1 | /* $Id: CouenneProblem.hpp 155 2009-06-16 20:19:39Z pbelotti $ |
---|
2 | * |
---|
3 | * Name: CouenneProblem.hpp |
---|
4 | * Author: Pietro Belotti |
---|
5 | * Purpose: define the class CouenneProblem |
---|
6 | * |
---|
7 | * (C) Carnegie-Mellon University, 2006-09. |
---|
8 | * This file is licensed under the Common Public License (CPL) |
---|
9 | */ |
---|
10 | |
---|
11 | #ifndef COUENNE_PROBLEM_HPP |
---|
12 | #define COUENNE_PROBLEM_HPP |
---|
13 | |
---|
14 | #include <vector> |
---|
15 | |
---|
16 | #include "OsiRowCut.hpp" |
---|
17 | #include "BonBabInfos.hpp" |
---|
18 | |
---|
19 | #include "CouenneTypes.hpp" |
---|
20 | #include "expression.hpp" |
---|
21 | #include "exprAux.hpp" |
---|
22 | #include "CouenneProblemElem.hpp" |
---|
23 | #include "CouenneObject.hpp" |
---|
24 | #include "CouenneJournalist.hpp" |
---|
25 | #include "domain.hpp" |
---|
26 | |
---|
27 | struct ASL; |
---|
28 | struct expr; |
---|
29 | |
---|
30 | class DepGraph; |
---|
31 | class CouenneCutGenerator; |
---|
32 | class CouenneSolverInterface; |
---|
33 | class quadElem; |
---|
34 | class LinMap; |
---|
35 | class QuadMap; |
---|
36 | |
---|
37 | // default tolerance for checking feasibility (and integrality) of NLP solutions |
---|
38 | const CouNumber feas_tolerance_default = 1e-5; |
---|
39 | |
---|
40 | |
---|
41 | /** Class for MINLP problems with symbolic information |
---|
42 | * |
---|
43 | * It is read from an AMPL .nl file and contains variables, AMPL's |
---|
44 | * "defined variables" (aka common expressions), objective(s), and |
---|
45 | * constraints in the form of expression's. Changes throughout the |
---|
46 | * program occur in standardization. |
---|
47 | */ |
---|
48 | |
---|
49 | class CouenneProblem { |
---|
50 | |
---|
51 | /// Class for storing a global cutoff for a CouenneProblem and all |
---|
52 | /// its clones |
---|
53 | class GlobalCutOff { |
---|
54 | private: |
---|
55 | GlobalCutOff(const GlobalCutOff&); |
---|
56 | double cutoff_; |
---|
57 | public: |
---|
58 | GlobalCutOff () : cutoff_ (COIN_DBL_MAX) {} |
---|
59 | GlobalCutOff (double c) : cutoff_ (c) {} |
---|
60 | ~GlobalCutOff() {} |
---|
61 | inline void setCutOff (double cutoff) {cutoff_ = cutoff;} |
---|
62 | inline double getCutOff() const {return cutoff_;} |
---|
63 | }; |
---|
64 | |
---|
65 | /// structure to record fixed, non-fixed, and continuous variables |
---|
66 | enum fixType {UNFIXED, FIXED, CONTINUOUS}; |
---|
67 | |
---|
68 | protected: |
---|
69 | |
---|
70 | /// problem name |
---|
71 | std::string problemName_; |
---|
72 | |
---|
73 | std::vector <exprVar *> variables_; ///< Variables (original, auxiliary, and defined) |
---|
74 | std::vector <CouenneObjective *> objectives_; ///< Objectives |
---|
75 | std::vector <CouenneConstraint *> constraints_; ///< Constraints |
---|
76 | |
---|
77 | /// AMPL's common expressions (read from AMPL through structures cexps and cexps1) |
---|
78 | std::vector <expression *> commonexprs_; |
---|
79 | |
---|
80 | mutable Domain domain_; ///< current point and bounds; |
---|
81 | |
---|
82 | /// Expression map for comparison in standardization and to count |
---|
83 | /// occurrences of an auxiliary |
---|
84 | std::set <exprAux *, compExpr> *auxSet_; |
---|
85 | |
---|
86 | /// Number of elements in the x_, lb_, ub_ arrays |
---|
87 | mutable int curnvars_; |
---|
88 | |
---|
89 | /// Number of discrete variables |
---|
90 | int nIntVars_; |
---|
91 | |
---|
92 | /// Best solution known to be loaded from file -- for testing purposes |
---|
93 | mutable CouNumber *optimum_; |
---|
94 | |
---|
95 | /// Best known objective function |
---|
96 | CouNumber bestObj_; |
---|
97 | |
---|
98 | /// Indices of variables appearing in products (used for SDP cuts) |
---|
99 | int *quadIndex_; |
---|
100 | |
---|
101 | /// Variables that have commuted to auxiliary |
---|
102 | bool *commuted_; |
---|
103 | |
---|
104 | /// numbering of variables. No variable xi with associated pi(i) |
---|
105 | /// greater than pi(j) should be evaluated before variable xj |
---|
106 | int *numbering_; |
---|
107 | |
---|
108 | /// Number of "defined variables" (aka "common expressions") |
---|
109 | int ndefined_; |
---|
110 | |
---|
111 | /// Dependence (acyclic) graph: shows dependence of all auxiliary |
---|
112 | /// variables on one another and on original variables. Used to |
---|
113 | /// create a numbering of all variables for evaluation and bound |
---|
114 | /// tightening (reverse order for implied bounds) |
---|
115 | DepGraph *graph_; |
---|
116 | |
---|
117 | /// Number of original variables |
---|
118 | int nOrigVars_; |
---|
119 | |
---|
120 | /// Number of original constraints (disregarding those that turned |
---|
121 | /// into auxiliary variable definition) |
---|
122 | int nOrigCons_; |
---|
123 | |
---|
124 | /// Number of original integer variables |
---|
125 | int nOrigIntVars_; |
---|
126 | |
---|
127 | /// Pointer to a global cutoff object |
---|
128 | mutable GlobalCutOff* pcutoff_; |
---|
129 | |
---|
130 | /// flag indicating if this class is creator of global cutoff object |
---|
131 | mutable bool created_pcutoff_; |
---|
132 | |
---|
133 | bool doFBBT_; ///< do Feasibility-based bound tightening |
---|
134 | bool doRCBT_; ///< do reduced cost bound tightening |
---|
135 | bool doOBBT_; ///< do Optimality-based bound tightening |
---|
136 | bool doABT_; ///< do Aggressive bound tightening |
---|
137 | |
---|
138 | int logObbtLev_; ///< frequency of Optimality-based bound tightening |
---|
139 | int logAbtLev_; ///< frequency of Aggressive bound tightening |
---|
140 | |
---|
141 | /// SmartPointer to the Journalist |
---|
142 | JnlstPtr jnlst_; |
---|
143 | |
---|
144 | /// window around known optimum (for testing purposes) |
---|
145 | CouNumber opt_window_; |
---|
146 | |
---|
147 | /// Use quadratic expressions? |
---|
148 | bool useQuadratic_; |
---|
149 | |
---|
150 | /// feasibility tolerance (to be used in checkNLP) |
---|
151 | CouNumber feas_tolerance_; |
---|
152 | |
---|
153 | /// inverse dependence structure: for each variable x give set of |
---|
154 | /// auxiliary variables (or better, their indices) whose expression |
---|
155 | /// depends on x |
---|
156 | std::vector <std::set <int> > dependence_; |
---|
157 | |
---|
158 | /// vector of pointer to CouenneObjects. Used by CouenneVarObjects |
---|
159 | /// when finding all objects related to (having as argument) a |
---|
160 | /// single variable |
---|
161 | std::vector <CouenneObject> objects_; |
---|
162 | |
---|
163 | /// each element is true if variable is integer and, if auxiliary, |
---|
164 | /// depends on no integer |
---|
165 | mutable int *integerRank_; |
---|
166 | |
---|
167 | /// numberInRank_ [i] is the number of integer variables in rank i |
---|
168 | mutable std::vector <int> numberInRank_; |
---|
169 | |
---|
170 | /// maximum cpu time |
---|
171 | double maxCpuTime_; |
---|
172 | |
---|
173 | /// options |
---|
174 | Bonmin::BabSetupBase *bonBase_; |
---|
175 | |
---|
176 | #ifdef COIN_HAS_ASL |
---|
177 | /// AMPL structure pointer (temporary --- looking forward to embedding into OS...) |
---|
178 | ASL *asl_; |
---|
179 | #endif |
---|
180 | |
---|
181 | /// some originals may be unused due to their zero multiplicity |
---|
182 | /// (that happens when they are duplicates). This array keeps track |
---|
183 | /// of their indices and is sorted by evaluation order |
---|
184 | int *unusedOriginalsIndices_; |
---|
185 | |
---|
186 | /// number of unused originals |
---|
187 | int nUnusedOriginals_; |
---|
188 | |
---|
189 | public: |
---|
190 | |
---|
191 | CouenneProblem (ASL * = NULL, |
---|
192 | Bonmin::BabSetupBase *base = NULL, |
---|
193 | JnlstPtr jnlst = NULL); ///< Constructor |
---|
194 | CouenneProblem (const CouenneProblem &); ///< Copy constructor |
---|
195 | ~CouenneProblem (); ///< Destructor |
---|
196 | |
---|
197 | /// Clone method (for use within CouenneCutGenerator::clone) |
---|
198 | CouenneProblem *clone () const |
---|
199 | {return new CouenneProblem (*this);} |
---|
200 | |
---|
201 | int nObjs () const {return (int) objectives_. size ();} ///< Get number of objectives |
---|
202 | int nCons () const {return (int) constraints_. size ();} ///< Get number of constraints |
---|
203 | int nOrigCons () const {return nOrigCons_;} ///< Get number of original constraints |
---|
204 | |
---|
205 | inline int nOrigVars () const {return nOrigVars_;} ///< Number of orig. variables |
---|
206 | inline int nDefVars () const {return ndefined_;} ///< Number of def'd variables |
---|
207 | inline int nOrigIntVars () const {return nOrigIntVars_;} ///< Number of original integers |
---|
208 | inline int nIntVars () const {return nIntVars_;} ///< Number of integer variables |
---|
209 | inline int nVars () const {return (int) variables_. size ();} ///< Total number of variables |
---|
210 | |
---|
211 | /// get evaluation order index |
---|
212 | inline int evalOrder (int i) const |
---|
213 | {return numbering_ [i];} |
---|
214 | |
---|
215 | /// get evaluation order vector (numbering_) |
---|
216 | inline int *evalVector () |
---|
217 | {return numbering_;} |
---|
218 | |
---|
219 | // get elements from vectors |
---|
220 | inline CouenneConstraint *Con (int i) const {return constraints_ [i];} ///< i-th constraint |
---|
221 | inline CouenneObjective *Obj (int i) const {return objectives_ [i];} ///< i-th objective |
---|
222 | |
---|
223 | /// Return pointer to i-th variable |
---|
224 | inline exprVar *Var (int i) const |
---|
225 | {return variables_ [i];} |
---|
226 | |
---|
227 | /// Return vector of variables (symbolic representation) |
---|
228 | inline std::vector <exprVar *> &Variables () |
---|
229 | {return variables_;} |
---|
230 | |
---|
231 | /// Return pointer to set for comparisons |
---|
232 | inline std::set <exprAux *, compExpr> *& AuxSet () |
---|
233 | {return auxSet_;} |
---|
234 | |
---|
235 | /// Return pointer to dependence graph |
---|
236 | inline DepGraph *getDepGraph () |
---|
237 | {return graph_;} |
---|
238 | |
---|
239 | /// return current point & bounds |
---|
240 | inline Domain *domain () const |
---|
241 | {return &domain_;} |
---|
242 | |
---|
243 | // Get and set current variable and bounds |
---|
244 | inline CouNumber &X (int i) const {return domain_.x (i);} ///< \f$x_i\f$ |
---|
245 | inline CouNumber &Lb (int i) const {return domain_.lb (i);} ///< lower bound on \f$x_i\f$ |
---|
246 | inline CouNumber &Ub (int i) const {return domain_.ub (i);} ///< upper bound on\f$x_i\f$ |
---|
247 | |
---|
248 | // get and set current variable and bounds |
---|
249 | inline CouNumber *X () const {return domain_.x ();} ///< Return vector of variables |
---|
250 | inline CouNumber *Lb () const {return domain_.lb ();} ///< Return vector of lower bounds |
---|
251 | inline CouNumber *Ub () const {return domain_.ub ();} ///< Return vector of upper bounds |
---|
252 | |
---|
253 | // get optimal solution and objective value |
---|
254 | CouNumber *&bestSol () const {return optimum_;} ///< Best known solution (read from file) |
---|
255 | CouNumber bestObj () const {return bestObj_;} ///< Objective of best known solution |
---|
256 | |
---|
257 | /// Get vector of commuted variables |
---|
258 | bool *&Commuted () |
---|
259 | {return commuted_;} |
---|
260 | |
---|
261 | /// Add (non linear) objective function |
---|
262 | void addObjective (expression *, const std::string &); |
---|
263 | |
---|
264 | // Add (non linear) "=", ">=", "<=", and range constraints |
---|
265 | void addEQConstraint (expression *, expression *); ///< Add equality constraint \f$ h(x) = b\f$ |
---|
266 | void addGEConstraint (expression *, expression *); ///< Add \f$\ge\f$ constraint, \f$h(x)\ge b\f$ |
---|
267 | void addLEConstraint (expression *, expression *); ///< Add \f$\le\f$ constraint, \f$h(x)\le b\f$ |
---|
268 | void addRNGConstraint (expression *, expression *, |
---|
269 | expression *); ///< Add range constraint, \f$a\le h(x)\le b\f$ |
---|
270 | |
---|
271 | /// Add original variable. |
---|
272 | /// |
---|
273 | /// @param isint if true, this variable is integer, otherwise it is |
---|
274 | /// continuous |
---|
275 | expression *addVariable (bool isint = false, Domain *d = NULL); |
---|
276 | |
---|
277 | /// Add auxiliary variable and associate it with expression given as |
---|
278 | /// argument (used in standardization) |
---|
279 | exprAux *addAuxiliary (expression *); |
---|
280 | |
---|
281 | /// preprocess problem in order to extract linear relaxations etc. |
---|
282 | void reformulate (); |
---|
283 | |
---|
284 | /// Break problem's nonlinear constraints in simple expressions to |
---|
285 | /// be convexified later. Return true if problem looks feasible, |
---|
286 | /// false if proven infeasible. |
---|
287 | bool standardize (); |
---|
288 | |
---|
289 | /// Display current representation of problem: objective, linear and |
---|
290 | /// nonlinear constraints, and auxiliary variables. |
---|
291 | void print (std::ostream & = std::cout); |
---|
292 | |
---|
293 | #ifdef COIN_HAS_ASL |
---|
294 | /// Read problem from .nl file using the Ampl Solver Library (ASL) |
---|
295 | int readnl (const struct ASL *); |
---|
296 | |
---|
297 | /// Generate a Couenne expression from an ASL expression |
---|
298 | expression *nl2e (struct expr *, const ASL *asl); |
---|
299 | #endif |
---|
300 | |
---|
301 | // bound tightening parameters |
---|
302 | bool doFBBT () const {return doFBBT_;} ///< shall we do Feasibility Based Bound Tightening? |
---|
303 | bool doRCBT () const {return doRCBT_;} ///< shall we do reduced cost Bound Tightening? |
---|
304 | bool doOBBT () const {return doOBBT_;} ///< shall we do Optimality Based Bound Tightening? |
---|
305 | bool doABT () const {return doABT_;} ///< shall we do Aggressive Bound Tightening? |
---|
306 | |
---|
307 | int logObbtLev () const {return logObbtLev_;} ///< How often shall we do OBBT? |
---|
308 | int logAbtLev () const {return logAbtLev_;} ///< How often shall we do ABT? |
---|
309 | |
---|
310 | /// Write nonlinear problem to a .mod file (with lots of defined |
---|
311 | /// variables) |
---|
312 | /// |
---|
313 | /// @param fname Name of the .mod file to be written |
---|
314 | /// |
---|
315 | /// @param aux controls the use of auxiliaries. If true, a problem |
---|
316 | /// is written with auxiliary variables written with their |
---|
317 | /// associated expression, i.e. \f$w_i = h_i(x,y,w)\f$ and bounds |
---|
318 | /// \f$l_i \le w_i \le u_i\f$, while if false these constraints are |
---|
319 | /// written in the form \f$l_i \le h_i (x,y) \le u_i\f$. |
---|
320 | /// |
---|
321 | /// Note: if used before standardization, writes original AMPL formulation |
---|
322 | void writeAMPL (const std::string &fname, bool aux); |
---|
323 | |
---|
324 | /// Write nonlinear problem to a .gms file |
---|
325 | /// |
---|
326 | /// @param fname Name of the .gams file to be written. |
---|
327 | void writeGAMS (const std::string &fname); |
---|
328 | |
---|
329 | /// Initialize auxiliary variables and their bounds from original |
---|
330 | /// variables |
---|
331 | //void initAuxs (const CouNumber *, const CouNumber *, const CouNumber *); |
---|
332 | void initAuxs () const; |
---|
333 | |
---|
334 | /// Get auxiliary variables from original variables |
---|
335 | void getAuxs (CouNumber *) const; |
---|
336 | |
---|
337 | /// tighten bounds using propagation, implied bounds and reduced costs |
---|
338 | bool boundTightening (t_chg_bounds *, |
---|
339 | Bonmin::BabInfo * = NULL) const; |
---|
340 | |
---|
341 | /// core of the bound tightening procedure |
---|
342 | bool btCore (t_chg_bounds *chg_bds) const; |
---|
343 | |
---|
344 | /// Optimality Based Bound Tightening |
---|
345 | int obbt (const CouenneCutGenerator *cg, |
---|
346 | const OsiSolverInterface &csi, |
---|
347 | OsiCuts &cs, |
---|
348 | const CglTreeInfo &info, |
---|
349 | Bonmin::BabInfo * babInfo, |
---|
350 | t_chg_bounds *chg_bds); |
---|
351 | |
---|
352 | /// aggressive bound tightening. Fake bounds in order to cut |
---|
353 | /// portions of the solution space by fathoming on |
---|
354 | /// bounds/infeasibility |
---|
355 | bool aggressiveBT (Bonmin::OsiTMINLPInterface *nlp, |
---|
356 | t_chg_bounds *, |
---|
357 | Bonmin::BabInfo * = NULL) const; |
---|
358 | |
---|
359 | /// procedure to strengthen variable bounds. Return false if problem |
---|
360 | /// turns out to be infeasible with given bounds, true otherwise. |
---|
361 | int redCostBT (const OsiSolverInterface *psi, |
---|
362 | t_chg_bounds *chg_bds) const; |
---|
363 | |
---|
364 | /// "Forward" bound tightening, that is, propagate bound of variable |
---|
365 | /// \f$x\f$ in an expression \f$w = f(x)\f$ to the bounds of \f$w\f$. |
---|
366 | int tightenBounds (t_chg_bounds *) const; |
---|
367 | |
---|
368 | /// "Backward" bound tightening, aka implied bounds. |
---|
369 | int impliedBounds (t_chg_bounds *) const; |
---|
370 | |
---|
371 | /// Look for quadratic terms to be used with SDP cuts |
---|
372 | void fillQuadIndices (); |
---|
373 | |
---|
374 | /// Fill vector with coefficients of objective function |
---|
375 | void fillObjCoeff (double *&); |
---|
376 | |
---|
377 | /// Replace all occurrences of original variable with new aux given |
---|
378 | /// as argument |
---|
379 | void auxiliarize (exprVar *, exprVar * = NULL); |
---|
380 | |
---|
381 | /// Set cutoff |
---|
382 | void setCutOff (CouNumber cutoff) const; |
---|
383 | |
---|
384 | /// Set cutoff |
---|
385 | CouNumber getCutOff () const |
---|
386 | {return pcutoff_ -> getCutOff ();} |
---|
387 | |
---|
388 | /// Make cutoff known to the problem |
---|
389 | void installCutOff () const; |
---|
390 | |
---|
391 | /// Provide Journalist |
---|
392 | ConstJnlstPtr Jnlst() const |
---|
393 | {return ConstPtr(jnlst_);} |
---|
394 | |
---|
395 | /// Check if solution is MINLP feasible |
---|
396 | bool checkNLP (const double *solution, double &obj, bool recompute = false) const; |
---|
397 | |
---|
398 | /// generate integer NLP point Y starting from fractional solution |
---|
399 | /// using bound tightening |
---|
400 | int getIntegerCandidate (const double *xFrac, double *xInt, double *lb, double *ub) const; |
---|
401 | |
---|
402 | /// Read best known solution from file given in argument |
---|
403 | bool readOptimum (std::string *fname = NULL); |
---|
404 | |
---|
405 | /// Read cutoff value (for testing purposes) |
---|
406 | void readCutoff (const std::string &fname); |
---|
407 | |
---|
408 | /// Add list of options to be read from file |
---|
409 | static void registerOptions (Ipopt::SmartPtr <Bonmin::RegisteredOptions> roptions); |
---|
410 | |
---|
411 | /// standardization of linear exprOp's |
---|
412 | exprAux *linStandardize (bool addAux, |
---|
413 | CouNumber c0, |
---|
414 | LinMap &lmap, |
---|
415 | QuadMap &qmap); |
---|
416 | |
---|
417 | /// split a constraint w - f(x) = c into w's index (it is returned) |
---|
418 | /// and rest = f(x) + c |
---|
419 | int splitAux (CouNumber, expression *, expression *&, bool *); |
---|
420 | |
---|
421 | /// translates pair (indices, coefficients) into vector with pointers to variables |
---|
422 | void indcoe2vector (int *indexL, |
---|
423 | CouNumber *coeff, |
---|
424 | std::vector <std::pair <exprVar *, CouNumber> > &lcoeff); |
---|
425 | |
---|
426 | /// translates triplet (indicesI, indicesJ, coefficients) into vector with pointers to variables |
---|
427 | void indcoe2vector (int *indexI, |
---|
428 | int *indexJ, |
---|
429 | CouNumber *coeff, |
---|
430 | std::vector <quadElem> &qcoeff); |
---|
431 | |
---|
432 | /// given (expression *) element of sum, returns (coe,ind0,ind1) |
---|
433 | /// depending on element: |
---|
434 | /// |
---|
435 | /// 1) a * x_i ^ 2 ---> (a,i,?) return COU_EXPRPOW |
---|
436 | /// 2) a * x_i ---> (a,i,?) return COU_EXPRVAR |
---|
437 | /// 3) a * x_i * x_j ---> (a,i,j) return COU_EXPRMUL |
---|
438 | /// 4) a ---> (a,?,?) return COU_EXPRCONST |
---|
439 | /// |
---|
440 | /// x_i and/or x_j may come from standardizing other (linear or |
---|
441 | /// quadratic operator) sub-expressions |
---|
442 | void decomposeTerm (expression *term, |
---|
443 | CouNumber initCoe, |
---|
444 | CouNumber &c0, |
---|
445 | LinMap &lmap, |
---|
446 | QuadMap &qmap); |
---|
447 | |
---|
448 | /// return problem name |
---|
449 | const std::string &problemName () const |
---|
450 | {return problemName_;} |
---|
451 | |
---|
452 | /// return inverse dependence structure |
---|
453 | const std::vector <std::set <int> > &Dependence () const |
---|
454 | {return dependence_;} |
---|
455 | |
---|
456 | /// return object vector |
---|
457 | const std::vector <CouenneObject> &Objects () const |
---|
458 | {return objects_;} |
---|
459 | |
---|
460 | /// find SOS constraints in problem |
---|
461 | int findSOS (OsiSolverInterface *solver, OsiObject ** objects); |
---|
462 | |
---|
463 | /// set maximum CPU time |
---|
464 | inline void setMaxCpuTime (double time) |
---|
465 | {maxCpuTime_ = time;} |
---|
466 | |
---|
467 | /// return maximum CPU time |
---|
468 | inline double getMaxCpuTime () const |
---|
469 | {return maxCpuTime_;} |
---|
470 | |
---|
471 | /// save CouenneBase |
---|
472 | inline void setBase (Bonmin::BabSetupBase *base) { |
---|
473 | bonBase_ = base; |
---|
474 | jnlst_ = base -> journalist (); |
---|
475 | } |
---|
476 | |
---|
477 | /// Some originals may be unused due to their zero multiplicity |
---|
478 | /// (that happens when they are duplicates). This procedure creates |
---|
479 | /// a structure for quickly checking and restoring their value after |
---|
480 | /// solving. |
---|
481 | void createUnusedOriginals (); |
---|
482 | |
---|
483 | /// Some originals may be unused due to their zero multiplicity (that |
---|
484 | /// happens when they are duplicates). This procedure restores their |
---|
485 | /// value after solving |
---|
486 | void restoreUnusedOriginals (CouNumber * = NULL) const; |
---|
487 | |
---|
488 | /// return indices of neglected redundant variables |
---|
489 | int *unusedOriginalsIndices () {return unusedOriginalsIndices_;} |
---|
490 | |
---|
491 | /// number of unused originals |
---|
492 | int nUnusedOriginals () {return nUnusedOriginals_;} |
---|
493 | |
---|
494 | protected: |
---|
495 | |
---|
496 | /// single fake tightening. Return |
---|
497 | /// |
---|
498 | /// -1 if infeasible |
---|
499 | /// 0 if no improvement |
---|
500 | /// +1 if improved |
---|
501 | int fake_tighten (char direction, ///< 0: left, 1: right |
---|
502 | int index, ///< index of the variable tested |
---|
503 | const double *X, ///< point round which tightening is done |
---|
504 | CouNumber *olb, ///< cur. lower bound |
---|
505 | CouNumber *oub, ///< cur. upper bound |
---|
506 | t_chg_bounds *chg_bds, |
---|
507 | t_chg_bounds *f_chg) const; |
---|
508 | |
---|
509 | /// Optimality Based Bound Tightening -- inner loop |
---|
510 | int obbtInner (CouenneSolverInterface *, |
---|
511 | OsiCuts &, |
---|
512 | t_chg_bounds *, |
---|
513 | Bonmin::BabInfo *) const; |
---|
514 | |
---|
515 | int obbt_iter (CouenneSolverInterface *csi, |
---|
516 | t_chg_bounds *chg_bds, |
---|
517 | const CoinWarmStart *warmstart, |
---|
518 | Bonmin::BabInfo *babInfo, |
---|
519 | double *objcoe, |
---|
520 | int sense, |
---|
521 | int index) const; |
---|
522 | |
---|
523 | int call_iter (CouenneSolverInterface *csi, |
---|
524 | t_chg_bounds *chg_bds, |
---|
525 | const CoinWarmStart *warmstart, |
---|
526 | Bonmin::BabInfo *babInfo, |
---|
527 | double *objcoe, |
---|
528 | enum nodeType type, |
---|
529 | int sense) const; |
---|
530 | |
---|
531 | /// analyze sparsity of potential exprQuad/exprGroup and change |
---|
532 | /// linear/quadratic maps accordingly, if necessary by adding new |
---|
533 | /// auxiliary variables and including them in the linear map |
---|
534 | void analyzeSparsity (CouNumber, |
---|
535 | LinMap &, |
---|
536 | QuadMap &); |
---|
537 | |
---|
538 | /// re-organizes multiplication and stores indices (and exponents) of |
---|
539 | /// its variables |
---|
540 | void flattenMul (expression *mul, |
---|
541 | CouNumber &coe, |
---|
542 | std::map <int, CouNumber> &indices); |
---|
543 | |
---|
544 | /// clear all spurious variables pointers not referring to the variables_ vector |
---|
545 | void realign (); |
---|
546 | |
---|
547 | /// fill dependence_ structure |
---|
548 | void fillDependence (Bonmin::BabSetupBase *base); |
---|
549 | |
---|
550 | /// fill freeIntegers_ array |
---|
551 | void fillIntegerRank () const; |
---|
552 | |
---|
553 | /// Test fixing of an integer variable (used in getIntegerCandidate()) |
---|
554 | int testIntFix (int index, |
---|
555 | CouNumber xFrac, |
---|
556 | enum fixType *fixed, |
---|
557 | CouNumber *xInt, |
---|
558 | CouNumber *dualL, CouNumber *dualR, |
---|
559 | CouNumber *olb, CouNumber *oub, |
---|
560 | bool patient) const; |
---|
561 | }; |
---|
562 | |
---|
563 | #endif |
---|