Cgl  0.59.9
Public Member Functions | Protected Member Functions | List of all members
LAP::CglLandPSimplex Class Reference

#include <CglLandPSimplex.hpp>

Public Member Functions

 CglLandPSimplex (const OsiSolverInterface &si, const CglLandP::CachedData &cached, const CglLandP::Parameters &params, Validator &validator)
 Usefull onstructor. More...
 
 ~CglLandPSimplex ()
 Destructor. More...
 
void cacheUpdate (const CglLandP::CachedData &cached, bool reducedSpace=0)
 Update cached information in case of basis change in a round. More...
 
bool resetSolver (const CoinWarmStartBasis *basis)
 reset the solver to optimal basis More...
 
bool optimize (int var, OsiRowCut &cut, const CglLandP::CachedData &cached, const CglLandP::Parameters &params)
 Perfom pivots to find the best cuts. More...
 
bool generateMig (int row, OsiRowCut &cut, const CglLandP::Parameters &params)
 Find Gomory cut (i.e. More...
 
int generateExtraCuts (const CglLandP::CachedData &cached, const CglLandP::Parameters &params)
 Find extra constraints in current tableau. More...
 
int generateExtraCut (int i, const CglLandP::CachedData &cached, const CglLandP::Parameters &params)
 Generate a constrainte for a row of the tableau different from the source row. More...
 
void genThisBasisMigs (const CglLandP::CachedData &cached, const CglLandP::Parameters &params)
 
int insertAllExtr (OsiCuts &cs, CoinRelFltEq eq)
 insert all extra cuts in cs. More...
 
void setLogLevel (int level)
 
void setSi (OsiSolverInterface *si)
 
void freeSi ()
 
CutsextraCuts ()
 
void loadBasis (const OsiSolverInterface &si, std::vector< int > &M1, std::vector< int > &M2, int k)
 
int getNumCols () const
 
int getNumRows () const
 
const CoinWarmStartBasis * getBasis () const
 
const int * getNonBasics () const
 
const int * getBasics () const
 
void outPivInfo (int ncuts)
 

Protected Member Functions

bool changeBasis (int incoming, int leaving, int direction, bool modularize)
 Perform a change in the basis (direction is 1 if leaving variable is going to ub, 0 otherwise) More...
 
int fastFindCutImprovingPivotRow (int &direction, int &gammaSign, double tolerance, bool flagPositiveRows)
 Find a row which can be used to perform an improving pivot the fast way (i.e., find the leaving variable). More...
 
int rescanReducedCosts (int &direction, int &gammaSign, double tolerance)
 Rescan reduced costs tables. More...
 
int fastFindBestPivotColumn (int direction, int gammaSign, double pivotTol, double rhsTol, bool reducedSpace, bool allowNonImproving, double &bestSigma, bool modularize)
 Find the column which leads to the best cut (i.e., find incoming variable). More...
 
int findBestPivot (int &leaving, int &direction, const CglLandP::Parameters &params)
 Find incoming and leaving variables which lead to the most violated adjacent normalized lift-and-project cut. More...
 
double computeCglpObjective (const TabRow &row, bool modularize=false) const
 Compute the objective value of the Cglp for given row and rhs (if strengthening shall be applied row should have been modularized). More...
 
double strengthenedIntersectionCutCoef (int i, double alpha_i, double beta) const
 return the coefficients of the strengthened intersection cut takes one extra argument seens needs to consider variable type. More...
 
double newRowCoefficient (int j, double gamma) const
 return the coefficient of the new row (combining row_k + gamma row_i). More...
 
void createIntersectionCut (TabRow &row, OsiRowCut &cut) const
 Create the intersection cut of row k. More...
 
double normalizationFactor (const TabRow &row) const
 Compute the normalization factor of the cut. More...
 
void scaleCut (OsiRowCut &cut, double factor) const
 Scale the cut by factor. More...
 
void createMIG (TabRow &row, OsiRowCut &cut) const
 Create strenghtened row. More...
 
void pullTableauRow (TabRow &row) const
 Get the row i of the tableau. More...
 
void adjustTableauRow (int var, TabRow &row, int direction)
 Adjust the row of the tableau to reflect leaving variable direction. More...
 
void resetOriginalTableauRow (int var, TabRow &row, int direction)
 reset the tableau row after a call to adjustTableauRow More...
 
double getLoBound (int index) const
 Get lower bound for variable or constraint. More...
 
double getUpBound (int index) const
 Get upper bound for variable or constraint. More...
 
double getColsolToCut (int index) const
 Access to value in solution to cut (indexed in reduced problem) More...
 
bool isGtConst (int index) const
 
void setColsolToCut (int index, double value)
 Access to value in solution to cut (indexed in reduced problem) More...
 
CoinWarmStartBasis::Status getStatus (int index) const
 Get the basic status of a variable (structural or slack). More...
 
bool isInteger (int index) const
 Say if variable index by i in current tableau is integer. More...
 
void computeWeights (CglLandP::LHSnorm norm, CglLandP::Normalization type, CglLandP::RhsWeightType rhs)
 Compute normalization weights. More...
 
double normedCoef (double a, int ii) const
 Evenutaly multiply a by w if normed_weights_ is not empty. More...
 
void printTableau (std::ostream &os)
 print the tableau of current basis. More...
 
void printEverything ()
 Print everything . More...
 
void printTableauLateX (std::ostream &os)
 print the tableau of current basis. More...
 
void printRowLateX (std::ostream &os, int i)
 
void printCutLateX (std::ostream &os, int i)
 
void printCglpBasis (std::ostream &os=std::cout)
 Print CGLP basis corresponding to current tableau and source row. More...
 
void get_M1_M2_M3 (const TabRow &row, std::vector< int > &M1, std::vector< int > &M2, std::vector< int > &M3)
 Put variables in M1 M2 and M3 according to their sign. More...
 
void eliminate_slacks (double *vec) const
 Put a vector in structural sapce. More...
 
Slow versions of the function (old versions do not work).
double computeCglpRedCost (int direction, int gammaSign, double tau)
 Compute the reduced cost of Cglp. More...
 
double computeRedCostConstantsInRow ()
 Compute the value of sigma and thau (which are constants for a row i as defined in Mike Perregaard thesis. More...
 
double computeCglpObjective (double gamma, bool strengthen, TabRow &row)
 Compute the objective value of the Cglp with linear combintation of the two rows by gamma. More...
 
double computeCglpObjective (double gamma, bool strengthen)
 Compute the objective value of the Cglp with linear combintation of the row_k_ and gamma row_i_. More...
 
int findCutImprovingPivotRow (int &direction, int &gammaSign, double tolerance)
 Find a row which can be used to perform an improving pivot return index of the cut or -1 if none exists (i.e., find the leaving variable). More...
 
int findBestPivotColumn (int direction, double pivotTol, bool reducedSpace, bool allowDegeneratePivot, bool modularize)
 Find the column which leads to the best cut (i.e., find incoming variable). More...
 
int plotCGLPobj (int direction, double gammaTolerance, double pivotTol, bool reducedSpace, bool allowDegenerate, bool modularize)
 

Detailed Description

Definition at line 42 of file CglLandPSimplex.hpp.

Constructor & Destructor Documentation

LAP::CglLandPSimplex::CglLandPSimplex ( const OsiSolverInterface &  si,
const CglLandP::CachedData &  cached,
const CglLandP::Parameters params,
Validator validator 
)

Usefull onstructor.

LAP::CglLandPSimplex::~CglLandPSimplex ( )

Destructor.

Member Function Documentation

void LAP::CglLandPSimplex::cacheUpdate ( const CglLandP::CachedData &  cached,
bool  reducedSpace = 0 
)

Update cached information in case of basis change in a round.

bool LAP::CglLandPSimplex::resetSolver ( const CoinWarmStartBasis *  basis)

reset the solver to optimal basis

bool LAP::CglLandPSimplex::optimize ( int  var,
OsiRowCut &  cut,
const CglLandP::CachedData &  cached,
const CglLandP::Parameters params 
)

Perfom pivots to find the best cuts.

bool LAP::CglLandPSimplex::generateMig ( int  row,
OsiRowCut &  cut,
const CglLandP::Parameters params 
)

Find Gomory cut (i.e.

don't do extra setup required for pivots).

int LAP::CglLandPSimplex::generateExtraCuts ( const CglLandP::CachedData &  cached,
const CglLandP::Parameters params 
)

Find extra constraints in current tableau.

int LAP::CglLandPSimplex::generateExtraCut ( int  i,
const CglLandP::CachedData &  cached,
const CglLandP::Parameters params 
)

Generate a constrainte for a row of the tableau different from the source row.

void LAP::CglLandPSimplex::genThisBasisMigs ( const CglLandP::CachedData &  cached,
const CglLandP::Parameters params 
)
int LAP::CglLandPSimplex::insertAllExtr ( OsiCuts &  cs,
CoinRelFltEq  eq 
)

insert all extra cuts in cs.

void LAP::CglLandPSimplex::setLogLevel ( int  level)
inline

Definition at line 73 of file CglLandPSimplex.hpp.

void LAP::CglLandPSimplex::setSi ( OsiSolverInterface *  si)
inline

Definition at line 79 of file CglLandPSimplex.hpp.

void LAP::CglLandPSimplex::freeSi ( )
inline

Definition at line 90 of file CglLandPSimplex.hpp.

Cuts& LAP::CglLandPSimplex::extraCuts ( )
inline

Definition at line 100 of file CglLandPSimplex.hpp.

void LAP::CglLandPSimplex::loadBasis ( const OsiSolverInterface &  si,
std::vector< int > &  M1,
std::vector< int > &  M2,
int  k 
)
int LAP::CglLandPSimplex::getNumCols ( ) const
inline

Definition at line 109 of file CglLandPSimplex.hpp.

int LAP::CglLandPSimplex::getNumRows ( ) const
inline

Definition at line 114 of file CglLandPSimplex.hpp.

const CoinWarmStartBasis* LAP::CglLandPSimplex::getBasis ( ) const
inline

Definition at line 119 of file CglLandPSimplex.hpp.

const int* LAP::CglLandPSimplex::getNonBasics ( ) const
inline

Definition at line 123 of file CglLandPSimplex.hpp.

const int* LAP::CglLandPSimplex::getBasics ( ) const
inline

Definition at line 128 of file CglLandPSimplex.hpp.

void LAP::CglLandPSimplex::outPivInfo ( int  ncuts)
inline

Definition at line 133 of file CglLandPSimplex.hpp.

bool LAP::CglLandPSimplex::changeBasis ( int  incoming,
int  leaving,
int  direction,
bool  modularize 
)
protected

Perform a change in the basis (direction is 1 if leaving variable is going to ub, 0 otherwise)

int LAP::CglLandPSimplex::fastFindCutImprovingPivotRow ( int &  direction,
int &  gammaSign,
double  tolerance,
bool  flagPositiveRows 
)
protected

Find a row which can be used to perform an improving pivot the fast way (i.e., find the leaving variable).

Returns
index of the row on which to pivot or -1 if none exists.
int LAP::CglLandPSimplex::rescanReducedCosts ( int &  direction,
int &  gammaSign,
double  tolerance 
)
protected

Rescan reduced costs tables.

int LAP::CglLandPSimplex::fastFindBestPivotColumn ( int  direction,
int  gammaSign,
double  pivotTol,
double  rhsTol,
bool  reducedSpace,
bool  allowNonImproving,
double &  bestSigma,
bool  modularize 
)
protected

Find the column which leads to the best cut (i.e., find incoming variable).

int LAP::CglLandPSimplex::findBestPivot ( int &  leaving,
int &  direction,
const CglLandP::Parameters params 
)
protected

Find incoming and leaving variables which lead to the most violated adjacent normalized lift-and-project cut.

Remarks
At this point reduced costs should be already computed.
Returns
incoming variable variable,
Parameters
leavingvariable
directionleaving direction
double LAP::CglLandPSimplex::computeCglpObjective ( const TabRow row,
bool  modularize = false 
) const
protected

Compute the objective value of the Cglp for given row and rhs (if strengthening shall be applied row should have been modularized).

double LAP::CglLandPSimplex::strengthenedIntersectionCutCoef ( int  i,
double  alpha_i,
double  beta 
) const
inlineprotected

return the coefficients of the strengthened intersection cut takes one extra argument seens needs to consider variable type.

return the coefficients of the strengthened intersection cut

Definition at line 426 of file CglLandPSimplex.hpp.

double LAP::CglLandPSimplex::newRowCoefficient ( int  j,
double  gamma 
) const
inlineprotected

return the coefficient of the new row (combining row_k + gamma row_i).

Definition at line 444 of file CglLandPSimplex.hpp.

void LAP::CglLandPSimplex::createIntersectionCut ( TabRow row,
OsiRowCut &  cut 
) const
protected

Create the intersection cut of row k.

double LAP::CglLandPSimplex::normalizationFactor ( const TabRow row) const
protected

Compute the normalization factor of the cut.

void LAP::CglLandPSimplex::scaleCut ( OsiRowCut &  cut,
double  factor 
) const
protected

Scale the cut by factor.

void LAP::CglLandPSimplex::createMIG ( TabRow row,
OsiRowCut &  cut 
) const
protected

Create strenghtened row.

Create MIG cut from row k

void LAP::CglLandPSimplex::pullTableauRow ( TabRow row) const
protected

Get the row i of the tableau.

void LAP::CglLandPSimplex::adjustTableauRow ( int  var,
TabRow row,
int  direction 
)
protected

Adjust the row of the tableau to reflect leaving variable direction.

void LAP::CglLandPSimplex::resetOriginalTableauRow ( int  var,
TabRow row,
int  direction 
)
protected

reset the tableau row after a call to adjustTableauRow

double LAP::CglLandPSimplex::getLoBound ( int  index) const
inlineprotected

Get lower bound for variable or constraint.

Definition at line 205 of file CglLandPSimplex.hpp.

double LAP::CglLandPSimplex::getUpBound ( int  index) const
inlineprotected

Get upper bound for variable or constraint.

Definition at line 210 of file CglLandPSimplex.hpp.

double LAP::CglLandPSimplex::getColsolToCut ( int  index) const
inlineprotected

Access to value in solution to cut (indexed in reduced problem)

Definition at line 215 of file CglLandPSimplex.hpp.

bool LAP::CglLandPSimplex::isGtConst ( int  index) const
inlineprotected

Definition at line 219 of file CglLandPSimplex.hpp.

void LAP::CglLandPSimplex::setColsolToCut ( int  index,
double  value 
)
inlineprotected

Access to value in solution to cut (indexed in reduced problem)

Definition at line 224 of file CglLandPSimplex.hpp.

CoinWarmStartBasis::Status LAP::CglLandPSimplex::getStatus ( int  index) const
inlineprotected

Get the basic status of a variable (structural or slack).

Definition at line 229 of file CglLandPSimplex.hpp.

bool LAP::CglLandPSimplex::isInteger ( int  index) const
inlineprotected

Say if variable index by i in current tableau is integer.

Definition at line 235 of file CglLandPSimplex.hpp.

void LAP::CglLandPSimplex::computeWeights ( CglLandP::LHSnorm  norm,
CglLandP::Normalization  type,
CglLandP::RhsWeightType  rhs 
)
protected

Compute normalization weights.

double LAP::CglLandPSimplex::normedCoef ( double  a,
int  ii 
) const
inlineprotected

Evenutaly multiply a by w if normed_weights_ is not empty.

Definition at line 243 of file CglLandPSimplex.hpp.

void LAP::CglLandPSimplex::printTableau ( std::ostream &  os)
protected

print the tableau of current basis.

void LAP::CglLandPSimplex::printEverything ( )
protected

Print everything .

void LAP::CglLandPSimplex::printTableauLateX ( std::ostream &  os)
protected

print the tableau of current basis.

void LAP::CglLandPSimplex::printRowLateX ( std::ostream &  os,
int  i 
)
protected
void LAP::CglLandPSimplex::printCutLateX ( std::ostream &  os,
int  i 
)
protected
void LAP::CglLandPSimplex::printCglpBasis ( std::ostream &  os = std::cout)
protected

Print CGLP basis corresponding to current tableau and source row.

void LAP::CglLandPSimplex::get_M1_M2_M3 ( const TabRow row,
std::vector< int > &  M1,
std::vector< int > &  M2,
std::vector< int > &  M3 
)
protected

Put variables in M1 M2 and M3 according to their sign.

void LAP::CglLandPSimplex::eliminate_slacks ( double *  vec) const
protected

Put a vector in structural sapce.

double LAP::CglLandPSimplex::computeCglpRedCost ( int  direction,
int  gammaSign,
double  tau 
)
protected

Compute the reduced cost of Cglp.

double LAP::CglLandPSimplex::computeRedCostConstantsInRow ( )
protected

Compute the value of sigma and thau (which are constants for a row i as defined in Mike Perregaard thesis.

double LAP::CglLandPSimplex::computeCglpObjective ( double  gamma,
bool  strengthen,
TabRow row 
)
protected

Compute the objective value of the Cglp with linear combintation of the two rows by gamma.

double LAP::CglLandPSimplex::computeCglpObjective ( double  gamma,
bool  strengthen 
)
protected

Compute the objective value of the Cglp with linear combintation of the row_k_ and gamma row_i_.

int LAP::CglLandPSimplex::findCutImprovingPivotRow ( int &  direction,
int &  gammaSign,
double  tolerance 
)
protected

Find a row which can be used to perform an improving pivot return index of the cut or -1 if none exists (i.e., find the leaving variable).

int LAP::CglLandPSimplex::findBestPivotColumn ( int  direction,
double  pivotTol,
bool  reducedSpace,
bool  allowDegeneratePivot,
bool  modularize 
)
protected

Find the column which leads to the best cut (i.e., find incoming variable).

int LAP::CglLandPSimplex::plotCGLPobj ( int  direction,
double  gammaTolerance,
double  pivotTol,
bool  reducedSpace,
bool  allowDegenerate,
bool  modularize 
)
protected

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