1 | /* $Id: CouenneDisjCuts.hpp 490 2011-01-14 16:07:12Z pbelotti $ |
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2 | * |
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3 | * Name: CouenneDisjCuts.hpp |
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4 | * Author: Pietro Belotti |
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5 | * Purpose: a generator of disjunctive cuts for MINLP problems |
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6 | * |
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7 | * (C) Carnegie-Mellon University, 2008. |
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8 | * This file is licensed under the Eclipse Public License (EPL) |
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9 | */ |
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10 | |
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11 | #ifndef COUENNE_DISJUNCTIVE_CUTS_HPP |
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12 | #define COUENNE_DISJUNCTIVE_CUTS_HPP |
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13 | |
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14 | #include "BonRegisteredOptions.hpp" |
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15 | |
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16 | #include "OsiSolverInterface.hpp" |
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17 | #include "CglCutGenerator.hpp" |
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18 | #include "BonOsiTMINLPInterface.hpp" |
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19 | #include "BonBabSetupBase.hpp" |
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20 | #include "BonBabInfos.hpp" |
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21 | #include "OsiChooseVariable.hpp" |
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22 | #include "CouenneTypes.hpp" |
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23 | #include "CouenneJournalist.hpp" |
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24 | |
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25 | namespace Couenne { |
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26 | |
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27 | class CouenneCutGenerator; |
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28 | |
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29 | enum {COUENNE_INFEASIBLE, COUENNE_TIGHTENED, COUENNE_FEASIBLE}; |
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30 | |
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31 | /// Cut Generator for linear convexifications |
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32 | |
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33 | class CouenneDisjCuts: public CglCutGenerator { |
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34 | |
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35 | protected: |
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36 | |
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37 | /// pointer to symbolic repr. of constraint, variables, and bounds |
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38 | CouenneCutGenerator *couenneCG_; |
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39 | |
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40 | /// number of cuts generated at the first call |
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41 | mutable int nrootcuts_; |
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42 | |
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43 | /// total number of cuts generated |
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44 | mutable int ntotalcuts_; |
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45 | |
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46 | /// separation time (includes generation of problem) |
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47 | mutable double septime_; |
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48 | |
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49 | /// Record obj value at final point of CouenneConv. |
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50 | mutable double objValue_; |
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51 | |
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52 | /// nonlinear solver interface as used within Bonmin (used at first |
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53 | /// Couenne pass of each b&b node) |
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54 | Bonmin::OsiTMINLPInterface *minlp_; |
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55 | |
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56 | /// Branching scheme (if strong, we can use SB candidates) |
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57 | OsiChooseVariable *branchingMethod_; |
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58 | |
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59 | /// Is branchMethod_ referred to a strong branching scheme? |
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60 | bool isBranchingStrong_; |
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61 | |
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62 | /// SmartPointer to the Journalist |
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63 | JnlstPtr jnlst_; |
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64 | |
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65 | /// Number of disjunction to consider at each separation |
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66 | mutable int numDisjunctions_; |
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67 | |
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68 | /// Initial percentage of objects to use for generating cuts, in [0,1] |
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69 | double initDisjPercentage_; |
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70 | |
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71 | /// Initial number of objects to use for generating cuts |
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72 | int initDisjNumber_; |
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73 | |
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74 | /// Depth of the BB tree where start decreasing number of objects |
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75 | int depthLevelling_; |
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76 | |
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77 | /// Depth of the BB tree where stop separation |
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78 | int depthStopSeparate_; |
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79 | |
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80 | /// only include active rows in CGLP |
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81 | bool activeRows_; |
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82 | |
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83 | /// only include active columns in CGLP |
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84 | bool activeCols_; |
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85 | |
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86 | /// add previous disj cut to current CGLP? |
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87 | bool addPreviousCut_; |
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88 | |
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89 | /// maximum CPU time |
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90 | double cpuTime_; |
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91 | |
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92 | public: |
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93 | |
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94 | /// constructor |
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95 | CouenneDisjCuts (Bonmin::OsiTMINLPInterface *minlp = NULL, |
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96 | Bonmin::BabSetupBase *base = NULL, |
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97 | CouenneCutGenerator *cg = NULL, |
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98 | OsiChooseVariable *bcv = NULL, |
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99 | bool is_strong = false, |
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100 | JnlstPtr journalist = NULL, |
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101 | const Ipopt::SmartPtr<Ipopt::OptionsList> options = NULL); |
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102 | |
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103 | /// copy constructor |
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104 | CouenneDisjCuts (const CouenneDisjCuts &); |
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105 | |
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106 | /// destructor |
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107 | ~CouenneDisjCuts (); |
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108 | |
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109 | /// clone method (necessary for the abstract CglCutGenerator class) |
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110 | CouenneDisjCuts *clone () const |
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111 | {return new CouenneDisjCuts (*this);} |
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112 | |
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113 | /// return pointer to symbolic problem |
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114 | inline CouenneCutGenerator *couenneCG () const |
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115 | {return couenneCG_;} |
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116 | |
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117 | /// the main CglCutGenerator |
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118 | void generateCuts (const OsiSolverInterface &, |
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119 | OsiCuts &, |
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120 | const CglTreeInfo = CglTreeInfo ()) const; |
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121 | |
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122 | /// Add list of options to be read from file |
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123 | static void registerOptions (Ipopt::SmartPtr <Bonmin::RegisteredOptions> roptions); |
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124 | |
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125 | /// Provide Journalist |
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126 | inline ConstJnlstPtr Jnlst() const |
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127 | {return ConstPtr (jnlst_);} |
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128 | |
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129 | /// get all disjunctions |
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130 | int getDisjunctions (std::vector <std::pair <OsiCuts *, OsiCuts *> > &disjunctions, |
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131 | OsiSolverInterface &si, |
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132 | OsiCuts &cs, |
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133 | const CglTreeInfo &info) const; |
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134 | |
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135 | /// separate couenne cuts on both sides of single disjunction |
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136 | int separateWithDisjunction (OsiCuts *cuts, |
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137 | OsiSolverInterface &si, |
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138 | OsiCuts &cs, |
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139 | const CglTreeInfo &info) const; |
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140 | |
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141 | /// generate one disjunctive cut from one CGLP |
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142 | int generateDisjCuts (std::vector <std::pair <OsiCuts *, OsiCuts *> > &disjs, |
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143 | OsiSolverInterface &si, |
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144 | OsiCuts &cs, |
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145 | const CglTreeInfo &info) const; |
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146 | |
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147 | /// check if (column!) cuts compatible with solver interface |
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148 | int checkDisjSide (OsiSolverInterface &si, OsiCuts *cuts) const; |
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149 | |
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150 | /// compute smallest box containing both left and right boxes. |
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151 | int getBoxUnion (OsiSolverInterface &si, |
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152 | OsiCuts *left, OsiCuts *right, |
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153 | CoinPackedVector &lower, CoinPackedVector &upper) const; |
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154 | |
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155 | protected: |
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156 | |
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157 | /// create single osicolcut disjunction |
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158 | OsiCuts *getSingleDisjunction (OsiSolverInterface &si) const; |
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159 | |
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160 | /// utility to merge vectors into one |
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161 | void mergeBoxes (int dir, // direction (negative for "<", positive for ">") |
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162 | CoinPackedVector &left, // input |
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163 | CoinPackedVector &right, // input |
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164 | CoinPackedVector merged) const; // output |
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165 | |
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166 | /// our own applyColCuts |
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167 | void applyColCuts (OsiSolverInterface &si, |
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168 | OsiCuts *cuts) const; |
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169 | |
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170 | /// our own applyColCut, single cut |
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171 | void applyColCuts (OsiSolverInterface &si, |
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172 | OsiColCut *cut) const; |
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173 | |
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174 | // construct reduced, standard form matrix M from coefficient matrix of si |
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175 | void OsiSI2MatrVec (CoinPackedMatrix &M, |
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176 | CoinPackedVector &r, |
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177 | OsiSolverInterface &si) const; |
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178 | |
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179 | /// add CGLP columns to solver interface; return number of columns |
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180 | /// added (for later removal) |
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181 | int OsiCuts2MatrVec (OsiSolverInterface *cglp, |
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182 | OsiCuts *cuts, |
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183 | int displRow, |
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184 | int displRhs) const; |
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185 | }; |
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186 | |
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187 | |
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188 | /// invert all contents |
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189 | inline void CoinInvN (register const double *orig, |
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190 | register int n, |
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191 | register double *inverted) { |
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192 | |
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193 | while (n--) *inverted++ = - *orig++; |
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194 | } |
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195 | |
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196 | |
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197 | /// a CoinCopyN with a += on each element |
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198 | inline void CoinCopyDisp (register const int *src, |
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199 | register int num, |
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200 | register int *dst, |
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201 | register int displacement) { |
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202 | while (num--) |
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203 | *dst++ = *src++ + displacement; |
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204 | } |
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205 | |
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206 | } |
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207 | |
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208 | #endif |
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