Couenne::CouenneSdpCuts Class Reference

These are cuts of the form. More...

#include <CouenneSdpCuts.hpp>

Collaboration diagram for Couenne::CouenneSdpCuts:

Public Member Functions
	CouenneSdpCuts (CouenneProblem *, JnlstPtr, const Ipopt::SmartPtr< Ipopt::OptionsList >)
	Constructor.
	~CouenneSdpCuts ()
	Destructor.
CouenneSdpCuts &	operator= (const CouenneSdpCuts &)
	Assignment.
	CouenneSdpCuts (const CouenneSdpCuts &)
	Copy constructor.
virtual CglCutGenerator *	clone () const
	Cloning constructor.
const bool	doNotUse () const
virtual void	generateCuts (const OsiSolverInterface &, OsiCuts &, const CglTreeInfo=CglTreeInfo()) const
	The main CglCutGenerator.
void	updateSol ()
Static Public Member Functions
static void	registerOptions (Ipopt::SmartPtr< Bonmin::RegisteredOptions > roptions)
	Add list of options to be read from file.
Protected Attributes
CouenneProblem *	problem_
	pointer to problem info
bool	doNotUse_
	after construction, true if there are enough product terms to justify application.
std::vector< CouenneExprMatrix * >	minors_
	minors on which to apply cuts
int	numEigVec_
	number of eigenvectors to be used (default: n)
bool	onlyNegEV_
	only use negative eigenvalues (default: yes)
bool	useSparsity_
	Sparsify eigenvalues before writing inequality (default: no).
bool	fillMissingTerms_
	If minor not fully dense, create fictitious auxiliary variables that will be used in sdp cuts only (tighter than sdp cuts without).
Private Types
enum	zero_type { POS_DELTA, SELECTED, VALID_DELTA }
Private Member Functions
void	genCutSingle (CouenneExprMatrix *const &, const OsiSolverInterface &, OsiCuts &, const CglTreeInfo=CglTreeInfo()) const
void	compareSparsify (const OsiSolverInterface &si, int n, int m, const double sol, double z, double w, FILE out) const
void	sparsify2 (const int n, const double A, double sparse_v_mat, int card_v_mat, int min_nz, int *evdec_num) const
void	genSDPcut (const OsiSolverInterface &si, OsiCuts &cs, CouenneExprMatrix XX, double v1, double v2, int *) const
void	additionalSDPcuts (const OsiSolverInterface &si, OsiCuts &cs, CouenneExprMatrix minor, int np, const double A, const double vector, int *) const
void	zero_comp (const int ind_i, const double delta, const int np, const int selected, int loc_selected, int ploc_card_selected, int ploc_card_new_selected, double ploc_lhs, double locmargin, double locmat, double locv, const int evidx, bool wise, int evdec_num, double recomp_gap, double *threshold) const
void	zero_unified (enum zero_type type, const int np, const int order, const int selected, const int min_card_new_selected, const double min_delta, const int start_point, const int curr_i, int loc_selected, int ploc_card_selected, int ploc_card_new_selected, double ploc_lhs, double locmargin, double locmat, int pnchanged, double locv, const int evidx, bool wise, double recomp_gap, double threshold, int *evdec_num) const
void	add_v_cut (const int np, const int loc_selected, const int loc_card_selected, const double locv, const int init_card_selected, int has_init_vect, int selected, int pcard_selected, int pnew_selected, double *sparse_v_mat, int pcard_v_mat) const
void	update_sparsify_structures (const int np, double v, double margin, double A, double lhs, const int zeroed, int evidx, bool decompose, int evdec_num) const
void	sparsify (bool sparsify_new, const int evidx, const double eigen_val, const double v, const int n, const double sol, double *sparse_v_mat, int card_v_mat, int *evdec_num) const

Detailed Description

These are cuts of the form.

a' X a >= 0

where X is a matrix constrained to be PSD.

Typical application is in problems with products forming a matrix of auxiliary variables X0 = (x_ij)_{i,j in N}, and x_ij is the auxiliary variable for x_i * x_j. After reformulation, matrices like X0 arise naturally and can be used to separate cuts that help strengthen the lower bound. See Sherali and Fraticelli for the base idea, and Qualizza, Belotti and Margot for an efficient rework and its implementation. Andrea Qualizza's code has been made open source and is used here (thanks Andrea!).

Definition at line 43 of file CouenneSdpCuts.hpp.

Member Enumeration Documentation

enum Couenne::CouenneSdpCuts::zero_type [private]

Enumerator:

POS_DELTA
SELECTED
VALID_DELTA

Definition at line 121 of file CouenneSdpCuts.hpp.

Constructor & Destructor Documentation

CouenneSdpCuts::CouenneSdpCuts	(	CouenneProblem *	p,
		JnlstPtr	jnlst,
		const Ipopt::SmartPtr< Ipopt::OptionsList >	options
	)

Constructor.

either it is x_i x_j

or it is x_i ^ 2

Definition at line 31 of file CouenneSdpCuts.cpp.

CouenneSdpCuts::~CouenneSdpCuts ( )

Destructor.

Definition at line 253 of file CouenneSdpCuts.cpp.

CouenneSdpCuts::CouenneSdpCuts ( const CouenneSdpCuts & rhs )

Copy constructor.

Definition at line 264 of file CouenneSdpCuts.cpp.

Member Function Documentation

CouenneSdpCuts & CouenneSdpCuts::operator= ( const CouenneSdpCuts & rhs )

Assignment.

Definition at line 282 of file CouenneSdpCuts.cpp.

CglCutGenerator * CouenneSdpCuts::clone ( ) const [virtual]

Cloning constructor.

clone constructor

Definition at line 302 of file CouenneSdpCuts.cpp.

const bool Couenne::CouenneSdpCuts::doNotUse ( ) const [inline]

Definition at line 76 of file CouenneSdpCuts.hpp.

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

The main CglCutGenerator.

Definition at line 40 of file CutGen.cpp.

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

Add list of options to be read from file.

Definition at line 307 of file CouenneSdpCuts.cpp.

void Couenne::CouenneSdpCuts::updateSol ( )

void CouenneSdpCuts::genCutSingle	(	CouenneExprMatrix *const &	minor,
		const OsiSolverInterface &	si,
		OsiCuts &	cs,
		const CglTreeInfo	info = `CglTreeInfo ()`
	)			const `[private]`

Definition at line 64 of file CutGen.cpp.

void Couenne::CouenneSdpCuts::compareSparsify	(	const OsiSolverInterface &	si,
		int	n,
		int	m,
		const double *	sol,
		double *	z,
		double *	w,
		FILE *	out
	)			const `[private]`

void CouenneSdpCuts::sparsify2	(	const int	n,
		const double *	A,
		double **	sparse_v_mat,
		int *	card_v_mat,
		int	min_nz,
		int *	evdec_num
	)			const `[private]`

construct two matrices T and Tcopy that cut k-th row and k-th column

Definition at line 45 of file CutGenSparse.cpp.

void CouenneSdpCuts::genSDPcut	(	const OsiSolverInterface &	si,
		OsiCuts &	cs,
		CouenneExprMatrix *	XX,
		double *	v1,
		double *	v2,
		int **	indA
	)			const `[private]`

Definition at line 274 of file CutGen.cpp.

void CouenneSdpCuts::additionalSDPcuts	(	const OsiSolverInterface &	si,
		OsiCuts &	cs,
		CouenneExprMatrix *	minor,
		int	np,
		const double *	A,
		const double *	vector,
		int **	indA
	)			const `[private]`

Definition at line 214 of file CutGenSparse.cpp.

void CouenneSdpCuts::zero_comp	(	const int	ind_i,
		const double	delta,
		const int	np,
		const int *	selected,
		int *	loc_selected,
		int *	ploc_card_selected,
		int *	ploc_card_new_selected,
		double *	ploc_lhs,
		double *	locmargin,
		double *	locmat,
		double *	locv,
		const int	evidx,
		bool	wise,
		int *	evdec_num,
		double *	recomp_gap,
		double *	threshold
	)			const `[private]`

Definition at line 387 of file CutGenSparse.cpp.

void CouenneSdpCuts::zero_unified	(	enum zero_type	type,
		const int	np,
		const int *	order,
		const int *	selected,
		const int	min_card_new_selected,
		const double	min_delta,
		const int	start_point,
		const int	curr_i,
		int *	loc_selected,
		int *	ploc_card_selected,
		int *	ploc_card_new_selected,
		double *	ploc_lhs,
		double *	locmargin,
		double *	locmat,
		int *	pnchanged,
		double *	locv,
		const int	evidx,
		bool	wise,
		double *	recomp_gap,
		double *	threshold,
		int *	evdec_num
	)			const `[private]`

Definition at line 428 of file CutGenSparse.cpp.

void CouenneSdpCuts::add_v_cut	(	const int	np,
		const int *	loc_selected,
		const int	loc_card_selected,
		const double *	locv,
		const int	init_card_selected,
		int *	has_init_vect,
		int *	selected,
		int *	pcard_selected,
		int *	pnew_selected,
		double **	sparse_v_mat,
		int *	pcard_v_mat
	)			const `[private]`

Definition at line 483 of file CutGenSparse.cpp.

void CouenneSdpCuts::update_sparsify_structures	(	const int	np,
		double *	v,
		double *	margin,
		double *	A,
		double *	lhs,
		const int *	zeroed,
		int	evidx,
		bool	decompose,
		int *	evdec_num
	)			const `[private]`

Definition at line 288 of file CutGenSparse.cpp.

void CouenneSdpCuts::sparsify	(	bool	sparsify_new,
		const int	evidx,
		const double	eigen_val,
		const double *	v,
		const int	n,
		const double *	sol,
		double **	sparse_v_mat,
		int *	card_v_mat,
		int *	evdec_num
	)			const `[private]`