Cgl  0.59.9
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CglRedSplit Class Reference

Gomory Reduce-and-Split Cut Generator Class; See method generateCuts(). More...

#include <CglRedSplit.hpp>

+ Inheritance diagram for CglRedSplit:
+ Collaboration diagram for CglRedSplit:

Public Member Functions

generateCuts
virtual void generateCuts (const OsiSolverInterface &si, OsiCuts &cs, const CglTreeInfo info=CglTreeInfo())
 Generate Reduce-and-Split Mixed Integer Gomory cuts for the model of the solver interface si. More...
 
virtual bool needsOptimalBasis () const
 Return true if needs optimal basis to do cuts (will return true) More...
 
Public Methods
void setParam (const CglRedSplitParam &source)
 
CglRedSplitParam getParam () const
 
void compute_is_lub ()
 
void compute_is_integer ()
 
void set_given_optsol (const double *given_sol, const int card_sol)
 Set given_optsol to the given optimal solution given_sol. More...
 
void print () const
 Print some of the data members. More...
 
void printOptTab (OsiSolverInterface *solver) const
 Print the current simplex tableau. More...
 
Public Methods (soon to be obsolete)
void setLimit (int limit)
 Set limit, the maximum number of non zero coefficients in generated cut; Default: 50. More...
 
int getLimit () const
 Get value of limit. More...
 
void setAway (double value)
 Set away, the minimum distance from being integer used for selecting rows for cut generation; all rows whose pivot variable should be integer but is more than away from integrality will be selected; Default: 0.05. More...
 
double getAway () const
 Get value of away. More...
 
void setLUB (double value)
 Set the value of LUB, value considered large for the absolute value of a lower or upper bound on a variable; Default: 1000. More...
 
double getLUB () const
 Get the value of LUB. More...
 
void setEPS (double value)
 Set the value of EPS, epsilon for double computations; Default: 1e-7. More...
 
double getEPS () const
 Get the value of EPS. More...
 
void setEPS_COEFF (double value)
 Set the value of EPS_COEFF, epsilon for values of coefficients; Default: 1e-8. More...
 
double getEPS_COEFF () const
 Get the value of EPS_COEFF. More...
 
void setEPS_COEFF_LUB (double value)
 Set the value of EPS_COEFF_LUB, epsilon for values of coefficients for variables with absolute value of lower or upper bound larger than LUB; Default: 1e-13. More...
 
double getEPS_COEFF_LUB () const
 Get the value of EPS_COEFF_LUB. More...
 
void setEPS_RELAX (double value)
 Set the value of EPS_RELAX, value used for relaxing the right hand side of each generated cut; Default: 1e-8. More...
 
double getEPS_RELAX () const
 Get the value of EPS_RELAX. More...
 
void setNormIsZero (double value)
 Set the value of normIsZero, the threshold for considering a norm to be 0; Default: 1e-5. More...
 
double getNormIsZero () const
 Get the value of normIsZero. More...
 
void setMinReduc (double value)
 Set the value of minReduc, threshold for relative norm improvement for performing a reduction; Default: 0.05. More...
 
double getMinReduc () const
 Get the value of minReduc. More...
 
void setMaxTab (double value)
 Set the maximum allowed value for (mTab * mTab * CoinMax(mTab, nTab)) where mTab is the number of rows used in the combinations and nTab is the number of continuous non basic variables. More...
 
double getMaxTab () const
 Get the value of maxTab. More...
 
Constructors and destructors
 CglRedSplit ()
 Default constructor. More...
 
 CglRedSplit (const CglRedSplitParam &RS_param)
 Constructor with specified parameters. More...
 
 CglRedSplit (const CglRedSplit &)
 Copy constructor. More...
 
virtual CglCutGeneratorclone () const
 Clone. More...
 
CglRedSplitoperator= (const CglRedSplit &rhs)
 Assignment operator. More...
 
virtual ~CglRedSplit ()
 Destructor. More...
 
virtual std::string generateCpp (FILE *fp)
 Create C++ lines to get to current state. More...
 
- Public Member Functions inherited from CglCutGenerator
 CglCutGenerator ()
 Default constructor. More...
 
 CglCutGenerator (const CglCutGenerator &)
 Copy constructor. More...
 
CglCutGeneratoroperator= (const CglCutGenerator &rhs)
 Assignment operator. More...
 
virtual ~CglCutGenerator ()
 Destructor. More...
 
virtual void refreshSolver (OsiSolverInterface *)
 This can be used to refresh any information. More...
 
int getAggressiveness () const
 Get Aggressiveness - 0 = neutral, 100 is normal root node. More...
 
void setAggressiveness (int value)
 Set Aggressiveness - 0 = neutral, 100 is normal root node. More...
 
void setGlobalCuts (bool trueOrFalse)
 Set whether can do global cuts. More...
 
bool canDoGlobalCuts () const
 Say whether can do global cuts. More...
 
virtual bool mayGenerateRowCutsInTree () const
 Returns true if may generate Row cuts in tree (rather than root node). More...
 
virtual int maximumLengthOfCutInTree () const
 Return maximum length of cut in tree. More...
 

Friends

void CglRedSplitUnitTest (const OsiSolverInterface *siP, const std::string mpdDir)
 A function that tests the methods in the CglRedSplit class. More...
 

Additional Inherited Members

- Public Attributes inherited from CglCutGenerator
int aggressive_
 Aggressiveness - 0 = neutral, 100 is normal root node. More...
 
bool canDoGlobalCuts_
 True if can do global cuts i.e. no general integers. More...
 

Detailed Description

Gomory Reduce-and-Split Cut Generator Class; See method generateCuts().

Based on the paper by K. Anderson, G. Cornuejols, Yanjun Li, "Reduce-and-Split Cuts: Improving the Performance of Mixed Integer Gomory Cuts", Management Science 51 (2005).

Definition at line 26 of file CglRedSplit.hpp.

Constructor & Destructor Documentation

CglRedSplit::CglRedSplit ( )

Default constructor.

CglRedSplit::CglRedSplit ( const CglRedSplitParam RS_param)

Constructor with specified parameters.

CglRedSplit::CglRedSplit ( const CglRedSplit )

Copy constructor.

virtual CglRedSplit::~CglRedSplit ( )
virtual

Destructor.

Member Function Documentation

virtual void CglRedSplit::generateCuts ( const OsiSolverInterface &  si,
OsiCuts &  cs,
const CglTreeInfo  info = CglTreeInfo() 
)
virtual

Generate Reduce-and-Split Mixed Integer Gomory cuts for the model of the solver interface si.

Insert the generated cuts into OsiCuts cs.

Warning: This generator currently works only with the Lp solvers Clp or Cplex9.0 or higher. It requires access to the optimal tableau and optimal basis inverse and makes assumptions on the way slack variables are added by the solver. The Osi implementations for Clp and Cplex verify these assumptions.

When calling the generator, the solver interface si must contain an optimized problem and information related to the optimal basis must be available through the OsiSolverInterface methods (si->optimalBasisIsAvailable() must return 'true'). It is also essential that the integrality of structural variable i can be obtained using si->isInteger(i).

Reduce-and-Split cuts are variants of Gomory cuts: Starting from the current optimal tableau, linear combinations of the rows of the current optimal simplex tableau are used for generating Gomory cuts. The choice of the linear combinations is driven by the objective of reducing the coefficients of the non basic continuous variables in the resulting row. Note that this generator might not be able to generate cuts for some solutions violating integrality constraints.

Implements CglCutGenerator.

virtual bool CglRedSplit::needsOptimalBasis ( ) const
virtual

Return true if needs optimal basis to do cuts (will return true)

Reimplemented from CglCutGenerator.

void CglRedSplit::setParam ( const CglRedSplitParam source)
CglRedSplitParam CglRedSplit::getParam ( ) const
inline

Definition at line 75 of file CglRedSplit.hpp.

void CglRedSplit::compute_is_lub ( )
void CglRedSplit::compute_is_integer ( )
void CglRedSplit::set_given_optsol ( const double *  given_sol,
const int  card_sol 
)

Set given_optsol to the given optimal solution given_sol.

If given_optsol is set using this method, the code will stop as soon as a generated cut is violated by the given solution; exclusively for debugging purposes.

void CglRedSplit::print ( ) const

Print some of the data members.

void CglRedSplit::printOptTab ( OsiSolverInterface *  solver) const

Print the current simplex tableau.

void CglRedSplit::setLimit ( int  limit)

Set limit, the maximum number of non zero coefficients in generated cut; Default: 50.

int CglRedSplit::getLimit ( ) const

Get value of limit.

void CglRedSplit::setAway ( double  value)

Set away, the minimum distance from being integer used for selecting rows for cut generation; all rows whose pivot variable should be integer but is more than away from integrality will be selected; Default: 0.05.

double CglRedSplit::getAway ( ) const

Get value of away.

void CglRedSplit::setLUB ( double  value)

Set the value of LUB, value considered large for the absolute value of a lower or upper bound on a variable; Default: 1000.

double CglRedSplit::getLUB ( ) const

Get the value of LUB.

void CglRedSplit::setEPS ( double  value)

Set the value of EPS, epsilon for double computations; Default: 1e-7.

double CglRedSplit::getEPS ( ) const

Get the value of EPS.

void CglRedSplit::setEPS_COEFF ( double  value)

Set the value of EPS_COEFF, epsilon for values of coefficients; Default: 1e-8.

double CglRedSplit::getEPS_COEFF ( ) const

Get the value of EPS_COEFF.

void CglRedSplit::setEPS_COEFF_LUB ( double  value)

Set the value of EPS_COEFF_LUB, epsilon for values of coefficients for variables with absolute value of lower or upper bound larger than LUB; Default: 1e-13.

double CglRedSplit::getEPS_COEFF_LUB ( ) const

Get the value of EPS_COEFF_LUB.

void CglRedSplit::setEPS_RELAX ( double  value)

Set the value of EPS_RELAX, value used for relaxing the right hand side of each generated cut; Default: 1e-8.

double CglRedSplit::getEPS_RELAX ( ) const

Get the value of EPS_RELAX.

void CglRedSplit::setNormIsZero ( double  value)

Set the value of normIsZero, the threshold for considering a norm to be 0; Default: 1e-5.

double CglRedSplit::getNormIsZero ( ) const

Get the value of normIsZero.

void CglRedSplit::setMinReduc ( double  value)

Set the value of minReduc, threshold for relative norm improvement for performing a reduction; Default: 0.05.

double CglRedSplit::getMinReduc ( ) const

Get the value of minReduc.

void CglRedSplit::setMaxTab ( double  value)

Set the maximum allowed value for (mTab * mTab * CoinMax(mTab, nTab)) where mTab is the number of rows used in the combinations and nTab is the number of continuous non basic variables.

The work of the generator is proportional to (mTab * mTab * CoinMax(mTab, nTab)). Reducing the value of maxTab makes the generator faster, but weaker. Default: 1e7.

double CglRedSplit::getMaxTab ( ) const

Get the value of maxTab.

virtual CglCutGenerator* CglRedSplit::clone ( ) const
virtual

Clone.

Implements CglCutGenerator.

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

Assignment operator.

virtual std::string CglRedSplit::generateCpp ( FILE *  fp)
virtual

Create C++ lines to get to current state.

Reimplemented from CglCutGenerator.

Friends And Related Function Documentation

void CglRedSplitUnitTest ( const OsiSolverInterface *  siP,
const std::string  mpdDir 
)
friend

A function that tests the methods in the CglRedSplit class.

The only reason for it not to be a member method is that this way it doesn't have to be compiled into the library. And that's a gain, because the library should be compiled with optimization on, but this method should be compiled with debugging.


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