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CglMixedIntegerRounding Class Reference

Mixed Integer Rounding Cut Generator Class. More...

#include <CglMixedIntegerRounding.hpp>

Inheritance diagram for CglMixedIntegerRounding:

CglCutGenerator List of all members.

Public Member Functions

Generate Cuts
virtual void generateCuts (const OsiSolverInterface &si, OsiCuts &cs, const CglTreeInfo info=CglTreeInfo()) const
 Generate Mixed Integer Rounding cuts for the model data contained in si.
Constructors and destructors
 CglMixedIntegerRounding ()
 Default constructor.
 CglMixedIntegerRounding (const int maxaggr, const bool multiply, const int criterion)
 Alternate Constructor.
 CglMixedIntegerRounding (const CglMixedIntegerRounding &)
 Copy constructor.
virtual CglCutGeneratorclone () const
 Clone.
CglMixedIntegerRoundingoperator= (const CglMixedIntegerRounding &rhs)
 Assignment operator.
virtual ~CglMixedIntegerRounding ()
 Destructor.
virtual void refreshSolver (OsiSolverInterface *solver)
 This can be used to refresh any inforamtion.
virtual std::string generateCpp (FILE *fp)
 Create C++ lines to get to current state.
Set and get methods
void setMAXAGGR_ (int maxaggr)
 Set MAXAGGR_.
int getMAXAGGR_ () const
 Get MAXAGGR_.
void setMULTIPLY_ (bool multiply)
 Set MULTIPLY_.
bool getMULTIPLY_ () const
 Get MULTIPLY_.
void setCRITERION_ (int criterion)
 Set CRITERION_.
int getCRITERION_ () const
 Get CRITERION_.

Private Types

enum  RowType {
  ROW_UNDEFINED, ROW_VARUB, ROW_VARLB, ROW_VAREQ,
  ROW_MIX, ROW_CONT, ROW_INT, ROW_OTHER
}

Private Member Functions

void gutsOfConstruct (const int maxaggr, const bool multiply, const int criterion)
void gutsOfDelete ()
void gutsOfCopy (const CglMixedIntegerRounding &rhs)
void mixIntRoundPreprocess (const OsiSolverInterface &si) const
RowType determineRowType (const OsiSolverInterface &si, const int rowLen, const int *ind, const double *coef, const char sense, const double rhs) const
void generateMirCuts (const OsiSolverInterface &si, const double *xlp, const double *colUpperBound, const double *colLowerBound, const CoinPackedMatrix &matrixByRow, const double *LHS, const double *coefByRow, const int *colInds, const int *rowStarts, const int *rowLengths, const CoinPackedMatrix &matrixByCol, const double *coefByCol, const int *rowInds, const int *colStarts, const int *colLengths, OsiCuts &cs) const
void copyRowSelected (const int iAggregate, const int rowSelected, std::set< int > &setRowsAggregated, int *listRowsAggregated, double *xlpExtra, const char sen, const double rhs, const double lhs, const CoinPackedMatrix &matrixByRow, CoinPackedVector &rowToAggregate, double &rhsToAggregate) const
bool selectRowToAggregate (const OsiSolverInterface &si, const CoinPackedVector &rowAggregated, const double *colUpperBound, const double *colLowerBound, const std::set< int > &setRowsAggregated, const double *xlp, const double *coefByCol, const int *rowInds, const int *colStarts, const int *colLengths, int &rowSelected, int &colSelected) const
void aggregateRow (const int colSelected, CoinPackedVector &rowToAggregate, double rhs, CoinPackedVector &rowAggregated, double &rhsAggregated) const
bool isLowerSubst (const double inf, const double aj, const double xlp, const double LB, const double UB) const
bool boundSubstitution (const OsiSolverInterface &si, const CoinPackedVector &rowAggregated, const double *xlp, const double *xlpExtra, const double *colUpperBound, const double *colLowerBound, CoinPackedVector &mixedKnapsack, double &rhsMixedKnapsack, double &sStar, CoinPackedVector &contVariablesInS) const
bool cMirSeparation (const OsiSolverInterface &si, const CoinPackedMatrix &matrixByRow, const CoinPackedVector &rowAggregated, const int *listRowsAggregated, const char *sense, const double *RHS, const double *coefByRow, const int *colInds, const int *rowStarts, const int *rowLengths, const double *xlp, const double sStar, const double *colUpperBound, const double *colLowerBound, const CoinPackedVector &mixedKnapsack, const double &rhsMixedKnapsack, const CoinPackedVector &contVariablesInS, OsiRowCut &flowCut) const
void cMirInequality (const int numInt, const double delta, const double numeratorBeta, const int *knapsackIndices, const double *knapsackElements, const double *xlp, const double sStar, const double *colUpperBound, const std::set< int > &setC, CoinPackedVector &cMIR, double &rhscMIR, double &sCoef, double &violation) const
double functionG (const double d, const double f) const
void printStats (std::ofstream &fout, const bool hasCut, const OsiSolverInterface &si, const CoinPackedVector &rowAggregated, const double &rhsAggregated, const double *xlp, const double *xlpExtra, const int *listRowsAggregated, const int *listColsSelected, const int level, const double *colUpperBound, const double *colLowerBound) const

Private Attributes

int MAXAGGR_
bool MULTIPLY_
int CRITERION_
double EPSILON_
int UNDEFINED_
 There is no variable upper bound or variable lower bound defined.
double TOLERANCE_
int numRows_
int numCols_
bool doneInitPre_
CglMixIntRoundVUBvubs_
CglMixIntRoundVLBvlbs_
RowTyperowTypes_
int * indRows_
int numRowMix_
int * indRowMix_
int numRowCont_
int * indRowCont_
int numRowInt_
int * indRowInt_
int numRowContVB_
int * indRowContVB_
char * sense_
double * RHS_

Friends

void CglMixedIntegerRoundingUnitTest (const OsiSolverInterface *siP, const std::string mpdDir)

Detailed Description

Mixed Integer Rounding Cut Generator Class.

Definition at line 86 of file CglMixedIntegerRounding.hpp.


Member Enumeration Documentation

enum CglMixedIntegerRounding::RowType [private]
 

Enumeration values:
ROW_UNDEFINED 
ROW_VARUB  After the row is flipped to 'L', the row has exactly two variables: one is negative binary and the other is a continous, and the RHS is zero.
ROW_VARLB  After the row is flipped to 'L', the row has exactly two variables: one is positive binary and the other is a continous, and the RHS is zero.
ROW_VAREQ  The row sense is 'E', the row has exactly two variables: one is binary and the other is a continous, and the RHS is zero.
ROW_MIX 
ROW_CONT 
ROW_INT 
ROW_OTHER 

Definition at line 95 of file CglMixedIntegerRounding.hpp.


Constructor & Destructor Documentation

CglMixedIntegerRounding::CglMixedIntegerRounding  ) 
 

Default constructor.

CglMixedIntegerRounding::CglMixedIntegerRounding const int  maxaggr,
const bool  multiply,
const int  criterion
 

Alternate Constructor.

CglMixedIntegerRounding::CglMixedIntegerRounding const CglMixedIntegerRounding  ) 
 

Copy constructor.

virtual CglMixedIntegerRounding::~CglMixedIntegerRounding  )  [virtual]
 

Destructor.


Member Function Documentation

virtual void CglMixedIntegerRounding::generateCuts const OsiSolverInterface &  si,
OsiCuts &  cs,
const CglTreeInfo  info = CglTreeInfo()
const [virtual]
 

Generate Mixed Integer Rounding cuts for the model data contained in si.

The generated cuts are inserted in the collection of cuts cs.

Implements CglCutGenerator.

virtual CglCutGenerator* CglMixedIntegerRounding::clone  )  const [virtual]
 

Clone.

Implements CglCutGenerator.

CglMixedIntegerRounding& CglMixedIntegerRounding::operator= const CglMixedIntegerRounding rhs  ) 
 

Assignment operator.

virtual void CglMixedIntegerRounding::refreshSolver OsiSolverInterface *  solver  )  [virtual]
 

This can be used to refresh any inforamtion.

Reimplemented from CglCutGenerator.

virtual std::string CglMixedIntegerRounding::generateCpp FILE *  fp  )  [virtual]
 

Create C++ lines to get to current state.

Reimplemented from CglCutGenerator.

void CglMixedIntegerRounding::setMAXAGGR_ int  maxaggr  )  [inline]
 

Set MAXAGGR_.

Definition at line 169 of file CglMixedIntegerRounding.hpp.

References MAXAGGR_.

int CglMixedIntegerRounding::getMAXAGGR_  )  const [inline]
 

Get MAXAGGR_.

Definition at line 180 of file CglMixedIntegerRounding.hpp.

void CglMixedIntegerRounding::setMULTIPLY_ bool  multiply  )  [inline]
 

Set MULTIPLY_.

Definition at line 183 of file CglMixedIntegerRounding.hpp.

References MULTIPLY_.

bool CglMixedIntegerRounding::getMULTIPLY_  )  const [inline]
 

Get MULTIPLY_.

Definition at line 186 of file CglMixedIntegerRounding.hpp.

void CglMixedIntegerRounding::setCRITERION_ int  criterion  )  [inline]
 

Set CRITERION_.

Definition at line 189 of file CglMixedIntegerRounding.hpp.

References CRITERION_.

int CglMixedIntegerRounding::getCRITERION_  )  const [inline]
 

Get CRITERION_.

Definition at line 200 of file CglMixedIntegerRounding.hpp.

void CglMixedIntegerRounding::gutsOfConstruct const int  maxaggr,
const bool  multiply,
const int  criterion
[private]
 

void CglMixedIntegerRounding::gutsOfDelete  )  [private]
 

void CglMixedIntegerRounding::gutsOfCopy const CglMixedIntegerRounding rhs  )  [private]
 

void CglMixedIntegerRounding::mixIntRoundPreprocess const OsiSolverInterface &  si  )  const [private]
 

RowType CglMixedIntegerRounding::determineRowType const OsiSolverInterface &  si,
const int  rowLen,
const int *  ind,
const double *  coef,
const char  sense,
const double  rhs
const [private]
 

void CglMixedIntegerRounding::generateMirCuts const OsiSolverInterface &  si,
const double *  xlp,
const double *  colUpperBound,
const double *  colLowerBound,
const CoinPackedMatrix &  matrixByRow,
const double *  LHS,
const double *  coefByRow,
const int *  colInds,
const int *  rowStarts,
const int *  rowLengths,
const CoinPackedMatrix &  matrixByCol,
const double *  coefByCol,
const int *  rowInds,
const int *  colStarts,
const int *  colLengths,
OsiCuts &  cs
const [private]
 

void CglMixedIntegerRounding::copyRowSelected const int  iAggregate,
const int  rowSelected,
std::set< int > &  setRowsAggregated,
int *  listRowsAggregated,
double *  xlpExtra,
const char  sen,
const double  rhs,
const double  lhs,
const CoinPackedMatrix &  matrixByRow,
CoinPackedVector &  rowToAggregate,
double &  rhsToAggregate
const [private]
 

bool CglMixedIntegerRounding::selectRowToAggregate const OsiSolverInterface &  si,
const CoinPackedVector &  rowAggregated,
const double *  colUpperBound,
const double *  colLowerBound,
const std::set< int > &  setRowsAggregated,
const double *  xlp,
const double *  coefByCol,
const int *  rowInds,
const int *  colStarts,
const int *  colLengths,
int &  rowSelected,
int &  colSelected
const [private]
 

void CglMixedIntegerRounding::aggregateRow const int  colSelected,
CoinPackedVector &  rowToAggregate,
double  rhs,
CoinPackedVector &  rowAggregated,
double &  rhsAggregated
const [private]
 

bool CglMixedIntegerRounding::isLowerSubst const double  inf,
const double  aj,
const double  xlp,
const double  LB,
const double  UB
const [inline, private]
 

bool CglMixedIntegerRounding::boundSubstitution const OsiSolverInterface &  si,
const CoinPackedVector &  rowAggregated,
const double *  xlp,
const double *  xlpExtra,
const double *  colUpperBound,
const double *  colLowerBound,
CoinPackedVector &  mixedKnapsack,
double &  rhsMixedKnapsack,
double &  sStar,
CoinPackedVector &  contVariablesInS
const [private]
 

bool CglMixedIntegerRounding::cMirSeparation const OsiSolverInterface &  si,
const CoinPackedMatrix &  matrixByRow,
const CoinPackedVector &  rowAggregated,
const int *  listRowsAggregated,
const char *  sense,
const double *  RHS,
const double *  coefByRow,
const int *  colInds,
const int *  rowStarts,
const int *  rowLengths,
const double *  xlp,
const double  sStar,
const double *  colUpperBound,
const double *  colLowerBound,
const CoinPackedVector &  mixedKnapsack,
const double &  rhsMixedKnapsack,
const CoinPackedVector &  contVariablesInS,
OsiRowCut &  flowCut
const [private]
 

void CglMixedIntegerRounding::cMirInequality const int  numInt,
const double  delta,
const double  numeratorBeta,
const int *  knapsackIndices,
const double *  knapsackElements,
const double *  xlp,
const double  sStar,
const double *  colUpperBound,
const std::set< int > &  setC,
CoinPackedVector &  cMIR,
double &  rhscMIR,
double &  sCoef,
double &  violation
const [private]
 

double CglMixedIntegerRounding::functionG const double  d,
const double  f
const [inline, private]
 

void CglMixedIntegerRounding::printStats std::ofstream &  fout,
const bool  hasCut,
const OsiSolverInterface &  si,
const CoinPackedVector &  rowAggregated,
const double &  rhsAggregated,
const double *  xlp,
const double *  xlpExtra,
const int *  listRowsAggregated,
const int *  listColsSelected,
const int  level,
const double *  colUpperBound,
const double *  colLowerBound
const [private]
 


Friends And Related Function Documentation

void CglMixedIntegerRoundingUnitTest const OsiSolverInterface *  siP,
const std::string  mpdDir
[friend]
 


Member Data Documentation

int CglMixedIntegerRounding::MAXAGGR_ [private]
 

Definition at line 353 of file CglMixedIntegerRounding.hpp.

Referenced by setMAXAGGR_().

bool CglMixedIntegerRounding::MULTIPLY_ [private]
 

Definition at line 355 of file CglMixedIntegerRounding.hpp.

Referenced by setMULTIPLY_().

int CglMixedIntegerRounding::CRITERION_ [private]
 

Definition at line 357 of file CglMixedIntegerRounding.hpp.

Referenced by setCRITERION_().

double CglMixedIntegerRounding::EPSILON_ [private]
 

Definition at line 359 of file CglMixedIntegerRounding.hpp.

int CglMixedIntegerRounding::UNDEFINED_ [private]
 

There is no variable upper bound or variable lower bound defined.

Definition at line 361 of file CglMixedIntegerRounding.hpp.

double CglMixedIntegerRounding::TOLERANCE_ [private]
 

Definition at line 363 of file CglMixedIntegerRounding.hpp.

int CglMixedIntegerRounding::numRows_ [mutable, private]
 

Definition at line 365 of file CglMixedIntegerRounding.hpp.

int CglMixedIntegerRounding::numCols_ [mutable, private]
 

Definition at line 367 of file CglMixedIntegerRounding.hpp.

bool CglMixedIntegerRounding::doneInitPre_ [mutable, private]
 

Definition at line 369 of file CglMixedIntegerRounding.hpp.

CglMixIntRoundVUB* CglMixedIntegerRounding::vubs_ [mutable, private]
 

Definition at line 371 of file CglMixedIntegerRounding.hpp.

CglMixIntRoundVLB* CglMixedIntegerRounding::vlbs_ [mutable, private]
 

Definition at line 373 of file CglMixedIntegerRounding.hpp.

RowType* CglMixedIntegerRounding::rowTypes_ [mutable, private]
 

Definition at line 375 of file CglMixedIntegerRounding.hpp.

int* CglMixedIntegerRounding::indRows_ [mutable, private]
 

Definition at line 377 of file CglMixedIntegerRounding.hpp.

int CglMixedIntegerRounding::numRowMix_ [mutable, private]
 

Definition at line 379 of file CglMixedIntegerRounding.hpp.

int* CglMixedIntegerRounding::indRowMix_ [mutable, private]
 

Definition at line 381 of file CglMixedIntegerRounding.hpp.

int CglMixedIntegerRounding::numRowCont_ [mutable, private]
 

Definition at line 383 of file CglMixedIntegerRounding.hpp.

int* CglMixedIntegerRounding::indRowCont_ [mutable, private]
 

Definition at line 385 of file CglMixedIntegerRounding.hpp.

int CglMixedIntegerRounding::numRowInt_ [mutable, private]
 

Definition at line 387 of file CglMixedIntegerRounding.hpp.

int* CglMixedIntegerRounding::indRowInt_ [mutable, private]
 

Definition at line 389 of file CglMixedIntegerRounding.hpp.

int CglMixedIntegerRounding::numRowContVB_ [mutable, private]
 

Definition at line 392 of file CglMixedIntegerRounding.hpp.

int* CglMixedIntegerRounding::indRowContVB_ [mutable, private]
 

Definition at line 395 of file CglMixedIntegerRounding.hpp.

char* CglMixedIntegerRounding::sense_ [mutable, private]
 

Definition at line 397 of file CglMixedIntegerRounding.hpp.

double* CglMixedIntegerRounding::RHS_ [mutable, private]
 

Definition at line 399 of file CglMixedIntegerRounding.hpp.


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