Couenne::CouenneProblem Class Reference

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

#include <CouenneProblem.hpp>

Collaboration diagram for Couenne::CouenneProblem:
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List of all members.

Public Types

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.
int readnl (const struct ASL *)
 Read problem from .nl file using the Ampl Solver Library (ASL).
expressionnl2e (struct expr *, const ASL *asl)
 Generate a Couenne expression from an ASL expression.
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
double constObjVal () const
 returns constant objective value if it contains no variables
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
 Return true if either solution or recomputed_solution obtained using getAuxs() from the original variables in solution is feasible within precision (the solution with minimum violation is then stored in recBSol->modSol, as well as its value and violation); return false otherwise.

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_
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
double constObjVal_
 constant value of the objective if no variable is declared in it

Private Types

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 163 of file CouenneProblem.hpp.


Member Enumeration Documentation

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

Enumerator:
UNFIXED 
FIXED 
CONTINUOUS 

Definition at line 168 of file CouenneProblem.hpp.

Type of multilinear separation.

Enumerator:
MulSepNone 
MulSepSimple 
MulSepTight 

Definition at line 173 of file CouenneProblem.hpp.


Constructor & Destructor Documentation

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

Constructor.

constructor

Definition at line 43 of file CouenneProblemConstructors.cpp.

CouenneProblem::CouenneProblem ( const CouenneProblem p  ) 

Copy constructor.

copy constructor

Definition at line 117 of file CouenneProblemConstructors.cpp.

CouenneProblem::~CouenneProblem (  ) 

Destructor.

Definition at line 207 of file CouenneProblemConstructors.cpp.


Member Function Documentation

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

initializes parameters like doOBBT

Definition at line 249 of file CouenneProblemConstructors.cpp.

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

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

Definition at line 346 of file CouenneProblem.hpp.

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

Get number of objectives.

Definition at line 349 of file CouenneProblem.hpp.

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

Get number of constraints.

Definition at line 350 of file CouenneProblem.hpp.

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

Get number of original constraints.

Definition at line 351 of file CouenneProblem.hpp.

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

Number of orig. variables.

Definition at line 353 of file CouenneProblem.hpp.

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

Number of def'd variables.

Definition at line 354 of file CouenneProblem.hpp.

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

Number of original integers.

Definition at line 355 of file CouenneProblem.hpp.

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

Number of integer variables.

Definition at line 356 of file CouenneProblem.hpp.

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

Total number of variables.

Definition at line 357 of file CouenneProblem.hpp.

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

Definition at line 359 of file CouenneProblem.hpp.

std::vector<int>* Couenne::CouenneProblem::Find_Orbit ( int   )  const
void Couenne::CouenneProblem::sym_setup (  ) 
void Couenne::CouenneProblem::Compute_Symmetry (  )  const
void Couenne::CouenneProblem::Print_Orbits (  )  const
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 375 of file CouenneProblem.hpp.

void CouenneProblem::setupSymmetry (  ) 

empty if no NTY, symmetry data structure setup otherwise

Definition at line 426 of file CouenneSymmetry.cpp.

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

get evaluation order index

Definition at line 384 of file CouenneProblem.hpp.

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

get evaluation order vector (numbering_)

Definition at line 388 of file CouenneProblem.hpp.

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

i-th constraint

Definition at line 392 of file CouenneProblem.hpp.

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

i-th objective

Definition at line 393 of file CouenneProblem.hpp.

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

Return pointer to i-th variable.

Definition at line 396 of file CouenneProblem.hpp.

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

Return vector of variables (symbolic representation).

Definition at line 400 of file CouenneProblem.hpp.

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

Return pointer to set for comparisons.

Definition at line 404 of file CouenneProblem.hpp.

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

Return pointer to dependence graph.

Definition at line 408 of file CouenneProblem.hpp.

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

return current point & bounds

Definition at line 412 of file CouenneProblem.hpp.

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

Definition at line 415 of file CouenneProblem.hpp.

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

$x_i$

Definition at line 418 of file CouenneProblem.hpp.

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

lower bound on $x_i$

Definition at line 419 of file CouenneProblem.hpp.

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

upper bound on $x_i$

Definition at line 420 of file CouenneProblem.hpp.

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

Return vector of variables.

Definition at line 423 of file CouenneProblem.hpp.

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

Return vector of lower bounds.

Definition at line 424 of file CouenneProblem.hpp.

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

Return vector of upper bounds.

Definition at line 425 of file CouenneProblem.hpp.

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

Best known solution (read from file).

Definition at line 428 of file CouenneProblem.hpp.

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

Objective of best known solution.

Definition at line 429 of file CouenneProblem.hpp.

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

Get vector of commuted variables.

Definition at line 432 of file CouenneProblem.hpp.

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

Add (non linear) objective function.

methods to add objective function.

Definition at line 41 of file CouenneProblem.cpp.

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

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

methods to add nonlinear constraints:

equality constraint

Definition at line 51 of file CouenneProblem.cpp.

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

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

"greater than" constraint

Definition at line 58 of file CouenneProblem.cpp.

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

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

"smaller than" constraint

Definition at line 65 of file CouenneProblem.cpp.

void CouenneProblem::addRNGConstraint ( expression body,
expression lb = NULL,
expression ub = NULL 
)

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

range constraint

Definition at line 79 of file CouenneProblem.cpp.

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

Add (non linear) objective function.

Definition at line 72 of file CouenneProblem.cpp.

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

Add original variable.

add variable to the problem -- check whether it is integer (isDiscrete)

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

Definition at line 89 of file CouenneProblem.cpp.

exprAux * CouenneProblem::addAuxiliary ( expression symbolic  ) 

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

add auxiliary variable and associate it with pointer to expression given as argument

Definition at line 108 of file CouenneProblem.cpp.

void CouenneProblem::reformulate ( CouenneCutGenerator cg = NULL  ) 

preprocess problem in order to extract linear relaxations etc.

Definition at line 32 of file reformulate.cpp.

bool CouenneProblem::standardize (  ) 

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

standardize (nonlinear) common expressions, objectives, and constraints

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.

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

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

Definition at line 24 of file problemIO.cpp.

int Couenne::CouenneProblem::readnl ( const struct ASL *   ) 

Read problem from .nl file using the Ampl Solver Library (ASL).

expression * CouenneProblem::nl2e ( struct expr *  e,
const ASL *  asl 
)

Generate a Couenne expression from an ASL expression.

Definition at line 47 of file nl2e.cpp.

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

shall we do Feasibility Based Bound Tightening?

Definition at line 479 of file CouenneProblem.hpp.

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

shall we do reduced cost Bound Tightening?

Definition at line 480 of file CouenneProblem.hpp.

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

shall we do Optimality Based Bound Tightening?

Definition at line 481 of file CouenneProblem.hpp.

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

shall we do Aggressive Bound Tightening?

Definition at line 482 of file CouenneProblem.hpp.

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

How often shall we do OBBT?

Definition at line 484 of file CouenneProblem.hpp.

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

How often shall we do ABT?

Definition at line 485 of file CouenneProblem.hpp.

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.

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

Write nonlinear problem to a .gms file.

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

Definition at line 24 of file writeGAMS.cpp.

void CouenneProblem::initAuxs (  )  const

Initialize auxiliary variables and their bounds from original variables.

initialize auxiliary variables from original variables in the nonlinear problem

Definition at line 51 of file problem.cpp.

void CouenneProblem::getAuxs ( CouNumber x  )  const

Get auxiliary variables from original variables.

get auxiliary variables from original variables in the nonlinear problem

Definition at line 153 of file problem.cpp.

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

tighten bounds using propagation, implied bounds and reduced costs

procedure to strengthen variable bounds.

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

Definition at line 168 of file boundTightening.cpp.

bool CouenneProblem::btCore ( t_chg_bounds chg_bds  )  const

core of the bound tightening procedure

Definition at line 25 of file boundTightening.cpp.

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.

bool CouenneProblem::aggressiveBT ( Bonmin::OsiTMINLPInterface nlp,
t_chg_bounds chg_bds,
const CglTreeInfo &  info,
Bonmin::BabInfo 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.

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

procedure to strengthen variable bounds.

reduced cost bound tightening

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

Definition at line 219 of file boundTightening.cpp.

int CouenneProblem::tightenBounds ( t_chg_bounds chg_bds  )  const

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

Bound propagation for auxiliary variables.

Definition at line 21 of file tightenBounds.cpp.

int CouenneProblem::impliedBounds ( t_chg_bounds chg_bds  )  const

"Backward" bound tightening, aka implied bounds.

Bound tightening for auxiliary variables.

Definition at line 20 of file impliedBounds.cpp.

void CouenneProblem::fillQuadIndices (  ) 

Look for quadratic terms to be used with SDP cuts.

Definition at line 15 of file fillQuadIndices.cpp.

void CouenneProblem::fillObjCoeff ( double *&  obj  ) 

Fill vector with coefficients of objective function.

fill obj vector with coefficient of the (linearized) obj function (depends on sense of optimization -- invert if sense()==MAXIMIZE)

Definition at line 230 of file problem.cpp.

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

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

replace, in all expressions of the problem (auxiliaries, objectives and constraints) link to an original variable that has gone auxiliary

Definition at line 27 of file auxiliarize.cpp.

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

Set cutoff.

set cutoff from NLP solution

Definition at line 315 of file problem.cpp.

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

Reset cutoff.

Reset cutoff to a given value.

Definition at line 334 of file problem.cpp.

CouNumber CouenneProblem::getCutOff (  )  const

Get cutoff.

Definition at line 242 of file CouenneProblem.cpp.

CouNumber * CouenneProblem::getCutOffSol (  )  const

Get cutoff solution.

Definition at line 246 of file CouenneProblem.cpp.

void CouenneProblem::installCutOff (  )  const

Make cutoff known to the problem.

Tell problem that auxiliary related to obj has a cutoff, to be used in bound tightening.

Definition at line 349 of file problem.cpp.

ConstJnlstPtr CouenneProblem::Jnlst (  )  const

Provide Journalist.

Definition at line 250 of file CouenneProblem.cpp.

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.

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

GRASP for finding integer feasible solutions.

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.

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

Read best known solution from file given in argument.

read optimal solution into member optimum

Definition at line 107 of file problemIO.cpp.

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.

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.

int CouenneProblem::splitAux ( CouNumber  rhs,
expression body,
expression *&  rest,
bool *  wentAux,
enum expression::auxSign sign 
)

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

split a constraint aw + f(x) >/</= c into w's index (returned) and rest = (-f(x) + c)/a

Definition at line 36 of file splitAux.cpp.

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.

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.

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.

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

return problem name

Definition at line 628 of file CouenneProblem.hpp.

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

Definition at line 631 of file CouenneProblem.hpp.

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

return inverse dependence structure

Definition at line 635 of file CouenneProblem.hpp.

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

return object vector

Definition at line 639 of file CouenneProblem.hpp.

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

find SOS constraints in problem

find SOS objects

Definition at line 28 of file CouenneSOS.cpp.

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

set maximum CPU time

Definition at line 648 of file CouenneProblem.hpp.

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

return maximum CPU time

Definition at line 652 of file CouenneProblem.hpp.

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

save CouenneBase

Definition at line 37 of file problem.cpp.

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.

void CouenneProblem::restoreUnusedOriginals ( CouNumber x = 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.

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

return indices of neglected redundant variables

Definition at line 670 of file CouenneProblem.hpp.

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

number of unused originals

Definition at line 674 of file CouenneProblem.hpp.

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

return type of separator for multilinear terms

Definition at line 678 of file CouenneProblem.hpp.

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

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

Definition at line 682 of file CouenneProblem.hpp.

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

return true if orbital branching activated

Definition at line 686 of file CouenneProblem.hpp.

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 692 of file CouenneProblem.hpp.

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 697 of file CouenneProblem.hpp.

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

return type of decomposition of quadrilinear terms

Definition at line 701 of file CouenneProblem.hpp.

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

options

Definition at line 705 of file CouenneProblem.hpp.

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

returns constant objective value if it contains no variables

Definition at line 708 of file CouenneProblem.hpp.

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.

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

Optimality Based Bound Tightening -- inner loop.

Optimality based bound tightening -- inner loop.

Definition at line 98 of file obbt.cpp.

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.

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.

void CouenneProblem::analyzeSparsity ( CouNumber  c0,
LinMap lmap,
QuadMap qmap 
) [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.

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.

void CouenneProblem::realign (  )  [protected]

clear all spurious variables pointers not referring to the variables_ vector

Definition at line 375 of file problem.cpp.

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

fill dependence_ structure

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

Definition at line 23 of file fillDependence.cpp.

void CouenneProblem::fillIntegerRank (  )  const [protected]

fill freeIntegers_ array

fill in the integerRank_ array

Definition at line 173 of file CouenneProblem.cpp.

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.

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

Definition at line 781 of file CouenneProblem.hpp.

void CouenneProblem::setLastPrioSort ( int  givenLastPS  ) 

Definition at line 254 of file CouenneProblem.cpp.

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

returns recorded best solution

Definition at line 788 of file CouenneProblem.hpp.

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

returns feasibility tolerance

Definition at line 792 of file CouenneProblem.hpp.

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

Recompute objective value for sol.

Definition at line 282 of file checkNLP.cpp.

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 320 of file checkNLP.cpp.

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 374 of file checkNLP.cpp.

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 420 of file checkNLP.cpp.

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 506 of file checkNLP.cpp.

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

Return true if either solution or recomputed_solution obtained using getAuxs() from the original variables in solution is feasible within precision (the solution with minimum violation is then stored in recBSol->modSol, as well as its value and violation); return false otherwise.

If stopAtFirstViol == true, recBSol->modSol is meaningless upon return. If stopAtFirstViol == false, recBSol->modSol contains the solution with minimum violation, although this violation might be larger than precision. This is useful for cases where the current solution must be considered valid (e.g., because Cbc is going to accept it anyway), although it violates precision requirements. Value of obj matters only if careAboutObj == true; the code then tries to balance violation of constraints and value of objective. if checkAll = false, check only integrality/bounds for original vars and constraints; consider only recomputed_sol if checkAll == true, check also integrality/bounds on auxs; consider both recomputed_sol and solution if careAboutObj is set to true, then stopAtFirstViol must be set to false too.

Definition at line 605 of file checkNLP.cpp.


Friends And Related Function Documentation

friend class exprMul [friend]

Definition at line 165 of file CouenneProblem.hpp.


Member Data Documentation

Definition at line 176 of file CouenneProblem.hpp.

Definition at line 179 of file CouenneProblem.hpp.

Definition at line 182 of file CouenneProblem.hpp.

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

problem name

Definition at line 187 of file CouenneProblem.hpp.

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

Variables (original, auxiliary, and defined).

Definition at line 189 of file CouenneProblem.hpp.

Objectives.

Definition at line 190 of file CouenneProblem.hpp.

Constraints.

Definition at line 191 of file CouenneProblem.hpp.

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

Definition at line 194 of file CouenneProblem.hpp.

current point and bounds;

Definition at line 196 of file CouenneProblem.hpp.

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

Definition at line 200 of file CouenneProblem.hpp.

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

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

Definition at line 203 of file CouenneProblem.hpp.

Number of discrete variables.

Definition at line 206 of file CouenneProblem.hpp.

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

Definition at line 209 of file CouenneProblem.hpp.

Best known objective function.

Definition at line 212 of file CouenneProblem.hpp.

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

Definition at line 215 of file CouenneProblem.hpp.

Variables that have commuted to auxiliary.

Definition at line 218 of file CouenneProblem.hpp.

numbering of variables.

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

Definition at line 222 of file CouenneProblem.hpp.

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

Definition at line 225 of file CouenneProblem.hpp.

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 231 of file CouenneProblem.hpp.

Number of original variables.

Definition at line 234 of file CouenneProblem.hpp.

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

Definition at line 238 of file CouenneProblem.hpp.

Number of original integer variables.

Definition at line 241 of file CouenneProblem.hpp.

Pointer to a global cutoff object.

Definition at line 244 of file CouenneProblem.hpp.

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

flag indicating if this class is creator of global cutoff object

Definition at line 247 of file CouenneProblem.hpp.

do Feasibility-based bound tightening

Definition at line 249 of file CouenneProblem.hpp.

do reduced cost bound tightening

Definition at line 250 of file CouenneProblem.hpp.

do Optimality-based bound tightening

Definition at line 251 of file CouenneProblem.hpp.

do Aggressive bound tightening

Definition at line 252 of file CouenneProblem.hpp.

frequency of Optimality-based bound tightening

Definition at line 254 of file CouenneProblem.hpp.

frequency of Aggressive bound tightening

Definition at line 255 of file CouenneProblem.hpp.

SmartPointer to the Journalist.

Definition at line 258 of file CouenneProblem.hpp.

window around known optimum (for testing purposes)

Definition at line 261 of file CouenneProblem.hpp.

Use quadratic expressions?

Definition at line 264 of file CouenneProblem.hpp.

feasibility tolerance (to be used in checkNLP)

Definition at line 267 of file CouenneProblem.hpp.

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 272 of file CouenneProblem.hpp.

vector of pointer to CouenneObjects.

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

Definition at line 277 of file CouenneProblem.hpp.

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

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

Definition at line 281 of file CouenneProblem.hpp.

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

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

Definition at line 284 of file CouenneProblem.hpp.

maximum cpu time

Definition at line 287 of file CouenneProblem.hpp.

options

Definition at line 290 of file CouenneProblem.hpp.

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

Definition at line 293 of file CouenneProblem.hpp.

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 298 of file CouenneProblem.hpp.

number of unused originals

Definition at line 301 of file CouenneProblem.hpp.

Definition at line 304 of file CouenneProblem.hpp.

Definition at line 307 of file CouenneProblem.hpp.

Type of Multilinear separation.

Definition at line 310 of file CouenneProblem.hpp.

number of FBBT iterations

Definition at line 313 of file CouenneProblem.hpp.

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

Definition at line 317 of file CouenneProblem.hpp.

use orbital branching?

Definition at line 320 of file CouenneProblem.hpp.

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 326 of file CouenneProblem.hpp.

return type of decomposition of quadrilinear terms

Definition at line 329 of file CouenneProblem.hpp.

constant value of the objective if no variable is declared in it

Definition at line 332 of file CouenneProblem.hpp.

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

Definition at line 364 of file CouenneProblem.hpp.

Definition at line 365 of file CouenneProblem.hpp.

Definition at line 367 of file CouenneProblem.hpp.

Definition at line 368 of file CouenneProblem.hpp.


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

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