Couenne 0.5.8
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CouenneExprPow.hpp
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1/* $Id: CouenneExprPow.hpp 1182 2015-08-17 12:39:40Z stefan $
2 *
3 * Name: CouenneExprPow.hpp
4 * Author: Pietro Belotti
5 * Purpose: definition of powers, specifically with fractional
6 * exponent (odd/even/signed: see appropriate files)
7 *
8 * (C) Carnegie-Mellon University, 2006-11.
9 * This file is licensed under the Eclipse Public License (EPL)
10 */
11
12#ifndef COUENNE_EXPRPOW_HPP
13#define COUENNE_EXPRPOW_HPP
14
15#include <math.h>
16#include <stdio.h>
17
18#include "CouenneExprOp.hpp"
19#include "CouenneExprMul.hpp"
20#include "CouenneExprClone.hpp"
21#include "CouenneExprConst.hpp"
22
23namespace Couenne {
24
25class funtriplet;
26
27
29
30class exprPow: public exprOp {
31
32 private:
33
35 bool issignpower_;
36
37 public:
38
40 exprPow (expression **al, int n = 2, bool signpower = false):
41 exprOp (al, n), issignpower_ (signpower) {} //< non-leaf expression, with argument list
42
44 exprPow (expression *arg0, expression *arg1, bool signpower = false):
45 exprOp (arg0, arg1), issignpower_ (signpower) {}
46
48 expression *clone (Domain *d = NULL) const
49 {return new exprPow (clonearglist (d), nargs_, issignpower_);}
50
52 virtual enum pos printPos () const
53 {return issignpower_ ? PRE : INSIDE ;}
54
56 virtual std::string printOp () const
57 {return issignpower_ ? "signpower" : "^";}
58
60 virtual CouNumber operator () ();
61
63 virtual CouNumber gradientNorm (const double *x);
64
66 virtual expression *differentiate (int index);
67
69 virtual expression *simplify ();
70
72 virtual int Linearity ();
73
75 virtual bool isInteger ();
76
78 virtual void getBounds (expression *&, expression *&);
79
81 virtual void getBounds (CouNumber &lb, CouNumber &ub);
82
85 virtual exprAux *standardize (CouenneProblem *p, bool addAux = true);
86
88 virtual void generateCuts (expression *w, //const OsiSolverInterface &si,
89 OsiCuts &cs, const CouenneCutGenerator *cg,
90 t_chg_bounds * = NULL, int = -1,
93
96 virtual expression *getFixVar ()
97 {return arglist_ [0];}
98
100 virtual enum expr_type code ()
101 {return (issignpower_ ? COU_EXPRSIGNPOW : COU_EXPRPOW);}
102
105
109 const OsiBranchingInformation *info,
110 expression * &var,
111 double * &brpts,
112 double * &brDist, // distance of current LP
113 // point to new convexifications
114 int &way);
115
117 virtual void closestFeasible (expression *varind,
118 expression *vardep,
119 CouNumber &left,
120 CouNumber &right) const;
121
124 virtual bool isCuttable (CouenneProblem *problem, int index) const;
125
127 virtual bool isSignpower () const { return issignpower_; }
128};
129
130
132
134 CouNumber exponent, bool signpower = false) {
135
136 double
137 lbase = base,
138 lexponent = exponent,
139 retval = 0.;
140
141 if (lbase < 0.) {
142
143 register int rndexp = COUENNE_round (lexponent);
144
145 if (((fabs (lexponent - rndexp) < COUENNE_EPS) ||
146 ((fabs (lexponent) > COUENNE_EPS) &&
147 (fabs (1. / lexponent - (rndexp = COUENNE_round (1. / lexponent))) < COUENNE_EPS)))) {
148 if ((rndexp % 2) || signpower)
149 retval = (- pow (- lbase, lexponent)); // x^k, x negative, k odd or signed power
150 else retval = pow (- lbase, lexponent); // x^k, x negative, k even or signed power
151 }
152 else retval = 0.; // this is incorrect but avoids nan's
153 }
154 else if (fabs (lbase) >= COUENNE_INFINITY) {
155
156 if (lbase <= -COUENNE_INFINITY) {
157
158 register int intk = COUENNE_round (lexponent);
159
160 if ((fabs (lexponent - intk) < COUENNE_EPS) && (intk % 2 || signpower))
161 retval = (lexponent < 0.) ? 0. : -COUENNE_INFINITY;
162 }
163 else retval = (lexponent < 0.) ? 0. : COUENNE_INFINITY;
164 }
165 else
166 retval = (pow (lbase, lexponent));
167
168 return (CouNumber) (retval);
169}
170
171
174 // return (currValue_ = safe_pow (base, exponent));
175 return safe_pow ((**arglist_) (), (*(arglist_ [1])) (), issignpower_);
176}
177
178
180void addPowEnvelope (const CouenneCutGenerator *, OsiCuts &, int, int,
181 CouNumber, CouNumber, CouNumber, CouNumber, CouNumber, int, bool = false);
182
185
188
189}
190
191#endif
#define COUENNE_EPS
#define COUENNE_INFINITY
#define COUENNE_round(x)
Cut Generator for linear convexifications.
OsiObject for auxiliary variables $w=f(x)$.
Class for MINLP problems with symbolic information.
Define a dynamic point+bounds, with a way to save and restore previous points+bounds through a LIFO s...
Auxiliary variable.
general n-ary operator-type expression: requires argument list.
int nargs_
number of arguments (cardinality of arglist)
expression ** arglist_
argument list is an array of pointers to other expressions
expression ** clonearglist(Domain *d=NULL) const
clone argument list (for use with clone method)
Power of an expression (binary operator), with constant.
virtual bool impliedBound(int, CouNumber *, CouNumber *, t_chg_bounds *, enum auxSign=expression::AUX_EQ)
implied bound processing
virtual expression * getFixVar()
return an index to the variable's argument that is better fixed in a branching rule for solving a non...
virtual CouNumber operator()()
function for the evaluation of the expression
virtual exprAux * standardize(CouenneProblem *p, bool addAux=true)
reduce expression in standard form, creating additional aux variables (and constraints)
virtual expression * differentiate(int index)
differentiation
virtual bool isCuttable(CouenneProblem *problem, int index) const
can this expression be further linearized or are we on its concave ("bad") side
virtual bool isInteger()
is this expression integer?
virtual enum pos printPos() const
print operator positioning
virtual int Linearity()
get a measure of "how linear" the expression is
virtual CouNumber selectBranch(const CouenneObject *obj, const OsiBranchingInformation *info, expression *&var, double *&brpts, double *&brDist, int &way)
set up branching object by evaluating many branching points for each expression's arguments
virtual expression * simplify()
simplification
virtual void generateCuts(expression *w, OsiCuts &cs, const CouenneCutGenerator *cg, t_chg_bounds *=NULL, int=-1, CouNumber=-COUENNE_INFINITY, CouNumber=COUENNE_INFINITY)
generate equality between *this and *w
virtual void getBounds(CouNumber &lb, CouNumber &ub)
Get value of lower and upper bound of an expression (if any)
virtual enum expr_type code()
code for comparison
virtual CouNumber gradientNorm(const double *x)
return l-2 norm of gradient at given point
virtual std::string printOp() const
print operator
virtual bool isSignpower() const
return whether this expression corresponds to a signed integer power
virtual void closestFeasible(expression *varind, expression *vardep, CouNumber &left, CouNumber &right) const
compute $y^{lv}$ and $y^{uv}$ for Violation Transfer algorithm
exprPow(expression **al, int n=2, bool signpower=false)
Constructor.
expression * clone(Domain *d=NULL) const
cloning method
virtual void getBounds(expression *&, expression *&)
Get lower and upper bound of an expression (if any)
exprPow(expression *arg0, expression *arg1, bool signpower=false)
Constructor with only two arguments.
Expression base class.
auxSign
"sign" of the constraint defining an auxiliary.
status of lower/upper bound of a variable, to be checked/modified in bound tightening
general include file for different compilers
pos
position where the operator should be printed when printing the expression
CouNumber safe_pow(CouNumber base, CouNumber exponent, bool signpower=false)
compute power and check for integer-and-odd inverse exponent
double CouNumber
main number type in Couenne
void addPowEnvelope(const CouenneCutGenerator *, OsiCuts &, int, int, CouNumber, CouNumber, CouNumber, CouNumber, CouNumber, int, bool=false)
add upper/lower envelope to power in convex/concave areas
CouNumber(* unary_function)(CouNumber)
unary function, used in all exprUnary
CouNumber powNewton(CouNumber, CouNumber, unary_function, unary_function, unary_function)
find proper tangent point to add deepest tangent cut
expr_type
code returned by the method expression::code()