Couenne::CouenneCutGenerator Class Reference

Cut Generator for linear convexifications. More...

#include <CouenneCutGenerator.hpp>

Collaboration diagram for Couenne::CouenneCutGenerator:
Collaboration graph
[legend]

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

CouenneCutGenerator::CouenneCutGenerator ( Bonmin::OsiTMINLPInterface *  nlp = NULL,
Bonmin::BabSetupBase *  base = NULL,
CouenneProblem problem = NULL,
struct ASL *  asl = NULL 
)

constructor

Definition at line 27 of file CouenneCutGenerator.cpp.

CouenneCutGenerator::CouenneCutGenerator ( const CouenneCutGenerator src  ) 

copy constructor

Definition at line 88 of file CouenneCutGenerator.cpp.

CouenneCutGenerator::~CouenneCutGenerator (  ) 

destructor

Definition at line 83 of file CouenneCutGenerator.cpp.


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.

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

return pointer to symbolic problem

Definition at line 128 of file CouenneCutGenerator.hpp.

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

return pointer to symbolic problem

Definition at line 132 of file CouenneCutGenerator.hpp.

int CouenneCutGenerator::getnvars (  )  const

total number of variables (original + auxiliary)

total number of variables (original + auxiliary) of the problem

Definition at line 141 of file CouenneCutGenerator.cpp.

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

has generateCuts been called yet?

Definition at line 139 of file CouenneCutGenerator.hpp.

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.

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

get convexification type (see CouenneTypes.h)

Definition at line 147 of file CouenneCutGenerator.hpp.

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

get number of convexification samples

Definition at line 151 of file CouenneCutGenerator.hpp.

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

the main CglCutGenerator

a convexifier cut generator

Definition at line 92 of file generateCuts.cpp.

int CouenneCutGenerator::createCut ( OsiCuts &  cs,
CouNumber  lb,
CouNumber  ub,
int  i1,
CouNumber  c1,
int  i2 = -1,
CouNumber  c2 = 0.,
int  i3 = -1,
CouNumber  c3 = 0.,
bool  is_global = false 
) const

create cut and check violation. Insert and return status

general procedure for inserting a linear cut with up to three variables.

Return 1 if cut inserted, 0 if none, <0 if error

Definition at line 32 of file createCuts.cpp.

int CouenneCutGenerator::createCut ( OsiCuts &  cs,
CouNumber  rhs,
int  sign,
int  i1,
CouNumber  c1,
int  i2 = -1,
CouNumber  c2 = 0.,
int  i3 = -1,
CouNumber  c3 = 0.,
bool  is_global = false 
) const

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

general procedure for inserting a linear cut with up to three variables.

Return 1 if cut inserted, 0 if none, <0 if error

Definition at line 212 of file createCuts.cpp.

void CouenneCutGenerator::addEnvelope ( OsiCuts &  cs,
int  sign,
unary_function  f,
unary_function  fprime,
int  w_ind,
int  x_ind,
CouNumber  x,
CouNumber  l,
CouNumber  u,
t_chg_bounds chg = NULL,
bool  is_global = false 
) const

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

Definition at line 22 of file addEnvelope.cpp.

void CouenneCutGenerator::addEnvelope ( OsiCuts &  cs,
int  sign,
funtriplet ft,
int  w_ind,
int  x_ind,
CouNumber  x,
CouNumber  l,
CouNumber  u,
t_chg_bounds chg = NULL,
bool  is_global = false 
) const

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

Definition at line 35 of file addEnvelope.cpp.

int CouenneCutGenerator::addSegment ( OsiCuts &  cs,
int  wi,
int  xi,
CouNumber  x1,
CouNumber  y1,
CouNumber  x2,
CouNumber  y2,
int  sign 
) const

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

add half-space through two points (x1,y1) and (x2,y2)

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

Definition at line 115 of file CouenneCutGenerator.cpp.

int CouenneCutGenerator::addTangent ( OsiCuts &  cs,
int  wi,
int  xi,
CouNumber  x,
CouNumber  w,
CouNumber  slope,
int  sign 
) const

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

add tangent at (x,w) with given slope

Definition at line 134 of file CouenneCutGenerator.cpp.

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

Method to set the Bab pointer.

Definition at line 213 of file CouenneCutGenerator.hpp.

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

Get statistics.

Definition at line 217 of file CouenneCutGenerator.hpp.

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.

void CouenneCutGenerator::genRowCuts ( const OsiSolverInterface &  si,
OsiCuts &  cs,
int  nchanged,
int *  changed,
t_chg_bounds chg = NULL 
) const

generate OsiRowCuts for current convexification

Definition at line 19 of file genRowCuts.cpp.

void CouenneCutGenerator::genColCuts ( const OsiSolverInterface &  si,
OsiCuts &  cs,
int  nchanged,
int *  changed 
) const

generate OsiColCuts for improved (implied and propagated) bounds

Definition at line 21 of file genColCuts.cpp.

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

Add list of options to be read from file.

Definition at line 146 of file CouenneCutGenerator.cpp.

void CouenneCutGenerator::printLineInfo (  )  const

print node, depth, LB/UB/LP info

Definition at line 208 of file CouenneCutGenerator.cpp.

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

Provide Journalist.

Definition at line 241 of file CouenneCutGenerator.hpp.

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

Definition at line 244 of file CouenneCutGenerator.hpp.

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

Time spent at root node.

Definition at line 248 of file CouenneCutGenerator.hpp.

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

return check_lp flag (used in CouenneSolverInterface)

Definition at line 252 of file CouenneCutGenerator.hpp.

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

returns value of enable_lp_implied_bounds_

Definition at line 256 of file CouenneCutGenerator.hpp.


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.

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.

what kind of sampling should be performed?

Definition at line 61 of file CouenneCutGenerator.hpp.

how many cuts should be added for each function?

Definition at line 64 of file CouenneCutGenerator.hpp.

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

Definition at line 67 of file CouenneCutGenerator.hpp.

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

number of cuts generated at the first call

Definition at line 70 of file CouenneCutGenerator.hpp.

total number of cuts generated

Definition at line 73 of file CouenneCutGenerator.hpp.

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

separation time (includes generation of problem)

Definition at line 76 of file CouenneCutGenerator.hpp.

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.

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

signal infeasibility of current node (found through bound tightening)

Definition at line 90 of file CouenneCutGenerator.hpp.

SmartPointer to the Journalist.

Definition at line 93 of file CouenneCutGenerator.hpp.

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

Time spent at the root node.

Definition at line 96 of file CouenneCutGenerator.hpp.

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

Definition at line 100 of file CouenneCutGenerator.hpp.

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

Definition at line 104 of file CouenneCutGenerator.hpp.

Running count of printed info lines.

Definition at line 107 of file CouenneCutGenerator.hpp.


The documentation for this class was generated from the following files:

Generated on 22 May 2012 by  doxygen 1.6.1