/home/coin/svn-release/OS-2.10.0/Couenne/src/heuristics/CouenneFPcreateMILP.cpp File Reference

#include "CbcModel.hpp"
#include "IpLapack.hpp"
#include "CouenneSparseMatrix.hpp"
#include "CouenneTNLP.hpp"
#include "CouenneFeasPump.hpp"
#include "CouenneProblem.hpp"
#include "CouenneProblemElem.hpp"
#include "CouenneExprVar.hpp"
Include dependency graph for CouenneFPcreateMILP.cpp:

Go to the source code of this file.

Defines

#define COUENNE_EIG_RATIO   .1
#define INT_LP_BRACKET   0
#define GRADIENT_WEIGHT   1

Functions

void ComputeSquareRoot (const CouenneFeasPump *fp, CouenneSparseMatrix *hessian, CoinPackedVector *P)
 computes square root of a CouenneSparseMatrix
int PSDize (int n, double *A, double *B, bool doSqrRoot)
 project matrix onto the cone of positive semidefinite matrices (possibly take square root of eigenvalue for MILP).
OsiSolverInterface * createCloneMILP (const CouenneFeasPump *fp, CbcModel *model, bool isMILP, int *match)
 create clone of MILP and add variables for special objective
void addDistanceConstraints (const CouenneFeasPump *fp, OsiSolverInterface *lp, double *sol, bool isMILP, int *match)
 modify MILP or LP to implement distance by adding extra rows (extra cols were already added by createCloneMILP)

Define Documentation

#define COUENNE_EIG_RATIO   .1

Definition at line 22 of file CouenneFPcreateMILP.cpp.

#define INT_LP_BRACKET   0
#define GRADIENT_WEIGHT   1

Definition at line 207 of file CouenneFPcreateMILP.cpp.


Function Documentation

void ComputeSquareRoot ( const CouenneFeasPump fp,
CouenneSparseMatrix hessian,
CoinPackedVector *  P 
)

computes square root of a CouenneSparseMatrix

Definition at line 209 of file CouenneFPcreateMILP.cpp.

int PSDize ( int  n,
double *  A,
double *  B,
bool  doSqrRoot 
)

project matrix onto the cone of positive semidefinite matrices (possibly take square root of eigenvalue for MILP).

defined in Feasibility pump

Project matrix onto the cone of positive semidefinite matrices (possibly take square root of eigenvalue for MILP).

Return number of nonzeros

Definition at line 326 of file CouenneFPcreateMILP.cpp.

OsiSolverInterface* createCloneMILP ( const CouenneFeasPump fp,
CbcModel *  model,
bool  isMILP,
int *  match 
)

create clone of MILP and add variables for special objective

Definition at line 35 of file CouenneFPcreateMILP.cpp.

void addDistanceConstraints ( const CouenneFeasPump fp,
OsiSolverInterface *  lp,
double *  sol,
bool  isMILP,
int *  match 
)

modify MILP or LP to implement distance by adding extra rows (extra cols were already added by createCloneMILP)

Definition at line 86 of file CouenneFPcreateMILP.cpp.


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