|
| bool | isDone () |
| |
| const double * | getRowPrice () |
| |
| void | setInitObjUB (const double objUB) |
| |
| bool | isGapTight () |
| |
| double | getInfinity () |
| | Return the value of infinity.
|
| |
| std::vector< double * > | getDualRays (int maxNumRays) |
| |
| std::vector< double * > | getDualRaysCpx (int maxNumRays) |
| |
| std::vector< double * > | getDualRaysOsi (int maxNumRays) |
| |
| 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) |
| |
| 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 void | setMasterBounds (const double *lbs, const double *ubs) |
| |
| virtual void | setSubProbBounds (const double *lbs, const double *ubs) |
| |
| 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 int | generateInitVars (DecompVarList &initVars) |
| | Generate initial variables for master problem (PC/DC/RC).
|
| |
| 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 | phaseUpdate (DecompPhase &phase, DecompStatus &status) |
| | Update of the phase for process loop.
|
| |
| virtual void | phaseInit (DecompPhase &phase) |
| | Run the initial phase for processing node.
|
| |
| 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) |
| |
| virtual DecompSolverResult * | solveDirect (const DecompSolution *startSol=NULL) |
| |
| 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.
|
| |
- Todo
- Next: DecompAlgoVC - use Vol? or write from scratch?
Definition at line 24 of file DecompAlgoRC.h.