Class for MINLP problems with symbolic information. More...
#include <CouenneProblem.hpp>
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 | |
CouenneProblem * | clone () 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 |
Nauty * | getNtyInfo () |
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_) | |
CouenneConstraint * | Con (int i) const |
i-th constraint | |
CouenneObjective * | Obj (int i) const |
i-th objective | |
exprVar * | Var (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. | |
DepGraph * | getDepGraph () |
Return pointer to dependence graph. | |
Domain * | domain () const |
return current point & bounds | |
std::vector< expression * > & | commonExprs () |
CouNumber & | X (int i) const |
![]() | |
CouNumber & | Lb (int i) const |
lower bound on ![]() | |
CouNumber & | Ub (int i) const |
upper bound on ![]() | |
CouNumber * | X () const |
Return vector of variables. | |
CouNumber * | Lb () const |
Return vector of lower bounds. | |
CouNumber * | Ub () 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 ![]() | |
void | addGEConstraint (expression *, expression *=NULL) |
Add ![]() ![]() | |
void | addLEConstraint (expression *, expression *=NULL) |
Add ![]() ![]() | |
void | addRNGConstraint (expression *, expression *=NULL, expression *=NULL) |
Add range constraint, ![]() | |
void | setObjective (int indObj=0, expression *=NULL, const std::string &="min") |
Add (non linear) objective function. | |
expression * | addVariable (bool isint=false, Domain *d=NULL) |
Add original variable. | |
exprAux * | addAuxiliary (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 ![]() ![]() ![]() | |
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. | |
CouNumber * | getCutOffSol () 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. | |
exprAux * | linStandardize (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::BabSetupBase * | bonBase () const |
options | |
double | constObjVal () const |
returns constant objective value if it contains no variables | |
int | getLastPrioSort () const |
void | setLastPrioSort (int givenLastPS) |
CouenneRecordBestSol * | getRecordBestSol () 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< Node > | node_info |
Nauty * | nauty_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 |
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. | |
CouNumber * | optimum_ |
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"). | |
DepGraph * | graph_ |
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. | |
GlobalCutOff * | pcutoff_ |
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::BabSetupBase * | bonBase_ |
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_ |
struct Couenne::CouenneRecordBestSol * | recBSol |
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 |
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 164 of file CouenneProblem.hpp.
enum Couenne::CouenneProblem::fixType [private] |
structure to record fixed, non-fixed, and continuous variables
Definition at line 169 of file CouenneProblem.hpp.
Type of multilinear separation.
Definition at line 174 of file CouenneProblem.hpp.
Couenne::CouenneProblem::CouenneProblem | ( | ASL * | = NULL , |
|
Bonmin::BabSetupBase * | base = NULL , |
|||
JnlstPtr | jnlst = NULL | |||
) |
Constructor.
Referenced by clone().
Couenne::CouenneProblem::CouenneProblem | ( | const CouenneProblem & | ) |
Copy constructor.
Couenne::CouenneProblem::~CouenneProblem | ( | ) |
Destructor.
void Couenne::CouenneProblem::initOptions | ( | Ipopt::SmartPtr< Ipopt::OptionsList > | options | ) |
initializes parameters like doOBBT
CouenneProblem* Couenne::CouenneProblem::clone | ( | ) | const [inline] |
Clone method (for use within CouenneCutGenerator::clone).
Definition at line 347 of file CouenneProblem.hpp.
References CouenneProblem().
int Couenne::CouenneProblem::nObjs | ( | ) | const [inline] |
Get number of objectives.
Definition at line 350 of file CouenneProblem.hpp.
References objectives_.
int Couenne::CouenneProblem::nCons | ( | ) | const [inline] |
Get number of constraints.
Definition at line 351 of file CouenneProblem.hpp.
References constraints_.
int Couenne::CouenneProblem::nOrigCons | ( | ) | const [inline] |
Get number of original constraints.
Definition at line 352 of file CouenneProblem.hpp.
References nOrigCons_.
int Couenne::CouenneProblem::nOrigVars | ( | ) | const [inline] |
Number of orig. variables.
Definition at line 354 of file CouenneProblem.hpp.
References nOrigVars_.
int Couenne::CouenneProblem::nDefVars | ( | ) | const [inline] |
int Couenne::CouenneProblem::nOrigIntVars | ( | ) | const [inline] |
Number of original integers.
Definition at line 356 of file CouenneProblem.hpp.
References nOrigIntVars_.
int Couenne::CouenneProblem::nIntVars | ( | ) | const [inline] |
Number of integer variables.
Definition at line 357 of file CouenneProblem.hpp.
References nIntVars_.
int Couenne::CouenneProblem::nVars | ( | ) | const [inline] |
Total number of variables.
Definition at line 358 of file CouenneProblem.hpp.
References variables_.
void Couenne::CouenneProblem::setNDefVars | ( | int | ndefined__ | ) | [inline] |
Definition at line 360 of file CouenneProblem.hpp.
References ndefined_.
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 |
Nauty* Couenne::CouenneProblem::getNtyInfo | ( | ) | [inline] |
Definition at line 376 of file CouenneProblem.hpp.
References nauty_info.
void Couenne::CouenneProblem::setupSymmetry | ( | ) |
empty if no NTY, symmetry data structure setup otherwise
int Couenne::CouenneProblem::evalOrder | ( | int | i | ) | const [inline] |
get evaluation order index
Definition at line 385 of file CouenneProblem.hpp.
References numbering_.
int* Couenne::CouenneProblem::evalVector | ( | ) | [inline] |
get evaluation order vector (numbering_)
Definition at line 389 of file CouenneProblem.hpp.
References numbering_.
CouenneConstraint* Couenne::CouenneProblem::Con | ( | int | i | ) | const [inline] |
CouenneObjective* Couenne::CouenneProblem::Obj | ( | int | i | ) | const [inline] |
exprVar* Couenne::CouenneProblem::Var | ( | int | i | ) | const [inline] |
Return pointer to i-th variable.
Definition at line 397 of file CouenneProblem.hpp.
References variables_.
std::vector<exprVar *>& Couenne::CouenneProblem::Variables | ( | ) | [inline] |
Return vector of variables (symbolic representation).
Definition at line 401 of file CouenneProblem.hpp.
References variables_.
Return pointer to set for comparisons.
Definition at line 405 of file CouenneProblem.hpp.
References auxSet_.
DepGraph* Couenne::CouenneProblem::getDepGraph | ( | ) | [inline] |
Return pointer to dependence graph.
Definition at line 409 of file CouenneProblem.hpp.
References graph_.
Domain* Couenne::CouenneProblem::domain | ( | ) | const [inline] |
return current point & bounds
Definition at line 413 of file CouenneProblem.hpp.
References domain_.
std::vector<expression *>& Couenne::CouenneProblem::commonExprs | ( | ) | [inline] |
Definition at line 416 of file CouenneProblem.hpp.
References commonexprs_.
CouNumber& Couenne::CouenneProblem::X | ( | int | i | ) | const [inline] |
CouNumber& Couenne::CouenneProblem::Lb | ( | int | i | ) | const [inline] |
lower bound on
Definition at line 420 of file CouenneProblem.hpp.
References domain_, and Couenne::Domain::lb().
CouNumber& Couenne::CouenneProblem::Ub | ( | int | i | ) | const [inline] |
upper bound on
Definition at line 421 of file CouenneProblem.hpp.
References domain_, and Couenne::Domain::ub().
CouNumber* Couenne::CouenneProblem::X | ( | ) | const [inline] |
Return vector of variables.
Definition at line 424 of file CouenneProblem.hpp.
References domain_, and Couenne::Domain::x().
CouNumber* Couenne::CouenneProblem::Lb | ( | ) | const [inline] |
Return vector of lower bounds.
Definition at line 425 of file CouenneProblem.hpp.
References domain_, and Couenne::Domain::lb().
CouNumber* Couenne::CouenneProblem::Ub | ( | ) | const [inline] |
Return vector of upper bounds.
Definition at line 426 of file CouenneProblem.hpp.
References domain_, and Couenne::Domain::ub().
CouNumber*& Couenne::CouenneProblem::bestSol | ( | ) | const [inline] |
Best known solution (read from file).
Definition at line 429 of file CouenneProblem.hpp.
References optimum_.
CouNumber Couenne::CouenneProblem::bestObj | ( | ) | const [inline] |
Objective of best known solution.
Definition at line 430 of file CouenneProblem.hpp.
References bestObj_.
bool*& Couenne::CouenneProblem::Commuted | ( | ) | [inline] |
Get vector of commuted variables.
Definition at line 433 of file CouenneProblem.hpp.
References commuted_.
void Couenne::CouenneProblem::addObjective | ( | expression * | , | |
const std::string & | = "min" | |||
) |
Add (non linear) objective function.
void Couenne::CouenneProblem::addEQConstraint | ( | expression * | , | |
expression * | = NULL | |||
) |
Add equality constraint .
void Couenne::CouenneProblem::addGEConstraint | ( | expression * | , | |
expression * | = NULL | |||
) |
Add constraint,
.
void Couenne::CouenneProblem::addLEConstraint | ( | expression * | , | |
expression * | = NULL | |||
) |
Add constraint,
.
void Couenne::CouenneProblem::addRNGConstraint | ( | expression * | , | |
expression * | = NULL , |
|||
expression * | = NULL | |||
) |
Add range constraint, .
void Couenne::CouenneProblem::setObjective | ( | int | indObj = 0 , |
|
expression * | = NULL , |
|||
const std::string & | = "min" | |||
) |
Add (non linear) objective function.
expression* Couenne::CouenneProblem::addVariable | ( | bool | isint = false , |
|
Domain * | d = NULL | |||
) |
Add original variable.
isint | if true, this variable is integer, otherwise it is continuous |
exprAux* Couenne::CouenneProblem::addAuxiliary | ( | expression * | ) |
Add auxiliary variable and associate it with expression given as argument (used in standardization).
void Couenne::CouenneProblem::reformulate | ( | CouenneCutGenerator * | = NULL |
) |
preprocess problem in order to extract linear relaxations etc.
bool Couenne::CouenneProblem::standardize | ( | ) |
Break problem's nonlinear constraints in simple expressions to be convexified later.
Return true if problem looks feasible, false if proven infeasible.
void Couenne::CouenneProblem::print | ( | std::ostream & | = std::cout |
) |
Display current representation of problem: objective, linear and nonlinear constraints, and auxiliary variables.
bool Couenne::CouenneProblem::doFBBT | ( | ) | const [inline] |
shall we do Feasibility Based Bound Tightening?
Definition at line 480 of file CouenneProblem.hpp.
References doFBBT_.
bool Couenne::CouenneProblem::doRCBT | ( | ) | const [inline] |
shall we do reduced cost Bound Tightening?
Definition at line 481 of file CouenneProblem.hpp.
References doRCBT_.
bool Couenne::CouenneProblem::doOBBT | ( | ) | const [inline] |
shall we do Optimality Based Bound Tightening?
Definition at line 482 of file CouenneProblem.hpp.
References doOBBT_.
bool Couenne::CouenneProblem::doABT | ( | ) | const [inline] |
shall we do Aggressive Bound Tightening?
Definition at line 483 of file CouenneProblem.hpp.
References doABT_.
int Couenne::CouenneProblem::logObbtLev | ( | ) | const [inline] |
How often shall we do OBBT?
Definition at line 485 of file CouenneProblem.hpp.
References logObbtLev_.
int Couenne::CouenneProblem::logAbtLev | ( | ) | const [inline] |
How often shall we do ABT?
Definition at line 486 of file CouenneProblem.hpp.
References logAbtLev_.
void Couenne::CouenneProblem::writeAMPL | ( | const std::string & | fname, | |
bool | aux | |||
) |
Write nonlinear problem to a .mod file (with lots of defined variables).
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. ![]() ![]() ![]() |
Note: if used before standardization, writes original AMPL formulation
void Couenne::CouenneProblem::writeGAMS | ( | const std::string & | fname | ) |
Write nonlinear problem to a .gms file.
fname | Name of the .gams file to be written. |
void Couenne::CouenneProblem::initAuxs | ( | ) | const |
Initialize auxiliary variables and their bounds from original variables.
void Couenne::CouenneProblem::getAuxs | ( | CouNumber * | ) | const |
Get auxiliary variables from original variables.
bool Couenne::CouenneProblem::boundTightening | ( | t_chg_bounds * | , | |
Bonmin::BabInfo * | = NULL | |||
) | const |
tighten bounds using propagation, implied bounds and reduced costs
bool Couenne::CouenneProblem::btCore | ( | t_chg_bounds * | chg_bds | ) | const |
core of the bound tightening procedure
int Couenne::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.
bool Couenne::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
int Couenne::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.
int Couenne::CouenneProblem::tightenBounds | ( | t_chg_bounds * | ) | const |
"Forward" bound tightening, that is, propagate bound of variable in an expression
to the bounds of
.
int Couenne::CouenneProblem::impliedBounds | ( | t_chg_bounds * | ) | const |
"Backward" bound tightening, aka implied bounds.
void Couenne::CouenneProblem::fillQuadIndices | ( | ) |
Look for quadratic terms to be used with SDP cuts.
void Couenne::CouenneProblem::fillObjCoeff | ( | double *& | ) |
Fill vector with coefficients of objective function.
Replace all occurrences of original variable with new aux given as argument.
Set cutoff.
void Couenne::CouenneProblem::resetCutOff | ( | CouNumber | value = COUENNE_INFINITY |
) | const |
Reset cutoff.
CouNumber Couenne::CouenneProblem::getCutOff | ( | ) | const |
Get cutoff.
CouNumber* Couenne::CouenneProblem::getCutOffSol | ( | ) | const |
Get cutoff solution.
void Couenne::CouenneProblem::installCutOff | ( | ) | const |
Make cutoff known to the problem.
ConstJnlstPtr Couenne::CouenneProblem::Jnlst | ( | ) | const |
Provide Journalist.
bool Couenne::CouenneProblem::checkNLP | ( | const double * | solution, | |
double & | obj, | |||
bool | recompute = false | |||
) | const |
Check if solution is MINLP feasible.
int Couenne::CouenneProblem::getIntegerCandidate | ( | const double * | xFrac, | |
double * | xInt, | |||
double * | lb, | |||
double * | ub | |||
) | const |
generate integer NLP point Y starting from fractional solution using bound tightening
bool Couenne::CouenneProblem::readOptimum | ( | std::string * | fname = NULL |
) |
Read best known solution from file given in argument.
static void Couenne::CouenneProblem::registerOptions | ( | Ipopt::SmartPtr< Bonmin::RegisteredOptions > | roptions | ) | [static] |
Add list of options to be read from file.
exprAux* Couenne::CouenneProblem::linStandardize | ( | bool | addAux, | |
CouNumber | c0, | |||
LinMap & | lmap, | |||
QuadMap & | qmap | |||
) |
standardization of linear exprOp's
int Couenne::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
void Couenne::CouenneProblem::indcoe2vector | ( | int * | indexL, | |
CouNumber * | coeff, | |||
std::vector< std::pair< exprVar *, CouNumber > > & | lcoeff | |||
) |
translates pair (indices, coefficients) into vector with pointers to variables
void Couenne::CouenneProblem::indcoe2vector | ( | int * | indexI, | |
int * | indexJ, | |||
CouNumber * | coeff, | |||
std::vector< quadElem > & | qcoeff | |||
) |
translates triplet (indicesI, indicesJ, coefficients) into vector with pointers to variables
void Couenne::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
const std::string& Couenne::CouenneProblem::problemName | ( | ) | const [inline] |
void Couenne::CouenneProblem::setProblemName | ( | std::string & | problemName__ | ) | [inline] |
Definition at line 632 of file CouenneProblem.hpp.
References problemName_.
const std::vector<std::set <int> >& Couenne::CouenneProblem::Dependence | ( | ) | const [inline] |
return inverse dependence structure
Definition at line 636 of file CouenneProblem.hpp.
References dependence_.
const std::vector<CouenneObject *>& Couenne::CouenneProblem::Objects | ( | ) | const [inline] |
int Couenne::CouenneProblem::findSOS | ( | CbcModel * | CbcModelPtr, | |
OsiSolverInterface * | solver, | |||
OsiObject ** | objects | |||
) |
find SOS constraints in problem
void Couenne::CouenneProblem::setMaxCpuTime | ( | double | time | ) | [inline] |
double Couenne::CouenneProblem::getMaxCpuTime | ( | ) | const [inline] |
void Couenne::CouenneProblem::setBase | ( | Bonmin::BabSetupBase * | base | ) |
save CouenneBase
void Couenne::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.
void Couenne::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
int* Couenne::CouenneProblem::unusedOriginalsIndices | ( | ) | [inline] |
return indices of neglected redundant variables
Definition at line 671 of file CouenneProblem.hpp.
References unusedOriginalsIndices_.
int Couenne::CouenneProblem::nUnusedOriginals | ( | ) | [inline] |
number of unused originals
Definition at line 675 of file CouenneProblem.hpp.
References nUnusedOriginals_.
enum multiSep Couenne::CouenneProblem::MultilinSep | ( | ) | const [inline] |
return type of separator for multilinear terms
Definition at line 679 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 683 of file CouenneProblem.hpp.
References fbbtReachedIterLimit_.
bool Couenne::CouenneProblem::orbitalBranching | ( | ) | const [inline] |
return true if orbital branching activated
Definition at line 687 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 693 of file CouenneProblem.hpp.
References checkAuxBounds_.
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 698 of file CouenneProblem.hpp.
References checkAuxBounds_.
enum TrilinDecompType Couenne::CouenneProblem::getTrilinDecompType | ( | ) | [inline] |
return type of decomposition of quadrilinear terms
Definition at line 702 of file CouenneProblem.hpp.
References trilinDecompType_.
Bonmin::BabSetupBase* Couenne::CouenneProblem::bonBase | ( | ) | const [inline] |
double Couenne::CouenneProblem::constObjVal | ( | ) | const [inline] |
returns constant objective value if it contains no variables
Definition at line 709 of file CouenneProblem.hpp.
References constObjVal_.
int Couenne::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
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 |
int Couenne::CouenneProblem::obbtInner | ( | OsiSolverInterface * | , | |
OsiCuts & | , | |||
t_chg_bounds * | , | |||
Bonmin::BabInfo * | ||||
) | const [protected] |
Optimality Based Bound Tightening -- inner loop.
int Couenne::CouenneProblem::obbt_iter | ( | OsiSolverInterface * | csi, | |
t_chg_bounds * | chg_bds, | |||
const CoinWarmStart * | warmstart, | |||
Bonmin::BabInfo * | babInfo, | |||
double * | objcoe, | |||
int | sense, | |||
int | index | |||
) | const [protected] |
int Couenne::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] |
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 Couenne::CouenneProblem::flattenMul | ( | expression * | mul, | |
CouNumber & | coe, | |||
std::map< int, CouNumber > & | indices | |||
) | [protected] |
re-organizes multiplication and stores indices (and exponents) of its variables
void Couenne::CouenneProblem::realign | ( | ) | [protected] |
clear all spurious variables pointers not referring to the variables_ vector
void Couenne::CouenneProblem::fillDependence | ( | Bonmin::BabSetupBase * | base, | |
CouenneCutGenerator * | = NULL | |||
) | [protected] |
fill dependence_ structure
void Couenne::CouenneProblem::fillIntegerRank | ( | ) | const [protected] |
fill freeIntegers_ array
int Couenne::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()).
int Couenne::CouenneProblem::getLastPrioSort | ( | ) | const [inline] |
Definition at line 782 of file CouenneProblem.hpp.
References lastPrioSort_.
void Couenne::CouenneProblem::setLastPrioSort | ( | int | givenLastPS | ) |
CouenneRecordBestSol* Couenne::CouenneProblem::getRecordBestSol | ( | ) | const [inline] |
returns recorded best solution
Definition at line 789 of file CouenneProblem.hpp.
References recBSol.
double Couenne::CouenneProblem::getFeasTol | ( | ) | [inline] |
returns feasibility tolerance
Definition at line 793 of file CouenneProblem.hpp.
References feas_tolerance_.
double Couenne::CouenneProblem::checkObj | ( | const CouNumber * | sol, | |
const double & | precision | |||
) | const |
Recompute objective value for sol.
bool Couenne::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
bool Couenne::CouenneProblem::checkBounds | ( | const CouNumber * | sol, | |
const bool | stopAtFirstViol, | |||
const double | precision, | |||
double & | maxViol | |||
) | const |
Check bounds; returns true iff feasible for given precision.
bool Couenne::CouenneProblem::checkAux | ( | const CouNumber * | sol, | |
const bool | stopAtFirstViol, | |||
const double | precision, | |||
double & | maxViol | |||
) | const |
returns true iff value of all auxilliaries are within bounds
bool Couenne::CouenneProblem::checkCons | ( | const CouNumber * | sol, | |
const bool | stopAtFirstViol, | |||
const double | precision, | |||
double & | maxViol | |||
) | const |
returns true iff value of all auxilliaries are within bounds
bool Couenne::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.
friend class exprMul [friend] |
Definition at line 166 of file CouenneProblem.hpp.
Definition at line 177 of file CouenneProblem.hpp.
Definition at line 180 of file CouenneProblem.hpp.
Definition at line 183 of file CouenneProblem.hpp.
std::string Couenne::CouenneProblem::problemName_ [protected] |
problem name
Definition at line 188 of file CouenneProblem.hpp.
Referenced by problemName(), and setProblemName().
std::vector<exprVar *> Couenne::CouenneProblem::variables_ [protected] |
Variables (original, auxiliary, and defined).
Definition at line 190 of file CouenneProblem.hpp.
Referenced by nVars(), Var(), and Variables().
std::vector<CouenneObjective *> Couenne::CouenneProblem::objectives_ [protected] |
std::vector<CouenneConstraint *> Couenne::CouenneProblem::constraints_ [protected] |
std::vector<expression *> Couenne::CouenneProblem::commonexprs_ [protected] |
AMPL's common expressions (read from AMPL through structures cexps and cexps1).
Definition at line 195 of file CouenneProblem.hpp.
Referenced by commonExprs().
Domain Couenne::CouenneProblem::domain_ [mutable, protected] |
std::set<exprAux *, compExpr>* Couenne::CouenneProblem::auxSet_ [protected] |
Expression map for comparison in standardization and to count occurrences of an auxiliary.
Definition at line 201 of file CouenneProblem.hpp.
Referenced by AuxSet().
int Couenne::CouenneProblem::curnvars_ [mutable, protected] |
Number of elements in the x_, lb_, ub_ arrays.
Definition at line 204 of file CouenneProblem.hpp.
int Couenne::CouenneProblem::nIntVars_ [protected] |
Number of discrete variables.
Definition at line 207 of file CouenneProblem.hpp.
Referenced by nIntVars().
CouNumber* Couenne::CouenneProblem::optimum_ [mutable, protected] |
Best solution known to be loaded from file -- for testing purposes.
Definition at line 210 of file CouenneProblem.hpp.
Referenced by bestSol().
CouNumber Couenne::CouenneProblem::bestObj_ [protected] |
Best known objective function.
Definition at line 213 of file CouenneProblem.hpp.
Referenced by bestObj().
int* Couenne::CouenneProblem::quadIndex_ [protected] |
Indices of variables appearing in products (used for SDP cuts).
Definition at line 216 of file CouenneProblem.hpp.
bool* Couenne::CouenneProblem::commuted_ [protected] |
Variables that have commuted to auxiliary.
Definition at line 219 of file CouenneProblem.hpp.
Referenced by Commuted().
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 223 of file CouenneProblem.hpp.
Referenced by evalOrder(), and evalVector().
int Couenne::CouenneProblem::ndefined_ [protected] |
Number of "defined variables" (aka "common expressions").
Definition at line 226 of file CouenneProblem.hpp.
Referenced by 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 232 of file CouenneProblem.hpp.
Referenced by getDepGraph().
int Couenne::CouenneProblem::nOrigVars_ [protected] |
Number of original variables.
Definition at line 235 of file CouenneProblem.hpp.
Referenced by nOrigVars().
int Couenne::CouenneProblem::nOrigCons_ [protected] |
Number of original constraints (disregarding those that turned into auxiliary variable definition).
Definition at line 239 of file CouenneProblem.hpp.
Referenced by nOrigCons().
int Couenne::CouenneProblem::nOrigIntVars_ [protected] |
Number of original integer variables.
Definition at line 242 of file CouenneProblem.hpp.
Referenced by nOrigIntVars().
GlobalCutOff* Couenne::CouenneProblem::pcutoff_ [mutable, protected] |
Pointer to a global cutoff object.
Definition at line 245 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 248 of file CouenneProblem.hpp.
bool Couenne::CouenneProblem::doFBBT_ [protected] |
do Feasibility-based bound tightening
Definition at line 250 of file CouenneProblem.hpp.
Referenced by doFBBT().
bool Couenne::CouenneProblem::doRCBT_ [protected] |
do reduced cost bound tightening
Definition at line 251 of file CouenneProblem.hpp.
Referenced by doRCBT().
bool Couenne::CouenneProblem::doOBBT_ [protected] |
do Optimality-based bound tightening
Definition at line 252 of file CouenneProblem.hpp.
Referenced by doOBBT().
bool Couenne::CouenneProblem::doABT_ [protected] |
do Aggressive bound tightening
Definition at line 253 of file CouenneProblem.hpp.
Referenced by doABT().
int Couenne::CouenneProblem::logObbtLev_ [protected] |
frequency of Optimality-based bound tightening
Definition at line 255 of file CouenneProblem.hpp.
Referenced by logObbtLev().
int Couenne::CouenneProblem::logAbtLev_ [protected] |
frequency of Aggressive bound tightening
Definition at line 256 of file CouenneProblem.hpp.
Referenced by logAbtLev().
JnlstPtr Couenne::CouenneProblem::jnlst_ [protected] |
SmartPointer to the Journalist.
Definition at line 259 of file CouenneProblem.hpp.
CouNumber Couenne::CouenneProblem::opt_window_ [protected] |
window around known optimum (for testing purposes)
Definition at line 262 of file CouenneProblem.hpp.
bool Couenne::CouenneProblem::useQuadratic_ [protected] |
Use quadratic expressions?
Definition at line 265 of file CouenneProblem.hpp.
CouNumber Couenne::CouenneProblem::feas_tolerance_ [protected] |
feasibility tolerance (to be used in checkNLP)
Definition at line 268 of file CouenneProblem.hpp.
Referenced by getFeasTol().
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 273 of file CouenneProblem.hpp.
Referenced by Dependence().
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 278 of file CouenneProblem.hpp.
Referenced by Objects().
int* Couenne::CouenneProblem::integerRank_ [mutable, protected] |
each element is true if variable is integer and, if auxiliary, depends on no integer
Definition at line 282 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 285 of file CouenneProblem.hpp.
double Couenne::CouenneProblem::maxCpuTime_ [protected] |
maximum cpu time
Definition at line 288 of file CouenneProblem.hpp.
Referenced by getMaxCpuTime(), and setMaxCpuTime().
Bonmin::BabSetupBase* Couenne::CouenneProblem::bonBase_ [protected] |
ASL* Couenne::CouenneProblem::asl_ [protected] |
AMPL structure pointer (temporary --- looking forward to embedding into OS...).
Definition at line 294 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 299 of file CouenneProblem.hpp.
Referenced by unusedOriginalsIndices().
int Couenne::CouenneProblem::nUnusedOriginals_ [protected] |
number of unused originals
Definition at line 302 of file CouenneProblem.hpp.
Referenced by nUnusedOriginals().
int Couenne::CouenneProblem::lastPrioSort_ [protected] |
Definition at line 305 of file CouenneProblem.hpp.
Referenced by getLastPrioSort().
struct Couenne::CouenneRecordBestSol* Couenne::CouenneProblem::recBSol [read, protected] |
Definition at line 308 of file CouenneProblem.hpp.
Referenced by getRecordBestSol().
enum multiSep Couenne::CouenneProblem::multilinSep_ [protected] |
Type of Multilinear separation.
Definition at line 311 of file CouenneProblem.hpp.
Referenced by MultilinSep().
int Couenne::CouenneProblem::max_fbbt_iter_ [protected] |
number of FBBT iterations
Definition at line 314 of file CouenneProblem.hpp.
bool Couenne::CouenneProblem::fbbtReachedIterLimit_ [mutable, protected] |
true if FBBT exited for iteration limits as opposed to inability to further tighten bounds
Definition at line 318 of file CouenneProblem.hpp.
Referenced by fbbtReachedIterLimit().
bool Couenne::CouenneProblem::orbitalBranching_ [protected] |
use orbital branching?
Definition at line 321 of file CouenneProblem.hpp.
Referenced by orbitalBranching().
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 327 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 330 of file CouenneProblem.hpp.
Referenced by getTrilinDecompType().
double Couenne::CouenneProblem::constObjVal_ [protected] |
constant value of the objective if no variable is declared in it
Definition at line 333 of file CouenneProblem.hpp.
Referenced by constObjVal().
std::vector<Node> Couenne::CouenneProblem::node_info [mutable] |
Definition at line 365 of file CouenneProblem.hpp.
Nauty* Couenne::CouenneProblem::nauty_info [mutable] |
Definition at line 366 of file CouenneProblem.hpp.
Referenced by getNtyInfo().
Definition at line 368 of file CouenneProblem.hpp.
Definition at line 369 of file CouenneProblem.hpp.