#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 ()

Cuts &	extraCuts ()

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

leaving	variable
direction	leaving 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:

src/CglLandP/CglLandPSimplex.hpp

Public Member Functions

Protected Member Functions

Detailed Description

Constructor & Destructor Documentation

Member Function Documentation