Couenne::CouenneCutGenerator Class Reference

Cut Generator for linear convexifications. More...

#include <CouenneCutGenerator.hpp>

List of all members.

Public Member Functions

 CouenneCutGenerator (Bonmin::OsiTMINLPInterface *=NULL, Bonmin::BabSetupBase *base=NULL, CouenneProblem *=NULL, struct ASL *=NULL)
 constructor
 CouenneCutGenerator (const CouenneCutGenerator &)
 copy constructor
 ~CouenneCutGenerator ()
 destructor
CouenneCutGeneratorclone () const
 clone method (necessary for the abstract CglCutGenerator class)
CouenneProblemProblem () const
 return pointer to symbolic problem
void setProblem (CouenneProblem *p)
 return pointer to symbolic problem
int getnvars () const
 total number of variables (original + auxiliary)
bool isFirst () const
 has generateCuts been called yet?
bool addViolated () const
 should we add the violated cuts only (true), or all of them (false)?
enum conv_type ConvType () const
 get convexification type (see CouenneTypes.h)
int nSamples () const
 get number of convexification samples
void generateCuts (const OsiSolverInterface &, OsiCuts &, const CglTreeInfo=CglTreeInfo()) const
 the main CglCutGenerator
int createCut (OsiCuts &, CouNumber, CouNumber, int, CouNumber, int=-1, CouNumber=0., int=-1, CouNumber=0., bool=false) const
 create cut and check violation. Insert and return status
int createCut (OsiCuts &, CouNumber, int, int, CouNumber, int=-1, CouNumber=0., int=-1, CouNumber=0., bool=false) const
 create cut and check violation. Other version with only one bound
void addEnvelope (OsiCuts &, int, unary_function, unary_function, int, int, CouNumber, CouNumber, CouNumber, t_chg_bounds *=NULL, bool=false) const
 Add general linear envelope to convex function, given its variables' indices, the (univariate) function and its first derivative.
void addEnvelope (OsiCuts &, int, funtriplet *, int, int, CouNumber, CouNumber, CouNumber, t_chg_bounds *=NULL, bool=false) const
 Add general linear envelope to convex function, given its variables' indices, the (univariate) function and its first derivative.
int addSegment (OsiCuts &, int, int, CouNumber, CouNumber, CouNumber, CouNumber, int) const
 Add half-plane through (x1,y1) and (x2,y2) -- resp.
int addTangent (OsiCuts &, int, int, CouNumber, CouNumber, CouNumber, int) const
 add tangent at given poing (x,w) with given slope
void setBabPtr (Bonmin::Bab *p)
 Method to set the Bab pointer.
void getStats (int &nrc, int &ntc, double &st)
 Get statistics.
bool & infeasNode () const
 Allow to get and set the infeasNode_ flag (used only in generateCuts()).
void genRowCuts (const OsiSolverInterface &, OsiCuts &cs, int, int *, t_chg_bounds *=NULL) const
 generate OsiRowCuts for current convexification
void genColCuts (const OsiSolverInterface &, OsiCuts &, int, int *) const
 generate OsiColCuts for improved (implied and propagated) bounds
void printLineInfo () const
 print node, depth, LB/UB/LP info
ConstJnlstPtr Jnlst () const
 Provide Journalist.
void setJnlst (JnlstPtr jnlst__)
double & rootTime ()
 Time spent at root node.
bool check_lp () const
 return check_lp flag (used in CouenneSolverInterface)
bool enableLpImpliedBounds () const
 returns value of enable_lp_implied_bounds_

Static Public Member Functions

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

Protected Attributes

bool firstcall_
 True if no convexification cuts have been generated yet for this problem.
bool addviolated_
 True if we should add the violated cuts only, false if all of them should be added.
enum conv_type convtype_
 what kind of sampling should be performed?
int nSamples_
 how many cuts should be added for each function?
CouenneProblemproblem_
 pointer to symbolic repr. of constraint, variables, and bounds
int nrootcuts_
 number of cuts generated at the first call
int ntotalcuts_
 total number of cuts generated
double septime_
 separation time (includes generation of problem)
double objValue_
 Record obj value at final point of CouenneConv.
Bonmin::OsiTMINLPInterface * nlp_
 nonlinear solver interface as used within Bonmin (used at first Couenne pass of each b&b node
Bonmin::Bab * BabPtr_
 pointer to the Bab object (used to retrieve the current primal bound through bestObj())
bool infeasNode_
 signal infeasibility of current node (found through bound tightening)
JnlstPtr jnlst_
 SmartPointer to the Journalist.
double rootTime_
 Time spent at the root node.
bool check_lp_
 Check all generated LPs through an independent call to OsiClpSolverInterface::initialSolve().
bool enable_lp_implied_bounds_
 Take advantage of OsiClpSolverInterface::tightenBounds (), known to have caused some problems some time ago.
int lastPrintLine
 Running count of printed info lines.

Detailed Description

Cut Generator for linear convexifications.

Definition at line 48 of file CouenneCutGenerator.hpp.


Constructor & Destructor Documentation

Couenne::CouenneCutGenerator::CouenneCutGenerator ( Bonmin::OsiTMINLPInterface *  = NULL,
Bonmin::BabSetupBase *  base = NULL,
CouenneProblem = NULL,
struct ASL *  = NULL 
)

constructor

Referenced by clone().

Couenne::CouenneCutGenerator::CouenneCutGenerator ( const CouenneCutGenerator  ) 

copy constructor

Couenne::CouenneCutGenerator::~CouenneCutGenerator (  ) 

destructor


Member Function Documentation

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

clone method (necessary for the abstract CglCutGenerator class)

Definition at line 124 of file CouenneCutGenerator.hpp.

References CouenneCutGenerator().

CouenneProblem* Couenne::CouenneCutGenerator::Problem (  )  const [inline]

return pointer to symbolic problem

Definition at line 128 of file CouenneCutGenerator.hpp.

References problem_.

void Couenne::CouenneCutGenerator::setProblem ( CouenneProblem p  )  [inline]

return pointer to symbolic problem

Definition at line 132 of file CouenneCutGenerator.hpp.

References problem_.

int Couenne::CouenneCutGenerator::getnvars (  )  const

total number of variables (original + auxiliary)

bool Couenne::CouenneCutGenerator::isFirst (  )  const [inline]

has generateCuts been called yet?

Definition at line 139 of file CouenneCutGenerator.hpp.

References firstcall_.

bool Couenne::CouenneCutGenerator::addViolated (  )  const [inline]

should we add the violated cuts only (true), or all of them (false)?

Definition at line 143 of file CouenneCutGenerator.hpp.

References addviolated_.

enum conv_type Couenne::CouenneCutGenerator::ConvType (  )  const [inline]

get convexification type (see CouenneTypes.h)

Definition at line 147 of file CouenneCutGenerator.hpp.

References convtype_.

int Couenne::CouenneCutGenerator::nSamples (  )  const [inline]

get number of convexification samples

Definition at line 151 of file CouenneCutGenerator.hpp.

References nSamples_.

void Couenne::CouenneCutGenerator::generateCuts ( const OsiSolverInterface &  ,
OsiCuts &  ,
const   CglTreeInfo = CglTreeInfo() 
) const

the main CglCutGenerator

int Couenne::CouenneCutGenerator::createCut ( OsiCuts &  ,
CouNumber  ,
CouNumber  ,
int  ,
CouNumber  ,
int  = -1,
CouNumber  = 0.,
int  = -1,
CouNumber  = 0.,
bool  = false 
) const

create cut and check violation. Insert and return status

int Couenne::CouenneCutGenerator::createCut ( OsiCuts &  ,
CouNumber  ,
int  ,
int  ,
CouNumber  ,
int  = -1,
CouNumber  = 0.,
int  = -1,
CouNumber  = 0.,
bool  = false 
) const

create cut and check violation. Other version with only one bound

void Couenne::CouenneCutGenerator::addEnvelope ( OsiCuts &  ,
int  ,
unary_function  ,
unary_function  ,
int  ,
int  ,
CouNumber  ,
CouNumber  ,
CouNumber  ,
t_chg_bounds = NULL,
bool  = false 
) const

Add general linear envelope to convex function, given its variables' indices, the (univariate) function and its first derivative.

void Couenne::CouenneCutGenerator::addEnvelope ( OsiCuts &  ,
int  ,
funtriplet ,
int  ,
int  ,
CouNumber  ,
CouNumber  ,
CouNumber  ,
t_chg_bounds = NULL,
bool  = false 
) const

Add general linear envelope to convex function, given its variables' indices, the (univariate) function and its first derivative.

int Couenne::CouenneCutGenerator::addSegment ( OsiCuts &  ,
int  ,
int  ,
CouNumber  ,
CouNumber  ,
CouNumber  ,
CouNumber  ,
int   
) const

Add half-plane through (x1,y1) and (x2,y2) -- resp.

4th, 5th, 6th, and 7th argument

int Couenne::CouenneCutGenerator::addTangent ( OsiCuts &  ,
int  ,
int  ,
CouNumber  ,
CouNumber  ,
CouNumber  ,
int   
) const

add tangent at given poing (x,w) with given slope

void Couenne::CouenneCutGenerator::setBabPtr ( Bonmin::Bab *  p  )  [inline]

Method to set the Bab pointer.

Definition at line 213 of file CouenneCutGenerator.hpp.

References BabPtr_.

void Couenne::CouenneCutGenerator::getStats ( int &  nrc,
int &  ntc,
double &  st 
) [inline]

Get statistics.

Definition at line 217 of file CouenneCutGenerator.hpp.

References nrootcuts_, ntotalcuts_, and septime_.

bool& Couenne::CouenneCutGenerator::infeasNode (  )  const [inline]

Allow to get and set the infeasNode_ flag (used only in generateCuts()).

Definition at line 224 of file CouenneCutGenerator.hpp.

References infeasNode_.

void Couenne::CouenneCutGenerator::genRowCuts ( const OsiSolverInterface &  ,
OsiCuts &  cs,
int  ,
int *  ,
t_chg_bounds = NULL 
) const

generate OsiRowCuts for current convexification

void Couenne::CouenneCutGenerator::genColCuts ( const OsiSolverInterface &  ,
OsiCuts &  ,
int  ,
int *   
) const

generate OsiColCuts for improved (implied and propagated) bounds

static void Couenne::CouenneCutGenerator::registerOptions ( Ipopt::SmartPtr< Bonmin::RegisteredOptions >  roptions  )  [static]

Add list of options to be read from file.

void Couenne::CouenneCutGenerator::printLineInfo (  )  const

print node, depth, LB/UB/LP info

ConstJnlstPtr Couenne::CouenneCutGenerator::Jnlst (  )  const [inline]

Provide Journalist.

Definition at line 241 of file CouenneCutGenerator.hpp.

References jnlst_.

void Couenne::CouenneCutGenerator::setJnlst ( JnlstPtr  jnlst__  )  [inline]

Definition at line 244 of file CouenneCutGenerator.hpp.

References jnlst_.

double& Couenne::CouenneCutGenerator::rootTime (  )  [inline]

Time spent at root node.

Definition at line 248 of file CouenneCutGenerator.hpp.

References rootTime_.

bool Couenne::CouenneCutGenerator::check_lp (  )  const [inline]

return check_lp flag (used in CouenneSolverInterface)

Definition at line 252 of file CouenneCutGenerator.hpp.

References check_lp_.

bool Couenne::CouenneCutGenerator::enableLpImpliedBounds (  )  const [inline]

returns value of enable_lp_implied_bounds_

Definition at line 256 of file CouenneCutGenerator.hpp.

References enable_lp_implied_bounds_.


Member Data Documentation

bool Couenne::CouenneCutGenerator::firstcall_ [mutable, protected]

True if no convexification cuts have been generated yet for this problem.

Definition at line 54 of file CouenneCutGenerator.hpp.

Referenced by isFirst().

bool Couenne::CouenneCutGenerator::addviolated_ [mutable, protected]

True if we should add the violated cuts only, false if all of them should be added.

Definition at line 58 of file CouenneCutGenerator.hpp.

Referenced by addViolated().

what kind of sampling should be performed?

Definition at line 61 of file CouenneCutGenerator.hpp.

Referenced by ConvType().

how many cuts should be added for each function?

Definition at line 64 of file CouenneCutGenerator.hpp.

Referenced by nSamples().

pointer to symbolic repr. of constraint, variables, and bounds

Definition at line 67 of file CouenneCutGenerator.hpp.

Referenced by Problem(), and setProblem().

int Couenne::CouenneCutGenerator::nrootcuts_ [mutable, protected]

number of cuts generated at the first call

Definition at line 70 of file CouenneCutGenerator.hpp.

Referenced by getStats().

total number of cuts generated

Definition at line 73 of file CouenneCutGenerator.hpp.

Referenced by getStats().

double Couenne::CouenneCutGenerator::septime_ [mutable, protected]

separation time (includes generation of problem)

Definition at line 76 of file CouenneCutGenerator.hpp.

Referenced by getStats().

double Couenne::CouenneCutGenerator::objValue_ [mutable, protected]

Record obj value at final point of CouenneConv.

Definition at line 79 of file CouenneCutGenerator.hpp.

Bonmin::OsiTMINLPInterface* Couenne::CouenneCutGenerator::nlp_ [protected]

nonlinear solver interface as used within Bonmin (used at first Couenne pass of each b&b node

Definition at line 83 of file CouenneCutGenerator.hpp.

Bonmin::Bab* Couenne::CouenneCutGenerator::BabPtr_ [protected]

pointer to the Bab object (used to retrieve the current primal bound through bestObj())

Definition at line 87 of file CouenneCutGenerator.hpp.

Referenced by setBabPtr().

bool Couenne::CouenneCutGenerator::infeasNode_ [mutable, protected]

signal infeasibility of current node (found through bound tightening)

Definition at line 90 of file CouenneCutGenerator.hpp.

Referenced by infeasNode().

SmartPointer to the Journalist.

Definition at line 93 of file CouenneCutGenerator.hpp.

Referenced by Jnlst(), and setJnlst().

double Couenne::CouenneCutGenerator::rootTime_ [mutable, protected]

Time spent at the root node.

Definition at line 96 of file CouenneCutGenerator.hpp.

Referenced by rootTime().

Check all generated LPs through an independent call to OsiClpSolverInterface::initialSolve().

Definition at line 100 of file CouenneCutGenerator.hpp.

Referenced by check_lp().

Take advantage of OsiClpSolverInterface::tightenBounds (), known to have caused some problems some time ago.

Definition at line 104 of file CouenneCutGenerator.hpp.

Referenced by enableLpImpliedBounds().

Running count of printed info lines.

Definition at line 107 of file CouenneCutGenerator.hpp.


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