake_tighten(), fillObjCoeff(), impliedBounds(), initAuxs(), obbt_iter(), setCutOff(), and tightenBounds().

bool CouenneProblem::checkNLP ( const double *  solution,
double &  obj,
bool  recompute = false 
) const

Check if solution is MINLP feasible.

Definition at line 24 of file checkNLP.cpp.

References Couenne::AUX, Couenne::expression::AUX_GEQ, Couenne::expression::AUX_LEQ, c, Con(), COUENNE_EPS, COUENNE_INFINITY, COUENNE_round, Couenne::Domain::current(), diff(), domain_, e, feas_tolerance_, getAuxs(), infeasible, Couenne::J_PROBLEM(), Jnlst(), Lb(), Couenne::Domain::lb(), nCons(), ndefined_, nOrigVars_, nVars(), Obj(), Couenne::Domain::pop(), print(), Couenne::Domain::push(), ratio(), Ub(), Couenne::Domain::ub(), Couenne::VAR, variables_, X(), and Couenne::Domain::x().

Referenced by Couenne::CouenneIterativeRounding::feasibilityIR(), getIntegerCandidate(), Couenne::CouenneIterativeRounding::improvementIR(), Couenne::InitHeuristic::InitHeuristic(), main(), Couenne::CouenneAggrProbing::probeVariable(), reformulate(), Couenne::CouenneSolverInterface< T >::resolve(), and Couenne::CouenneChooseStrong::setupList().

int CouenneProblem::getIntegerCandidate ( const double *  xFrac,
double *  xInt,
double *  lb,
double *  ub 
) const

generate integer NLP point Y starting from fractional solution using bound tightening

Generate integer NLP point xInt starting from fractional solution xFrac, using (feasibility-based, i.e. cheap) bound tightening

return -1 if the problem is infeasible

Definition at line 34 of file getIntegerCandidate.cpp.

References checkNLP(), checkNLP2(), CONTINUOUS, COUENNE_EPS, COUENNE_round, domain_, feas_tolerance_, fillIntegerRank(), FIXED, getCutOff(), Couenne::CouenneRecordBestSol::getVal(), infeasible, initAuxs(), integerRank_, Couenne::isInteger(), Couenne::J_NLPHEURISTIC(), jnlst_, Lb(), maxCpuTime_, ndefined_, nOrigVars_, numberInRank_, nVars(), Obj(), optimum_, Couenne::Domain::pop(), Couenne::Domain::push(), recBSol, restoreUnusedOriginals(), setCutOff(), testIntFix(), Ub(), UNFIXED, Couenne::CouenneRecordBestSol::update(), Var(), variables_, x, and X().

Referenced by aggressiveBT().

bool CouenneProblem::readOptimum ( std::string *  fname = NULL  ) 

Read best known solution from file given in argument.

Definition at line 107 of file problemIO.cpp.

References bestObj_, f, getAuxs(), Lb(), nOrigVars_, nVars(), opt_window_, optimum_, problemName_, Ub(), and variables_.

Referenced by reformulate().

void CouenneProblem::registerOptions ( Ipopt::SmartPtr< Bonmin::RegisteredOptions roptions  )  [static]

Add list of options to be read from file.

Definition at line 401 of file problem.cpp.

References MAX_FBBT_ITER.

Referenced by Couenne::CouenneSetup::registerAllOptions().

exprAux * CouenneProblem::linStandardize ( bool  addAux,
CouNumber  c0,
LinMap lmap,
QuadMap qmap 
)

standardization of linear exprOp's

data for exprQuad

data for exprGroup

Definition at line 28 of file linStandardize.cpp.

References addAuxiliary(), analyzeSparsity(), COUENNE_EPS, domain_, exprMul, indcoe2vector(), Couenne::J_REFORMULATE(), jnlst_, lc, li, Couenne::LinMap::Map(), Couenne::QuadMap::Map(), print(), and Var().

int CouenneProblem::splitAux ( CouNumber  ,
expression ,
expression *&  ,
bool *  ,
enum expression::auxSign  
)

split a constraint w - f(x) = c into w's index (it is returned) and rest = f(x) + c

Definition at line 36 of file splitAux.cpp.

References Couenne::AUX, Couenne::expression::AUX_GEQ, Couenne::expression::AUX_LEQ, clone(), Couenne::CONST, Couenne::CONSTANT, Couenne::COU_EXPRGROUP, Couenne::COU_EXPROPP, Couenne::COU_EXPRQUAD, Couenne::COU_EXPRSUB, Couenne::COU_EXPRSUM, COUENNE_EPS, domain_, elementBreak(), exprMul, indcoe2vector(), Couenne::isInteger(), Couenne::J_REFORMULATE(), jnlst_, n, print(), standardize(), Couenne::TAG_AND_RECURSIVE, and Couenne::VAR.

void CouenneProblem::indcoe2vector ( int *  indexL,
CouNumber coeff,
std::vector< std::pair< exprVar *, CouNumber > > &  lcoeff 
)

translates pair (indices, coefficients) into vector with pointers to variables

Definition at line 150 of file CouenneProblem.cpp.

References Var().

Referenced by linStandardize(), and splitAux().

void CouenneProblem::indcoe2vector ( int *  indexI,
int *  indexJ,
CouNumber coeff,
std::vector< quadElem > &  qcoeff 
)

translates triplet (indicesI, indicesJ, coefficients) into vector with pointers to variables

Definition at line 161 of file CouenneProblem.cpp.

References Var().

void CouenneProblem::decomposeTerm ( expression term,
CouNumber  initCoe,
CouNumber c0,
LinMap lmap,
QuadMap qmap 
)

given (expression *) element of sum, returns (coe,ind0,ind1) depending on element:

1) a * x_i ^ 2 ---> (a,i,?) return COU_EXPRPOW 2) a * x_i ---> (a,i,?) return COU_EXPRVAR 3) a * x_i * x_j ---> (a,i,j) return COU_EXPRMUL 4) a ---> (a,?,?) return COU_EXPRCONST

x_i and/or x_j may come from standardizing other (linear or quadratic operator) sub-expressions

a constant

a variable

the opposite of a term

a subtraction

a quadratic form

a linear term

a sum of (possibly) nonlinear elements

a product of n factors /////////////////////////////////////////

otherwise, simply standardize expression

Definition at line 35 of file decomposeTerm.cpp.

References addAuxiliary(), Couenne::CONST, Couenne::COU_EXPRCONST, Couenne::COU_EXPRGROUP, Couenne::COU_EXPRMUL, Couenne::COU_EXPROPP, Couenne::COU_EXPRPOW, Couenne::COU_EXPRQUAD, Couenne::COU_EXPRSUB, Couenne::COU_EXPRSUM, Couenne::COU_EXPRVAR, COUENNE_EPS, exprMul, flattenMul(), Couenne::QuadMap::insert(), Couenne::LinMap::insert(), Couenne::J_REFORMULATE(), jnlst_, n, standardize(), and Var().

const std::string& Couenne::CouenneProblem::problemName (  )  const [inline]

return problem name

Definition at line 611 of file CouenneProblem.hpp.

References problemName_.

void Couenne::CouenneProblem::setProblemName ( std::string &  problemName__  )  [inline]

Definition at line 614 of file CouenneProblem.hpp.

References problemName_.

const std::vector<std::set <int> >& Couenne::CouenneProblem::Dependence (  )  const [inline]

return inverse dependence structure

Definition at line 618 of file CouenneProblem.hpp.

References dependence_.

const std::vector<CouenneObject *>& Couenne::CouenneProblem::Objects (  )  const [inline]

return object vector

Definition at line 622 of file CouenneProblem.hpp.

References objects_.

int CouenneProblem::findSOS ( CbcModel *  CbcModelPtr,
OsiSolverInterface *  solver,
OsiObject **  objects 
)

find SOS constraints in problem

Definition at line 28 of file CouenneSOS.cpp.

References Couenne::AUX, Couenne::expression::AUX_EQ, Couenne::COU_EXPRGROUP, COUENNE_EPS, Couenne::isInteger(), Couenne::J_COUENNE(), jnlst_, Lb(), nOrigVars_, Ub(), and variables_.

void Couenne::CouenneProblem::setMaxCpuTime ( double  time  )  [inline]

set maximum CPU time

Definition at line 631 of file CouenneProblem.hpp.

References maxCpuTime_.

double Couenne::CouenneProblem::getMaxCpuTime (  )  const [inline]

return maximum CPU time

Definition at line 635 of file CouenneProblem.hpp.

References maxCpuTime_.

Referenced by aggressiveBT().

void CouenneProblem::setBase ( Bonmin::BabSetupBase base  ) 

save CouenneBase

Definition at line 37 of file problem.cpp.

References bonBase_, and jnlst_.

void CouenneProblem::createUnusedOriginals (  ) 

Some originals may be unused due to their zero multiplicity (that happens when they are duplicates).

This procedure creates a structure for quickly checking and restoring their value after solving.

Definition at line 19 of file CouenneRestoreUnused.cpp.

References nOrigVars(), numbering_, nUnusedOriginals_, nVars(), unusedOriginalsIndices_, and variables_.

Referenced by reformulate().

void CouenneProblem::restoreUnusedOriginals ( CouNumber = NULL  )  const

Some originals may be unused due to their zero multiplicity (that happens when they are duplicates).

This procedure restores their value after solving

Definition at line 54 of file CouenneRestoreUnused.cpp.

References domain_, nUnusedOriginals_, nVars(), Couenne::Domain::push(), unusedOriginalsIndices_, variables_, and X().

Referenced by checkNLP2(), getAuxs(), getIntegerCandidate(), and initAuxs().

int* Couenne::CouenneProblem::unusedOriginalsIndices (  )  [inline]

return indices of neglected redundant variables

Definition at line 653 of file CouenneProblem.hpp.

References unusedOriginalsIndices_.

int Couenne::CouenneProblem::nUnusedOriginals (  )  [inline]

number of unused originals

Definition at line 657 of file CouenneProblem.hpp.

References nUnusedOriginals_.

enum multiSep Couenne::CouenneProblem::MultilinSep (  )  const [inline]

return type of separator for multilinear terms

Definition at line 661 of file CouenneProblem.hpp.

References multilinSep_.

bool Couenne::CouenneProblem::fbbtReachedIterLimit (  )  const [inline]

true if latest call to FBBT terminated due to iteration limit reached

Definition at line 665 of file CouenneProblem.hpp.

References fbbtReachedIterLimit_.

bool Couenne::CouenneProblem::orbitalBranching (  )  const [inline]

return true if orbital branching activated

Definition at line 669 of file CouenneProblem.hpp.

References orbitalBranching_.

void Couenne::CouenneProblem::setCheckAuxBounds ( bool  value  )  [inline]

set the value for checkAuxBounds.

When true, all MINLP feasible solutions will additionally be tested for feasibility with respect to auxiliary variable bounds. This is normally not needed.

Definition at line 675 of file CouenneProblem.hpp.

References checkAuxBounds_.

Referenced by Couenne::CouenneAggrProbing::probeVariable().

bool Couenne::CouenneProblem::checkAuxBounds (  )  const [inline]

return true if bounds of auxiliary variables have to be satisfied whenever a solution is tested for MINLP feasibiliry

Definition at line 680 of file CouenneProblem.hpp.

References checkAuxBounds_.

enum TrilinDecompType Couenne::CouenneProblem::getTrilinDecompType (  )  [inline]

return type of decomposition of quadrilinear terms

Definition at line 684 of file CouenneProblem.hpp.

References trilinDecompType_.

Bonmin::BabSetupBase* Couenne::CouenneProblem::bonBase (  )  const [inline]

options

Definition at line 688 of file CouenneProblem.hpp.

References bonBase_.

int CouenneProblem::fake_tighten ( char  direction,
int  index,
const double *  X,
CouNumber olb,
CouNumber oub,
t_chg_bounds chg_bds,
t_chg_bounds f_chg 
) const [protected]

single fake tightening.

Return

-1 if infeasible 0 if no improvement +1 if improved

Parameters:
direction  0: left, 1: right
index  index of the variable tested
X  point round which tightening is done
olb  cur. lower bound
oub  cur. upper bound

Definition at line 86 of file fake_tightening.cpp.

References btCore(), Couenne::t_chg_bounds::CHANGED, COUENNE_EPS, diff(), Couenne::exp(), fictBounds(), getCutOff(), Couenne::isInteger(), Couenne::J_BOUNDTIGHTENING(), Jnlst(), jnlst_, Lb(), Couenne::log(), MAX_ITER, nVars(), Obj(), optimum_, Couenne::t_chg_bounds::setLower(), Couenne::t_chg_bounds::setUpper(), Ub(), and variables_.

Referenced by aggressiveBT().

int CouenneProblem::obbtInner ( OsiSolverInterface *  ,
OsiCuts &  ,
t_chg_bounds ,
Bonmin::BabInfo  
) const [protected]

Optimality Based Bound Tightening -- inner loop.

Definition at line 98 of file obbt.cpp.

References Couenne::AUX, call_iter(), COUENNE_INFINITY, MAX_OBBT_LP_ITERATION, nVars(), setObjective(), THRESH_OBBT_AUX, and Couenne::VAR.

Referenced by obbt().

int CouenneProblem::obbt_iter ( OsiSolverInterface *  csi,
t_chg_bounds chg_bds,
const CoinWarmStart *  warmstart,
Bonmin::BabInfo babInfo,
double *  objcoe,
int  sense,
int  index 
) const [protected]

Iteration on one variable.

Definition at line 59 of file obbt_iter.cpp.

References Couenne::AUX, Couenne::expression::AUX_EQ, btCore(), Couenne::t_chg_bounds::CHANGED, COUENNE_EPS, doFBBT_, Couenne::t_chg_bounds::EXACT, Couenne::isInteger(), Couenne::J_BOUNDTIGHTENING(), Jnlst(), jnlst_, Lb(), Couenne::LINEAR, Couenne::t_chg_bounds::lower(), nVars(), obbt_updateBound(), Obj(), optimum_, print(), Couenne::t_chg_bounds::setLowerBits(), setObjective(), Couenne::t_chg_bounds::setUpperBits(), Couenne::STOP_AT_AUX, Ub(), Couenne::VAR, and Var().

Referenced by call_iter().

int CouenneProblem::call_iter ( OsiSolverInterface *  csi,
t_chg_bounds chg_bds,
const CoinWarmStart *  warmstart,
Bonmin::BabInfo babInfo,
double *  objcoe,
enum nodeType  type,
int  sense 
) const [protected]

Definition at line 42 of file obbt.cpp.

References Couenne::expression::AUX_EQ, Couenne::expression::AUX_GEQ, Couenne::expression::AUX_LEQ, evalOrder(), maxCpuTime_, obbt_iter(), Couenne::VAR, and Var().

Referenced by obbtInner().

void CouenneProblem::analyzeSparsity ( CouNumber  ,
LinMap ,
QuadMap  
) [protected]

analyze sparsity of potential exprQuad/exprGroup and change linear/quadratic maps accordingly, if necessary by adding new auxiliary variables and including them in the linear map

Definition at line 31 of file analyzeSparsity.cpp.

References addAuxiliary(), exprMul, Couenne::LinMap::insert(), Couenne::J_REFORMULATE(), jnlst_, Couenne::QuadMap::Map(), MIN_DENSITY, useQuadratic_, and Var().

Referenced by linStandardize().

void CouenneProblem::flattenMul ( expression mul,
CouNumber coe,
std::map< int, CouNumber > &  indices 
) [protected]

re-organizes multiplication and stores indices (and exponents) of its variables

Definition at line 21 of file flattenMul.cpp.

References Couenne::CONST, Couenne::COU_EXPRCONST, Couenne::COU_EXPRMUL, Couenne::COU_EXPROPP, Couenne::COU_EXPRPOW, Couenne::COU_EXPRSUM, Couenne::COU_EXPRVAR, Couenne::J_REFORMULATE(), jnlst_, Couenne::N_ARY, print(), and standardize().

Referenced by decomposeTerm().

void CouenneProblem::realign (  )  [protected]

clear all spurious variables pointers not referring to the variables_ vector

Definition at line 375 of file problem.cpp.

References Couenne::AUX, constraints_, domain_, objectives_, and variables_.

Referenced by CouenneProblem(), and reformulate().

void CouenneProblem::fillDependence ( Bonmin::BabSetupBase base,
CouenneCutGenerator = NULL 
) [protected]

fill dependence_ structure

Definition at line 23 of file fillDependence.cpp.

References Couenne::AUX, dependence_, jnlst_, Couenne::LINEAR, nVars(), objects_, Couenne::STOP_AT_AUX, and variables_.

Referenced by reformulate().

void CouenneProblem::fillIntegerRank (  )  const [protected]

fill freeIntegers_ array

Definition at line 173 of file CouenneProblem.cpp.

References Couenne::AUX, integerRank_, Couenne::J_PROBLEM(), jnlst_, ndefined_, nOrigVars_, numbering_, numberInRank_, nVars(), Couenne::STOP_AT_AUX, Var(), and variables_.

Referenced by getIntegerCandidate().

int CouenneProblem::testIntFix ( int  index,
CouNumber  xFrac,
enum fixType fixed,
CouNumber xInt,
CouNumber dualL,
CouNumber dualR,
CouNumber olb,
CouNumber oub,
bool  patient 
) const [protected]

Test fixing of an integer variable (used in getIntegerCandidate()).

Definition at line 19 of file testIntFix.cpp.

References btCore(), Couenne::t_chg_bounds::CHANGED, COUENNE_EPS, FIXED, Couenne::J_NLPHEURISTIC(), jnlst_, Lb(), nVars(), Obj(), Couenne::t_chg_bounds::setLower(), Couenne::t_chg_bounds::setUpper(), Ub(), and Couenne::t_chg_bounds::UNCHANGED.

Referenced by getIntegerCandidate().

int Couenne::CouenneProblem::getLastPrioSort (  )  const [inline]

Definition at line 761 of file CouenneProblem.hpp.

References lastPrioSort_.

Referenced by Couenne::CouenneChooseStrong::gutsOfSetupList().

void CouenneProblem::setLastPrioSort ( int  givenLastPS  ) 

Definition at line 254 of file CouenneProblem.cpp.

References lastPrioSort_.

Referenced by Couenne::CouenneChooseStrong::gutsOfSetupList().

CouenneRecordBestSol* Couenne::CouenneProblem::getRecordBestSol (  )  const [inline]

returns recorded best solution

Definition at line 768 of file CouenneProblem.hpp.

References recBSol.

Referenced by Couenne::CouenneSetup::addMilpCutGenerators(), checkNLP2(), Couenne::CouenneInterface::extractLinearRelaxation(), Couenne::CouenneIterativeRounding::feasibilityIR(), Couenne::CouenneCutGenerator::generateCuts(), Couenne::CouenneIterativeRounding::improvementIR(), Couenne::InitHeuristic::InitHeuristic(), main(), Couenne::CouenneCutGenerator::printLineInfo(), reformulate(), Couenne::CouenneSolverInterface< T >::resolve(), Couenne::CouenneChooseStrong::setupList(), Couenne::CouenneFeasPump::solution(), and Couenne::NlpSolveHeuristic::solution().

double Couenne::CouenneProblem::getFeasTol (  )  [inline]

returns feasibility tolerance

Definition at line 772 of file CouenneProblem.hpp.

References feas_tolerance_.

Referenced by Couenne::CouenneChooseStrong::chooseVariable(), Couenne::CouenneInterface::extractLinearRelaxation(), Couenne::CouenneIterativeRounding::feasibilityIR(), Couenne::CouenneChooseVariable::feasibleSolution(), Couenne::CouenneChooseStrong::feasibleSolution(), Couenne::CouenneIterativeRounding::improvementIR(), Couenne::InitHeuristic::InitHeuristic(), main(), reformulate(), Couenne::CouenneSolverInterface< T >::resolve(), Couenne::CouenneChooseStrong::setupList(), Couenne::CouenneFeasPump::solution(), and Couenne::NlpSolveHeuristic::solution().

double CouenneProblem::checkObj ( const CouNumber sol,
const double &  precision 
) const

Recompute objective value for sol.

Definition at line 284 of file checkNLP.cpp.

References Couenne::CouenneObjective::Body(), Couenne::expression::Image(), Couenne::expression::Index(), Couenne::J_PROBLEM(), Jnlst(), and Obj().

Referenced by checkNLP2().

bool CouenneProblem::checkInt ( const CouNumber sol,
const int  from,
const int  upto,
const std::vector< int >  listInt,
const bool  origVarOnly,
const bool  stopAtFirstViol,
const double  precision,
double &  maxViol 
) const

check integrality of vars in sol with index between from and upto (original vars only if origVarOnly == true); return true if all integer vars are within precision of an integer value

Definition at line 322 of file checkNLP.cpp.

References COUENNE_round, domain_, feas_tolerance_, Couenne::J_PROBLEM(), Jnlst(), Couenne::Domain::lb(), Couenne::Domain::ub(), Couenne::VAR, and variables_.

Referenced by checkNLP2().

bool CouenneProblem::checkBounds ( const CouNumber sol,
const bool  stopAtFirstViol,
const double  precision,
double &  maxViol 
) const

Check bounds; returns true iff feasible for given precision.

Definition at line 376 of file checkNLP.cpp.

References domain_, Couenne::J_PROBLEM(), Jnlst(), Couenne::Domain::lb(), ndefined_, nOrigVars_, Couenne::Domain::ub(), variables_, and Couenne::Domain::x().

Referenced by checkNLP2().

bool CouenneProblem::checkAux ( const CouNumber sol,
const bool  stopAtFirstViol,
const double  precision,
double &  maxViol 
) const

returns true iff value of all auxilliaries are within bounds

Definition at line 422 of file checkNLP.cpp.

References Couenne::AUX, Couenne::expression::AUX_GEQ, Couenne::expression::AUX_LEQ, COUENNE_EPS, COUENNE_INFINITY, feas_tolerance_, Couenne::J_PROBLEM(), Jnlst(), nVars(), print(), ratio(), variables_, and X().

Referenced by checkNLP2().

bool CouenneProblem::checkCons ( const CouNumber sol,
const bool  stopAtFirstViol,
const double  precision,
double &  maxViol 
) const

returns true iff value of all auxilliaries are within bounds

Definition at line 508 of file checkNLP.cpp.

References c, Con(), COUENNE_INFINITY, Couenne::J_PROBLEM(), Jnlst(), Lb(), nCons(), print(), and Ub().

Referenced by checkNLP2().

bool CouenneProblem::checkNLP2 ( const double *  solution,
const double  obj,
const bool  careAboutObj,
const bool  stopAtFirstViol,
const bool  checkAll,
const double  precision 
) const

if careAboutObj is set to true, then stopAtFirstViol must be set to false too.

Definition at line 607 of file checkNLP.cpp.

References Couenne::AUX, checkAux(), checkBounds(), checkCons(), checkInt(), checkObj(), Couenne::Domain::current(), Couenne::DomainPoint::Dimension(), domain_, getAuxs(), Couenne::CouenneRecordBestSol::getInitDomLb(), Couenne::CouenneRecordBestSol::getInitDomUb(), Couenne::CouenneRecordBestSol::getInitIsInt(), Couenne::CouenneRecordBestSol::getListInt(), getRecordBestSol(), Couenne::J_PROBLEM(), Jnlst(), Couenne::Domain::lb(), ndefined_, nOrigVars_, nVars(), Couenne::Domain::pop(), Couenne::Domain::push(), recBSol, restoreUnusedOriginals(), Couenne::CouenneRecordBestSol::setModSol(), Couenne::Domain::ub(), Couenne::VAR, variables_, and Couenne::Domain::x().

Referenced by Couenne::CouenneInterface::extractLinearRelaxation(), Couenne::CouenneIterativeRounding::feasibilityIR(), Couenne::CouenneChooseVariable::feasibleSolution(), Couenne::CouenneChooseStrong::feasibleSolution(), getIntegerCandidate(), Couenne::CouenneIterativeRounding::improvementIR(), Couenne::InitHeuristic::InitHeuristic(), main(), reformulate(), Couenne::CouenneSolverInterface< T >::resolve(), Couenne::CouenneChooseStrong::setupList(), Couenne::CouenneFeasPump::solution(), and Couenne::NlpSolveHeuristic::solution().


Friends And Related Function Documentation

friend class exprMul [friend]

Definition at line 151 of file CouenneProblem.hpp.

Referenced by analyzeSparsity(), decomposeTerm(), linStandardize(), and splitAux().


Member Data Documentation

int Couenne::CouenneProblem::minDepthPrint_

Definition at line 162 of file CouenneProblem.hpp.

Referenced by CouenneProblem().

int Couenne::CouenneProblem::minNodePrint_

Definition at line 165 of file CouenneProblem.hpp.

Referenced by CouenneProblem().

bool Couenne::CouenneProblem::doPrint_

Definition at line 168 of file CouenneProblem.hpp.

Referenced by Couenne::CouenneChooseStrong::chooseVariable(), CouenneProblem(), Couenne::CouenneChooseStrong::doStrongBranching(), Couenne::CouenneChooseStrong::gutsOfSetupList(), Couenne::CouenneCutGenerator::printLineInfo(), and Couenne::CouenneChooseStrong::setupList().

std::string Couenne::CouenneProblem::problemName_ [protected]

problem name

Definition at line 173 of file CouenneProblem.hpp.

Referenced by problemName(), readOptimum(), setProblemName(), and writeGAMS().

std::vector<exprVar *> Couenne::CouenneProblem::variables_ [protected]

Variables (original, auxiliary, and defined).

Definition at line 175 of file CouenneProblem.hpp.

Referenced by addAuxiliary(), addVariable(), aggressiveBT(), auxiliarize(), checkAux(), checkBounds(), checkInt(), checkNLP(), checkNLP2(), CouenneProblem(), createUnusedOriginals(), fake_tighten(), fillDependence(), fillIntegerRank(), findSOS(), getAuxs(), getIntegerCandidate(), impliedBounds(), initAuxs(), nVars(), print(), readOptimum(), realign(), reformulate(), restoreUnusedOriginals(), standardize(), tightenBounds(), Var(), Variables(), writeAMPL(), and ~CouenneProblem().

std::vector<CouenneObjective *> Couenne::CouenneProblem::objectives_ [protected]

Objectives.

Definition at line 176 of file CouenneProblem.hpp.

Referenced by addObjective(), auxiliarize(), CouenneProblem(), fillObjCoeff(), installCutOff(), nObjs(), Obj(), print(), realign(), reformulate(), resetCutOff(), setCutOff(), setObjective(), standardize(), writeAMPL(), and ~CouenneProblem().

std::vector<CouenneConstraint *> Couenne::CouenneProblem::constraints_ [protected]

Constraints.

Definition at line 177 of file CouenneProblem.hpp.

Referenced by addEQConstraint(), addGEConstraint(), addLEConstraint(), addRNGConstraint(), auxiliarize(), Con(), CouenneProblem(), initAuxs(), nCons(), print(), realign(), reformulate(), standardize(), writeAMPL(), and ~CouenneProblem().

std::vector<expression *> Couenne::CouenneProblem::commonexprs_ [protected]

AMPL's common expressions (read from AMPL through structures cexps and cexps1).

Definition at line 180 of file CouenneProblem.hpp.

Referenced by auxiliarize(), commonExprs(), getAuxs(), and print().

Domain Couenne::CouenneProblem::domain_ [mutable, protected]

current point and bounds;

Definition at line 182 of file CouenneProblem.hpp.

Referenced by addAuxiliary(), checkBounds(), checkInt(), checkNLP(), checkNLP2(), CouenneProblem(), domain(), getAuxs(), getIntegerCandidate(), impliedBounds(), initAuxs(), Lb(), linStandardize(), print(), realign(), reformulate(), restoreUnusedOriginals(), splitAux(), standardize(), tightenBounds(), Ub(), and X().

std::set<exprAux *, compExpr>* Couenne::CouenneProblem::auxSet_ [protected]

Expression map for comparison in standardization and to count occurrences of an auxiliary.

Definition at line 186 of file CouenneProblem.hpp.

Referenced by addAuxiliary(), AuxSet(), CouenneProblem(), and standardize().

int Couenne::CouenneProblem::curnvars_ [mutable, protected]

Number of elements in the x_, lb_, ub_ arrays.

Definition at line 189 of file CouenneProblem.hpp.

int Couenne::CouenneProblem::nIntVars_ [protected]

Number of discrete variables.

Definition at line 192 of file CouenneProblem.hpp.

Referenced by addVariable(), nIntVars(), and reformulate().

CouNumber* Couenne::CouenneProblem::optimum_ [mutable, protected]

Best solution known to be loaded from file -- for testing purposes.

Definition at line 195 of file CouenneProblem.hpp.

Referenced by bestSol(), btCore(), CouenneProblem(), fake_tighten(), getIntegerCandidate(), impliedBounds(), obbt_iter(), print(), readOptimum(), tightenBounds(), and ~CouenneProblem().

CouNumber Couenne::CouenneProblem::bestObj_ [protected]

Best known objective function.

Definition at line 198 of file CouenneProblem.hpp.

Referenced by bestObj(), print(), and readOptimum().

int* Couenne::CouenneProblem::quadIndex_ [protected]

Indices of variables appearing in products (used for SDP cuts).

Definition at line 201 of file CouenneProblem.hpp.

bool* Couenne::CouenneProblem::commuted_ [protected]

Variables that have commuted to auxiliary.

Definition at line 204 of file CouenneProblem.hpp.

Referenced by Commuted(), standardize(), and ~CouenneProblem().

int* Couenne::CouenneProblem::numbering_ [protected]

numbering of variables.

No variable xi with associated pi(i) greater than pi(j) should be evaluated before variable xj

Definition at line 208 of file CouenneProblem.hpp.

Referenced by CouenneProblem(), createUnusedOriginals(), evalOrder(), evalVector(), fillIntegerRank(), getAuxs(), impliedBounds(), initAuxs(), standardize(), tightenBounds(), and ~CouenneProblem().

int Couenne::CouenneProblem::ndefined_ [protected]

Number of "defined variables" (aka "common expressions").

Definition at line 211 of file CouenneProblem.hpp.

Referenced by aggressiveBT(), checkBounds(), checkNLP(), checkNLP2(), fillIntegerRank(), getAuxs(), getIntegerCandidate(), nDefVars(), and setNDefVars().

DepGraph* Couenne::CouenneProblem::graph_ [protected]

Dependence (acyclic) graph: shows dependence of all auxiliary variables on one another and on original variables.

Used to create a numbering of all variables for evaluation and bound tightening (reverse order for implied bounds)

Definition at line 217 of file CouenneProblem.hpp.

Referenced by addAuxiliary(), auxiliarize(), getDepGraph(), standardize(), and ~CouenneProblem().

int Couenne::CouenneProblem::nOrigVars_ [protected]

Number of original variables.

Definition at line 220 of file CouenneProblem.hpp.

Referenced by addVariable(), aggressiveBT(), checkBounds(), checkNLP(), checkNLP2(), fillIntegerRank(), findSOS(), getAuxs(), getIntegerCandidate(), initAuxs(), nOrigVars(), print(), readOptimum(), reformulate(), and standardize().

int Couenne::CouenneProblem::nOrigCons_ [protected]

Number of original constraints (disregarding those that turned into auxiliary variable definition).

Definition at line 224 of file CouenneProblem.hpp.

Referenced by nOrigCons(), and reformulate().

int Couenne::CouenneProblem::nOrigIntVars_ [protected]

Number of original integer variables.

Definition at line 227 of file CouenneProblem.hpp.

Referenced by nOrigIntVars(), and reformulate().

GlobalCutOff* Couenne::CouenneProblem::pcutoff_ [mutable, protected]

Pointer to a global cutoff object.

Definition at line 230 of file CouenneProblem.hpp.

Referenced by getCutOff(), getCutOffSol(), installCutOff(), resetCutOff(), setCutOff(), and ~CouenneProblem().

bool Couenne::CouenneProblem::created_pcutoff_ [mutable, protected]

flag indicating if this class is creator of global cutoff object

Definition at line 233 of file CouenneProblem.hpp.

Referenced by ~CouenneProblem().

bool Couenne::CouenneProblem::doFBBT_ [protected]

do Feasibility-based bound tightening

Definition at line 235 of file CouenneProblem.hpp.

Referenced by doFBBT(), initOptions(), and obbt_iter().

bool Couenne::CouenneProblem::doRCBT_ [protected]

do reduced cost bound tightening

Definition at line 236 of file CouenneProblem.hpp.

Referenced by doRCBT(), and initOptions().

bool Couenne::CouenneProblem::doOBBT_ [protected]

do Optimality-based bound tightening

Definition at line 237 of file CouenneProblem.hpp.

Referenced by doOBBT(), initOptions(), and obbt().

bool Couenne::CouenneProblem::doABT_ [protected]

do Aggressive bound tightening

Definition at line 238 of file CouenneProblem.hpp.

Referenced by doABT(), and initOptions().

int Couenne::CouenneProblem::logObbtLev_ [protected]

frequency of Optimality-based bound tightening

Definition at line 240 of file CouenneProblem.hpp.

Referenced by initOptions(), logObbtLev(), and obbt().

int Couenne::CouenneProblem::logAbtLev_ [protected]

frequency of Aggressive bound tightening

Definition at line 241 of file CouenneProblem.hpp.

Referenced by initOptions(), and logAbtLev().

JnlstPtr Couenne::CouenneProblem::jnlst_ [protected]

SmartPointer to the Journalist.

Definition at line 244 of file CouenneProblem.hpp.

Referenced by aggressiveBT(), analyzeSparsity(), auxiliarize(), CouenneProblem(), decomposeTerm(), fake_tighten(), fillDependence(), fillIntegerRank(), findSOS(), flattenMul(), getIntegerCandidate(), Jnlst(), linStandardize(), obbt(), obbt_iter(), print(), redCostBT(), reformulate(), setBase(), splitAux(), standardize(), and testIntFix().

CouNumber Couenne::CouenneProblem::opt_window_ [protected]

window around known optimum (for testing purposes)

Definition at line 247 of file CouenneProblem.hpp.

Referenced by initOptions(), and readOptimum().

bool Couenne::CouenneProblem::useQuadratic_ [protected]

Use quadratic expressions?

Definition at line 250 of file CouenneProblem.hpp.

Referenced by analyzeSparsity(), and initOptions().

CouNumber Couenne::CouenneProblem::feas_tolerance_ [protected]

feasibility tolerance (to be used in checkNLP)

Definition at line 253 of file CouenneProblem.hpp.

Referenced by checkAux(), checkInt(), checkNLP(), getFeasTol(), getIntegerCandidate(), and initOptions().

std::vector<std::set <int> > Couenne::CouenneProblem::dependence_ [protected]

inverse dependence structure: for each variable x give set of auxiliary variables (or better, their indices) whose expression depends on x

Definition at line 258 of file CouenneProblem.hpp.

Referenced by Dependence(), and fillDependence().

std::vector<CouenneObject *> Couenne::CouenneProblem::objects_ [protected]

vector of pointer to CouenneObjects.

Used by CouenneVarObjects when finding all objects related to (having as argument) a single variable

Definition at line 263 of file CouenneProblem.hpp.

Referenced by CouenneProblem(), fillDependence(), Objects(), and ~CouenneProblem().

int* Couenne::CouenneProblem::integerRank_ [mutable, protected]

each element is true if variable is integer and, if auxiliary, depends on no integer

Definition at line 267 of file CouenneProblem.hpp.

Referenced by CouenneProblem(), fillIntegerRank(), getIntegerCandidate(), and ~CouenneProblem().

std::vector<int> Couenne::CouenneProblem::numberInRank_ [mutable, protected]

numberInRank_ [i] is the number of integer variables in rank i

Definition at line 270 of file CouenneProblem.hpp.

Referenced by fillIntegerRank(), and getIntegerCandidate().

double Couenne::CouenneProblem::maxCpuTime_ [protected]

maximum cpu time

Definition at line 273 of file CouenneProblem.hpp.

Referenced by aggressiveBT(), btCore(), call_iter(), getIntegerCandidate(), getMaxCpuTime(), obbt(), and setMaxCpuTime().

Bonmin::BabSetupBase* Couenne::CouenneProblem::bonBase_ [protected]

options

Definition at line 276 of file CouenneProblem.hpp.

Referenced by bonBase(), reformulate(), setBase(), and standardize().

ASL* Couenne::CouenneProblem::asl_ [protected]

AMPL structure pointer (temporary --- looking forward to embedding into OS...).

Definition at line 279 of file CouenneProblem.hpp.

int* Couenne::CouenneProblem::unusedOriginalsIndices_ [protected]

some originals may be unused due to their zero multiplicity (that happens when they are duplicates).

This array keeps track of their indices and is sorted by evaluation order

Definition at line 284 of file CouenneProblem.hpp.

Referenced by CouenneProblem(), createUnusedOriginals(), restoreUnusedOriginals(), unusedOriginalsIndices(), and ~CouenneProblem().

int Couenne::CouenneProblem::nUnusedOriginals_ [protected]

number of unused originals

Definition at line 287 of file CouenneProblem.hpp.

Referenced by CouenneProblem(), createUnusedOriginals(), nUnusedOriginals(), and restoreUnusedOriginals().

int Couenne::CouenneProblem::lastPrioSort_ [protected]

Definition at line 290 of file CouenneProblem.hpp.

Referenced by CouenneProblem(), getLastPrioSort(), and setLastPrioSort().

struct Couenne::CouenneRecordBestSol* Couenne::CouenneProblem::recBSol [protected]

Definition at line 293 of file CouenneProblem.hpp.

Referenced by checkNLP2(), CouenneProblem(), getIntegerCandidate(), getRecordBestSol(), reformulate(), and ~CouenneProblem().

enum multiSep Couenne::CouenneProblem::multilinSep_ [protected]

Type of Multilinear separation.

Definition at line 296 of file CouenneProblem.hpp.

Referenced by initOptions(), and MultilinSep().

int Couenne::CouenneProblem::max_fbbt_iter_ [protected]

number of FBBT iterations

Definition at line 299 of file CouenneProblem.hpp.

Referenced by btCore(), and initOptions().

bool Couenne::CouenneProblem::fbbtReachedIterLimit_ [mutable, protected]

true if FBBT exited for iteration limits as opposed to inability to further tighten bounds

Definition at line 303 of file CouenneProblem.hpp.

Referenced by btCore(), and fbbtReachedIterLimit().

bool Couenne::CouenneProblem::orbitalBranching_ [protected]

use orbital branching?

Definition at line 306 of file CouenneProblem.hpp.

Referenced by initOptions(), orbitalBranching(), reformulate(), and setupSymmetry().

bool Couenne::CouenneProblem::checkAuxBounds_ [protected]

check bounds on auxiliary variables when verifying MINLP feasibility of a solution.

Usually this is not needed, unless some manipulation on auxiliary variables is done before Branch-and-Bound

Definition at line 312 of file CouenneProblem.hpp.

Referenced by checkAuxBounds(), and setCheckAuxBounds().

enum TrilinDecompType Couenne::CouenneProblem::trilinDecompType_ [protected]

return type of decomposition of quadrilinear terms

Definition at line 315 of file CouenneProblem.hpp.

Referenced by getTrilinDecompType(), and initOptions().

std::vector<Node> Couenne::CouenneProblem::node_info [mutable]

Definition at line 347 of file CouenneProblem.hpp.

Nauty* Couenne::CouenneProblem::nauty_info [mutable]

Definition at line 348 of file CouenneProblem.hpp.

Referenced by getNtyInfo().

myclass0 Couenne::CouenneProblem::node_sort

Definition at line 350 of file CouenneProblem.hpp.

myclass Couenne::CouenneProblem::index_sort

Definition at line 351 of file CouenneProblem.hpp.


The documentation for this class was generated from the following files:
Generated on Thu Nov 10 03:14:14 2011 by  doxygen 1.4.7