Couenne::CouenneFeasPump Class Reference
An implementation of the Feasibility pump that uses linearization and Ipopt to find the two sequences of points. More...
#include <CouenneFeasPump.hpp>
Public Types | |
| enum | fpCompDistIntType { FP_DIST_INT, FP_DIST_ALL, FP_DIST_POST } |
| enum | fpCutPlane { FP_CUT_NONE, FP_CUT_INTEGRATED, FP_CUT_EXTERNAL, FP_CUT_POST } |
| enum | fpTabuMgtPolicy { FP_TABU_NONE, FP_TABU_POOL, FP_TABU_PERTURB, FP_TABU_CUT } |
Public Member Functions | |
| CouenneFeasPump (CouenneProblem *couenne=NULL, CouenneCutGenerator *cg=NULL, Ipopt::SmartPtr< Ipopt::OptionsList > options=NULL) | |
| Constructor with (optional) MINLP pointer. | |
| CouenneFeasPump (const CouenneFeasPump &other) | |
| Copy constructor. | |
| virtual | ~CouenneFeasPump () |
| Destructor. | |
| virtual CbcHeuristic * | clone () const |
| Clone. | |
| CouenneFeasPump & | operator= (const CouenneFeasPump &rhs) |
| Assignment operator. | |
| virtual void | resetModel (CbcModel *model) |
| Does nothing, but necessary as CbcHeuristic declares it pure virtual. | |
| virtual int | solution (double &objectiveValue, double *newSolution) |
| Run heuristic, return 1 if a better solution than the one passed is found and 0 otherwise. | |
| void | setNumberSolvePerLevel (int value) |
| set number of nlp's solved for each given level of the tree | |
| virtual CouNumber | solveMILP (const CouNumber *nSol, CouNumber *&iSol, int niter, int *nsuciter) |
| find integer (possibly NLP-infeasible) point isol closest (according to the l-1 norm of the hessian) to the current NLP-feasible (but fractional) solution nsol | |
| virtual CouNumber | solveNLP (const CouNumber *nSol, CouNumber *&iSol) |
| obtain solution to NLP | |
| expression * | updateNLPObj (const double *) |
| set new expression as the NLP objective function using argument as point to minimize distance from. | |
| bool | fixIntVariables (const double *sol) |
| admits a (possibly fractional) solution and fixes the integer components in the nonlinear problem for later re-solve. | |
| double | findSolution (const double *nSol, double *&sol, int niter, int *nsuciter) |
| find feasible solution (called by solveMILP ()) | |
| void | init_MILP () |
| initialize all solvers at the first call, where the initial MILP is built | |
| void | initIpoptApp () |
| Common code for initializing non-smartptr ipopt application. | |
| CouenneProblem * | Problem () const |
| return pointer to problem | |
| enum fpCompDistIntType | compDistInt () const |
| return type of MILP solved | |
| double | multDistNLP () const |
| Return Weights in computing distance, in both MILP and NLP (must sum up to 1 for MILP and for NLP):. | |
| double | multHessNLP () const |
| weight of Hessian in NLP | |
| double | multObjFNLP () const |
| weight of objective in NLP | |
| double | multDistMILP () const |
| weight of distance in MILP | |
| double | multHessMILP () const |
| weight of Hessian in MILP | |
| double | multObjFMILP () const |
| weight of objective in MILP | |
| CouenneTNLP * | nlp () const |
| return NLP | |
| int & | nCalls () |
| return number of calls (can be changed) | |
| int | milpPhase (double *nSol, double *iSol) |
| MILP phase of the FP. | |
| int | nlpPhase (double *iSol, double *nSol) |
| NLP phase of the FP. | |
Static Public Member Functions | |
| static void | registerOptions (Ipopt::SmartPtr< Bonmin::RegisteredOptions >) |
| initialize options to be read later | |
Private Attributes | |
| CouenneProblem * | problem_ |
| Couenne representation of the problem. | |
| CouenneCutGenerator * | couenneCG_ |
| CouenneCutGenerator for linearization cuts. | |
| CouenneTNLP * | nlp_ |
| Continuous relaxation of the problem, with an interface for Ipopt only. | |
| Ipopt::IpoptApplication * | app_ |
| Ipopt Application pointer for solving NLPs. | |
| OsiSolverInterface * | milp_ |
| MILP relaxation of the MINLP (used to find integer, non-NLP-feasible solutions). | |
| OsiSolverInterface * | postlp_ |
| LP relaxation of the MINLP used when fixing integer variables (used for compDistInt_ in FP_DIST_POST and possibly FP_DIST_INT). | |
| CouenneFPpool * | pool_ |
| Pool of solutions. | |
| std::set< CouenneFPsolution, compareSol > | tabuPool_ |
| Solutions to avoid. | |
| int * | match_ |
| matching between reformulation's variables and L-1 norm variables | |
| int | numberSolvePerLevel_ |
| Number of NLPs solved for each given level of the tree. | |
| double | multDistNLP_ |
| Weights in computing distance, in both MILP and NLP (must sum up to 1 for MILP and for NLP):. | |
| double | multHessNLP_ |
| weight of Hessian in NLP | |
| double | multObjFNLP_ |
| weight of objective in NLP | |
| double | multDistMILP_ |
| weight of distance in MILP | |
| double | multHessMILP_ |
| weight of Hessian in MILP | |
| double | multObjFMILP_ |
| weight of objective in MILP | |
| enum fpCompDistIntType | compDistInt_ |
| Compute distance from integer variables only, not all variables. | |
| enum fpCutPlane | milpCuttingPlane_ |
| Separate convexification cuts during or after MILP. | |
| int | nSepRounds_ |
| Number of separation rounds for MILP convexification cuts. | |
| int | maxIter_ |
| Maximum iterations per call. | |
| bool | useSCIP_ |
| Use SCIP instead of Cbc for solving MILPs. | |
| int | milpMethod_ |
| Which SCIP MILP method to use. | |
| enum fpTabuMgtPolicy | tabuMgt_ |
| Tabu management policy: none, use from pool, random perturbation of current solution. | |
| int | nCalls_ |
| How often should it be called. | |
| double | fadeMult_ |
| decrease factor for MILP/NLP multipliers of distance/Hessian/objective | |
Detailed Description
An implementation of the Feasibility pump that uses linearization and Ipopt to find the two sequences of points.
Definition at line 57 of file CouenneFeasPump.hpp.
Member Enumeration Documentation
Definition at line 61 of file CouenneFeasPump.hpp.
Definition at line 62 of file CouenneFeasPump.hpp.
Definition at line 63 of file CouenneFeasPump.hpp.
Constructor & Destructor Documentation
| CouenneFeasPump::CouenneFeasPump | ( | CouenneProblem * | couenne = NULL, |
|
| CouenneCutGenerator * | cg = NULL, |
|||
| Ipopt::SmartPtr< Ipopt::OptionsList > | options = NULL | |||
| ) |
Constructor with (optional) MINLP pointer.
Definition at line 58 of file CouenneFeasPumpConstructors.cpp.
| CouenneFeasPump::CouenneFeasPump | ( | const CouenneFeasPump & | other | ) |
Copy constructor.
Definition at line 161 of file CouenneFeasPumpConstructors.cpp.
| CouenneFeasPump::~CouenneFeasPump | ( | ) | [virtual] |
Destructor.
Definition at line 221 of file CouenneFeasPumpConstructors.cpp.
Member Function Documentation
| CbcHeuristic * CouenneFeasPump::clone | ( | ) | const [virtual] |
Clone.
Definition at line 166 of file CouenneFeasPumpConstructors.cpp.
| CouenneFeasPump & CouenneFeasPump::operator= | ( | const CouenneFeasPump & | rhs | ) |
Assignment operator.
Definition at line 171 of file CouenneFeasPumpConstructors.cpp.
| virtual void Couenne::CouenneFeasPump::resetModel | ( | CbcModel * | model | ) | [inline, virtual] |
Does nothing, but necessary as CbcHeuristic declares it pure virtual.
Definition at line 83 of file CouenneFeasPump.hpp.
| int CouenneFeasPump::solution | ( | double & | objectiveValue, | |
| double * | newSolution | |||
| ) | [virtual] |
Run heuristic, return 1 if a better solution than the one passed is found and 0 otherwise.
objectiveValue Best known solution in input and value of solution found in output
newSolution Solution found by heuristic.
Definition at line 39 of file CouenneFeasPump.cpp.
| void Couenne::CouenneFeasPump::setNumberSolvePerLevel | ( | int | value | ) | [inline] |
set number of nlp's solved for each given level of the tree
Definition at line 95 of file CouenneFeasPump.hpp.
| CouNumber CouenneFeasPump::solveMILP | ( | const CouNumber * | nSol, | |
| CouNumber *& | iSol, | |||
| int | niter, | |||
| int * | nsuciter | |||
| ) | [virtual] |
find integer (possibly NLP-infeasible) point isol closest (according to the l-1 norm of the hessian) to the current NLP-feasible (but fractional) solution nsol
find integer (possibly NLP-infeasible) point isol closest (according to the l-1 norm of the Hessian) to the current NLP-feasible (but fractional) solution nsol
Definition at line 53 of file CouenneFPSolveMILP.cpp.
obtain solution to NLP
obtain continuous (if fractional) solution
Definition at line 27 of file CouenneFPSolveNLP.cpp.
| expression * CouenneFeasPump::updateNLPObj | ( | const double * | iSol | ) |
set new expression as the NLP objective function using argument as point to minimize distance from.
Set new expression as the NLP objective function using argument as point to minimize distance from.
Return new objective function
Return new objective function.
Definition at line 235 of file CouenneFeasPumpConstructors.cpp.
| bool CouenneFeasPump::fixIntVariables | ( | const double * | sol | ) |
admits a (possibly fractional) solution and fixes the integer components in the nonlinear problem for later re-solve.
Reads a (possibly fractional) solution and fixes the integer components in the nonlinear problem for later re-solve.
Returns false if restriction infeasible, true otherwise
Definition at line 428 of file CouenneFeasPumpConstructors.cpp.
| void CouenneFeasPump::registerOptions | ( | Ipopt::SmartPtr< Bonmin::RegisteredOptions > | roptions | ) | [static] |
initialize options to be read later
initialize options
Definition at line 471 of file CouenneFeasPumpConstructors.cpp.
| double CouenneFeasPump::findSolution | ( | const double * | nSol, | |
| double *& | sol, | |||
| int | niter, | |||
| int * | nsuciter | |||
| ) |
find feasible solution (called by solveMILP ())
find a feasible or optimal solution of MILP
As found on the notes, these methods can be used, from the most expensive and accurate (exact) method to a cheap, inexact one:
1. Solve a MILP relaxation with Manhattan distance as objective 2. Partially solve the MILP with emphasis on good solutions 3. Apply RENS to 1 4. Use Objective FP 2.0 for MILPs 5. round-and-propagate 6. choose from pool, see 4 7. random perturbation
solve MILP
Definition at line 27 of file CouenneFPFindSolution.cpp.
| void CouenneFeasPump::init_MILP | ( | ) |
initialize all solvers at the first call, where the initial MILP is built
initialize MILP solvers if needed
Definition at line 108 of file CouenneFPFindSolution.cpp.
| void CouenneFeasPump::initIpoptApp | ( | ) |
Common code for initializing non-smartptr ipopt application.
Definition at line 31 of file CouenneFeasPumpConstructors.cpp.
| CouenneProblem* Couenne::CouenneFeasPump::Problem | ( | ) | const [inline] |
return pointer to problem
Definition at line 135 of file CouenneFeasPump.hpp.
| enum fpCompDistIntType Couenne::CouenneFeasPump::compDistInt | ( | ) | const [inline] |
return type of MILP solved
Definition at line 139 of file CouenneFeasPump.hpp.
| double Couenne::CouenneFeasPump::multDistNLP | ( | ) | const [inline] |
Return Weights in computing distance, in both MILP and NLP (must sum up to 1 for MILP and for NLP):.
weight of distance in NLP
Definition at line 145 of file CouenneFeasPump.hpp.
| double Couenne::CouenneFeasPump::multHessNLP | ( | ) | const [inline] |
weight of Hessian in NLP
Definition at line 146 of file CouenneFeasPump.hpp.
| double Couenne::CouenneFeasPump::multObjFNLP | ( | ) | const [inline] |
weight of objective in NLP
Definition at line 147 of file CouenneFeasPump.hpp.
| double Couenne::CouenneFeasPump::multDistMILP | ( | ) | const [inline] |
weight of distance in MILP
Definition at line 149 of file CouenneFeasPump.hpp.
| double Couenne::CouenneFeasPump::multHessMILP | ( | ) | const [inline] |
weight of Hessian in MILP
Definition at line 150 of file CouenneFeasPump.hpp.
| double Couenne::CouenneFeasPump::multObjFMILP | ( | ) | const [inline] |
weight of objective in MILP
Definition at line 151 of file CouenneFeasPump.hpp.
| CouenneTNLP* Couenne::CouenneFeasPump::nlp | ( | ) | const [inline] |
return NLP
Definition at line 154 of file CouenneFeasPump.hpp.
| int& Couenne::CouenneFeasPump::nCalls | ( | ) | [inline] |
return number of calls (can be changed)
Definition at line 158 of file CouenneFeasPump.hpp.
| int Couenne::CouenneFeasPump::milpPhase | ( | double * | nSol, | |
| double * | iSol | |||
| ) |
MILP phase of the FP.
| int Couenne::CouenneFeasPump::nlpPhase | ( | double * | iSol, | |
| double * | nSol | |||
| ) |
NLP phase of the FP.
Member Data Documentation
CouenneProblem* Couenne::CouenneFeasPump::problem_ [private] |
Couenne representation of the problem.
Definition at line 179 of file CouenneFeasPump.hpp.
CouenneCutGenerator for linearization cuts.
Definition at line 182 of file CouenneFeasPump.hpp.
CouenneTNLP* Couenne::CouenneFeasPump::nlp_ [private] |
Continuous relaxation of the problem, with an interface for Ipopt only.
Definition at line 193 of file CouenneFeasPump.hpp.
Ipopt::IpoptApplication* Couenne::CouenneFeasPump::app_ [private] |
Ipopt Application pointer for solving NLPs.
Definition at line 196 of file CouenneFeasPump.hpp.
OsiSolverInterface* Couenne::CouenneFeasPump::milp_ [private] |
MILP relaxation of the MINLP (used to find integer, non-NLP-feasible solutions).
Definition at line 200 of file CouenneFeasPump.hpp.
OsiSolverInterface* Couenne::CouenneFeasPump::postlp_ [private] |
LP relaxation of the MINLP used when fixing integer variables (used for compDistInt_ in FP_DIST_POST and possibly FP_DIST_INT).
Definition at line 205 of file CouenneFeasPump.hpp.
CouenneFPpool* Couenne::CouenneFeasPump::pool_ [private] |
Pool of solutions.
Definition at line 208 of file CouenneFeasPump.hpp.
std::set<CouenneFPsolution, compareSol> Couenne::CouenneFeasPump::tabuPool_ [private] |
Solutions to avoid.
Definition at line 211 of file CouenneFeasPump.hpp.
int* Couenne::CouenneFeasPump::match_ [private] |
matching between reformulation's variables and L-1 norm variables
Definition at line 214 of file CouenneFeasPump.hpp.
int Couenne::CouenneFeasPump::numberSolvePerLevel_ [private] |
Number of NLPs solved for each given level of the tree.
Definition at line 221 of file CouenneFeasPump.hpp.
double Couenne::CouenneFeasPump::multDistNLP_ [private] |
Weights in computing distance, in both MILP and NLP (must sum up to 1 for MILP and for NLP):.
weight of distance in NLP
Definition at line 226 of file CouenneFeasPump.hpp.
double Couenne::CouenneFeasPump::multHessNLP_ [private] |
weight of Hessian in NLP
Definition at line 227 of file CouenneFeasPump.hpp.
double Couenne::CouenneFeasPump::multObjFNLP_ [private] |
weight of objective in NLP
Definition at line 228 of file CouenneFeasPump.hpp.
double Couenne::CouenneFeasPump::multDistMILP_ [private] |
weight of distance in MILP
Definition at line 230 of file CouenneFeasPump.hpp.
double Couenne::CouenneFeasPump::multHessMILP_ [private] |
weight of Hessian in MILP
Definition at line 231 of file CouenneFeasPump.hpp.
double Couenne::CouenneFeasPump::multObjFMILP_ [private] |
weight of objective in MILP
Definition at line 232 of file CouenneFeasPump.hpp.
enum fpCompDistIntType Couenne::CouenneFeasPump::compDistInt_ [private] |
Compute distance from integer variables only, not all variables.
Definition at line 235 of file CouenneFeasPump.hpp.
enum fpCutPlane Couenne::CouenneFeasPump::milpCuttingPlane_ [private] |
Separate convexification cuts during or after MILP.
Definition at line 238 of file CouenneFeasPump.hpp.
int Couenne::CouenneFeasPump::nSepRounds_ [private] |
Number of separation rounds for MILP convexification cuts.
Definition at line 241 of file CouenneFeasPump.hpp.
int Couenne::CouenneFeasPump::maxIter_ [private] |
Maximum iterations per call.
Definition at line 244 of file CouenneFeasPump.hpp.
bool Couenne::CouenneFeasPump::useSCIP_ [private] |
Use SCIP instead of Cbc for solving MILPs.
Definition at line 247 of file CouenneFeasPump.hpp.
int Couenne::CouenneFeasPump::milpMethod_ [private] |
Which SCIP MILP method to use.
Definition at line 250 of file CouenneFeasPump.hpp.
enum fpTabuMgtPolicy Couenne::CouenneFeasPump::tabuMgt_ [private] |
Tabu management policy: none, use from pool, random perturbation of current solution.
Definition at line 253 of file CouenneFeasPump.hpp.
int Couenne::CouenneFeasPump::nCalls_ [private] |
How often should it be called.
Definition at line 256 of file CouenneFeasPump.hpp.
double Couenne::CouenneFeasPump::fadeMult_ [private] |
decrease factor for MILP/NLP multipliers of distance/Hessian/objective
Definition at line 259 of file CouenneFeasPump.hpp.
The documentation for this class was generated from the following files:
- /home/coin/svn-release/OS-2.10.0/Couenne/src/heuristics/CouenneFeasPump.hpp
- /home/coin/svn-release/OS-2.10.0/Couenne/src/heuristics/CouenneFeasPump.cpp
- /home/coin/svn-release/OS-2.10.0/Couenne/src/heuristics/CouenneFeasPumpConstructors.cpp
- /home/coin/svn-release/OS-2.10.0/Couenne/src/heuristics/CouenneFPFindSolution.cpp
- /home/coin/svn-release/OS-2.10.0/Couenne/src/heuristics/CouenneFPphaseNLP.cpp
- /home/coin/svn-release/OS-2.10.0/Couenne/src/heuristics/CouenneFPSolveMILP.cpp
- /home/coin/svn-release/OS-2.10.0/Couenne/src/heuristics/CouenneFPSolveNLP.cpp
