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Dip 0.95.0
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Class for DECOMP algorithm Cutting Plane Method. More...
#include <DecompAlgoC.h>
Inheritance diagram for DecompAlgoC:
Collaboration diagram for DecompAlgoC:Derived from virtual functions of DecompAlgo | |
| virtual DecompSolverResult * | solveDirect (const DecompSolution *startSol=NULL) |
Constructors and destructor. | |
| DecompAlgoC (DecompApp *app, UtilParameters &utilParam) | |
| Default constructors. | |
| ~DecompAlgoC () | |
| Destructor. | |
Additional Inherited Members | |
Public Member Functions inherited from DecompAlgo | |
| bool | isGapTight () |
| double | getInfinity () |
| Return the value of infinity. | |
| virtual bool | isDone () |
| std::vector< double * > | getDualRays (int maxNumRays) |
| std::vector< double * > | getDualRaysCpx (int maxNumRays) |
| std::vector< double * > | getDualRaysOsi (int maxNumRays) |
| virtual int | generateVars (DecompVarList &newVars, double &mostNegReducedCost) |
| virtual int | generateCuts (double *xhat, DecompCutList &newCuts) |
| virtual void | addVarsToPool (DecompVarList &newVars) |
| virtual void | addVarsFromPool () |
| virtual void | addCutsToPool (const double *x, DecompCutList &newCuts, int &m_cutsThisCall) |
| virtual int | addCutsFromPool () |
| bool | isIPFeasible (const double *x, const bool isXSparse=false, const double feasVarTol=1.0e-6, const double feasConTol=1.0e-5, const double intTol=1.0e-5) |
| bool | isLPFeasible (const double *x, const bool isXSparse=false, const double feasVarTol=1.0e-6, const double feasConTol=1.0e-5) |
| DecompStatus | solveRelaxed (const double *redCostX, const double *origCost, const double alpha, const int n_origCols, const bool isNested, DecompSubModel &subModel, DecompSolverResult *solveResult, std::list< DecompVar * > &vars, double timeLimit) |
| void | appendVars (DecompVar *var) |
| void | appendVars (DecompVarList &varList) |
| virtual bool | chooseBranchSet (std::vector< std::pair< int, double > > &downBranchLb, std::vector< std::pair< int, double > > &downBranchUb, std::vector< std::pair< int, double > > &upBranchLb, std::vector< std::pair< int, double > > &upBranchUb) |
| void | loadSIFromModel (OsiSolverInterface *si, bool doInt=false) |
| virtual DecompStatus | processNode (const AlpsDecompTreeNode *node, const double globalLB, const double globalUB) |
| The main DECOMP process loop for a node. | |
| const AlpsDecompTreeNode * | getCurrentNode () const |
| Provide the current node the algorithm is solving. | |
| virtual void | postProcessNode (DecompStatus decompStatus) |
| Do some information sending after the current node has been processed. | |
| virtual void | postProcessBranch (DecompStatus decompStatus) |
| Do some information sending after the current node has been branched. | |
| virtual DecompStatus | solutionUpdate (const DecompPhase phase, const bool resolve=true, const int maxInnerIter=COIN_INT_MAX, const int maxOuterIter=COIN_INT_MAX) |
| Update of the solution vectors (primal and/or dual). | |
| virtual void | solveMasterAsMIP () |
| virtual int | adjustColumnsEffCnt () |
| virtual int | compressColumns () |
| void | initSetup () |
| Initial setup of algorithm structures and solver interfaces. | |
| void | getModelsFromApp () |
| void | createOsiSubProblem (DecompSubModel &subModel) |
| OsiSolverInterface * | getOsiLpSolverInterface () |
| OsiSolverInterface * | getOsiIpSolverInterface () |
| void | coreMatrixAppendColBounds () |
| Calculate gap: |(ub-lb)|/|lb|. | |
| void | checkMasterDualObj () |
| bool | checkPointFeasible (const DecompConstraintSet *modelCore, const double *x) |
| bool | isDualRayInfProof (const double *dualRay, const CoinPackedMatrix *rowMatrix, const double *colLB, const double *colUB, const double *rowRhs, std::ostream *os) |
| bool | isDualRayInfProofCpx (const double *dualRay, const CoinPackedMatrix *rowMatrix, const double *colLB, const double *colUB, const double *rowRhs, std::ostream *os) |
| void | printBasisInfo (OsiSolverInterface *si, std::ostream *os) |
| void | printCurrentProblemDual (OsiSolverInterface *si, const std::string baseName, const int nodeIndex, const int cutPass, const int pricePass) |
| void | printCurrentProblem (const OsiSolverInterface *si, const std::string baseName, const int nodeIndex, const int cutPass, const int pricePass, const int blockId=-1, const bool printMps=true, const bool printLp=true) |
| void | printCurrentProblem (const OsiSolverInterface *si, const std::string fileName, const bool printMps=true, const bool printLp=true) |
| void | printVars (std::ostream *os) |
| void | printCuts (std::ostream *os) |
| void | checkDuals () |
| void | checkReducedCost (const double *u, const double *u_adjusted) |
| void | createFullMps (const std::string fileName) |
| void | masterMatrixAddMOCols (CoinPackedMatrix *masterM, double *colLB, double *colUB, double *objCoeff, std::vector< std::string > &colNames) |
| void | masterMatrixAddArtCol (std::vector< CoinBigIndex > &colBeg, std::vector< int > &colInd, std::vector< double > &colVal, char LorG, int rowIndex, int colIndex, DecompColType colType, double &colLB, double &colUB, double &objCoeff) |
| virtual void | masterMatrixAddArtCols (CoinPackedMatrix *masterM, double *colLB, double *colUB, double *objCoeff, std::vector< std::string > &colNames, int startRow, int endRow, DecompRowType rowType) |
| void | masterPhaseItoII () |
| void | masterPhaseIItoI () |
| bool | isMasterColMasterOnly (const int index) const |
| bool | isMasterColStructural (const int index) const |
| bool | isMasterColArtificial (const int index) const |
| void | breakOutPartial (const double *xHat, DecompVarList &newVars, const double intTol=1.0e-5) |
| void | generateVarsAdjustDuals (const double *uOld, double *uNew) |
| Create an adjusted dual vector with the duals from the convexity constraints removed. | |
| void | generateVarsCalcRedCost (const double *u, double *redCostX) |
| Calculated reduced cost vector (over vars in compact space) for a given dual vector. | |
| const double * | getColLBNode () const |
| const double * | getColUBNode () const |
| DecompStats & | getStats () |
| const double * | getOrigObjective () const |
| const DecompSubModel & | getModelCore () const |
| const int | getAlgo () const |
| const DecompParam & | getParam () const |
| DecompParam & | getMutableParam () |
| OsiSolverInterface * | getMasterOSI () |
| DecompSubModel & | getModelRelax (const int blockId) |
| const double * | getXhat () const |
| Get a ptr to the current solution (in x-space). | |
| void | setCutoffUB (const double thisBound) |
| const DecompSolution * | getXhatIPBest () const |
| const std::vector< DecompSolution * > & | getXhatIPFeas () const |
| const double | getCutoffUB () const |
| DecompStats & | getDecompStats () |
| const DecompParam & | getDecompParam () const |
| const DecompApp * | getDecompApp () const |
| DecompApp * | getDecompAppMutable () |
| const int | getNodeIndex () const |
| const int | getCutCallsTotal () const |
| const int | getPriceCallsTotal () const |
| const double * | getMasterPrimalSolution () const |
| Get current primal solution for master problem. | |
| const double * | getMasterColReducedCost () const |
| virtual const double * | getMasterDualSolution () const |
| Get current dual solution for master problem. | |
| virtual void | adjustMasterDualSolution () |
| Adjust the current dual solution for master problem. | |
| double | getMasterObjValue () const |
| const int | getStopCriteria () const |
| const double | getGlobalGap () const |
| Get the current global (integrality) gap. | |
| const double | getNodeIPGap () const |
| Get the current node (integrality) gap. | |
| const double | getNodeLPGap () const |
| Get the current node (continuous) gap. | |
| const double | getObjBestBoundLB () const |
| Get the current best LB. | |
| const void | setStrongBranchIter (bool isStrongBranch=true) |
| Set the object to be in strong branching mode. | |
| const double | getObjBestBoundUB () const |
| Get the current best UB. | |
| const double | getMasterRowType (int row) const |
| Get a specific row type. | |
| virtual void | setObjBound (const double thisBound, const double thisBoundUB) |
| Set the current continuous bounds and update best/history. | |
| virtual void | setObjBoundIP (const double thisBound) |
| Set the current integer bound and update best/history. | |
| bool | isTailoffLB (const int changeLen=10, const double changePerLimit=0.1) |
| int | getNumRowType (DecompRowType rowType) |
| void | checkBlocksColumns () |
| DecompAlgo (const DecompAlgoType algo, DecompApp *app, UtilParameters &utilParam, bool doSetup=true) | |
| Default constructors. | |
| virtual | ~DecompAlgo () |
| Destructor. | |
Protected Attributes inherited from DecompAlgo | |
| std::string | m_classTag |
| Store the name of the class (for logging/debugging) - "who am I?". | |
| DecompParam | m_param |
| Parameters. | |
| UtilParameters * | m_utilParam |
| DecompAlgoType | m_algo |
| Type of algorithm for this instance. | |
| DecompStatus | m_status |
| The current algorithm status. | |
| double | m_infinity |
| The value of "infinity". | |
| DecompPhase | m_phase |
| The current algorithm phase. | |
| DecompPhase | m_phaseLast |
| DecompPhase | m_phaseForce |
| DecompApp * | m_app |
| Pointer to current active DECOMP application. | |
| DecompStats | m_stats |
| Storage of statistics for run and node. | |
| DecompNodeStats | m_nodeStats |
| DecompMemPool | m_memPool |
| Memory pool used to reduce the number of allocations needed. | |
| std::ostream * | m_osLog |
| Stream for log file (default to stdout). | |
| DecompAlgoCGL * | m_cgl |
| std::vector< double > | m_origColLB |
| Pointer (and label) to current active model core/relax. | |
| std::vector< double > | m_origColUB |
| OsiSolverInterface * | m_masterSI |
| Solver interface(s) for subproblems (P'). | |
| OsiClpSolverInterface * | m_cutgenSI |
| Solver interface(s) for entire problem (Q''). | |
| int | m_cutgenObjCutInd |
| OsiSolverInterface * | m_auxSI |
| const double * | m_objective |
| DecompSubModel | m_modelCore |
| std::map< int, DecompSubModel > | m_modelRelax |
| std::map< int, std::vector< DecompSubModel > > | m_modelRelaxNest |
| DecompVarList | m_vars |
| Containers for variables (current and pool). | |
| DecompVarPool | m_varpool |
| DecompCutList | m_cuts |
| Containers for cuts (current and pool). | |
| DecompCutPool | m_cutpool |
| double * | m_xhat |
| Storage for current solution (in x-space). | |
| double | m_cutoffUB |
| User-defined cutoff (global UB) for B&B fathoming and LR. | |
| std::vector< DecompSolution * > | m_xhatIPFeas |
| DecompSolution * | m_xhatIPBest |
| std::vector< double > | m_primSolution |
| std::vector< double > | m_dualSolution |
| std::vector< double > | m_reducedCost |
| int | m_numCols |
| bool | m_isColGenExact |
| int | m_numConvexCon |
| int | m_rrLastBlock |
| int | m_rrIterSinceAll |
| int | m_nArtCols |
| int | m_nRowsOrig |
| int | m_nRowsBranch |
| int | m_nRowsConvex |
| int | m_nRowsCuts |
| std::vector< DecompRowType > | m_masterRowType |
| std::vector< DecompColType > | m_masterColType |
| std::vector< int > | m_masterArtCols |
| double * | m_colLBNode |
| double * | m_colUBNode |
| int | m_compressColsLastPrice |
| int | m_compressColsLastNumCols |
| double | m_relGap |
| Current node gap (bestUB-bestLB)/bestLB. | |
| DecompAlgoStop | m_stopCriteria |
| int | m_colIndexUnique |
| double | m_masterObjLast |
| bool | m_objNoChange |
| double | m_stabEpsilon |
| bool | m_useInitLpDuals |
| std::map< int, int > | m_artColIndToRowInd |
| double | m_globalLB |
| double | m_globalUB |
| std::vector< double > | m_phaseIObj |
| int | m_function |
| bool | m_firstPhase2Call |
| bool | m_isStrongBranch |
| const AlpsDecompTreeNode * | m_curNode |
| std::vector< int > | m_masterOnlyCols |
| std::map< int, int > | m_masterOnlyColsMap |
| Map from original index to master index for master-only vars. | |
| DecompBranchingImplementation | m_branchingImplementation |
Class for DECOMP algorithm Cutting Plane Method.
Definition at line 33 of file DecompAlgoC.h.
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inline |
Default constructors.
Definition at line 138 of file DecompAlgoC.h.
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inline |
Destructor.
Definition at line 149 of file DecompAlgoC.h.
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virtual |
Reimplemented from DecompAlgo.