Cgl
0.59.10
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Probing Cut Generator Class. More...
#include <CglProbing.hpp>
Classes | |
struct | CliqueType |
Clique type. More... | |
Public Member Functions | |
Generate Cuts | |
virtual void | generateCuts (const OsiSolverInterface &si, OsiCuts &cs, const CglTreeInfo info=CglTreeInfo()) |
Generate probing/disaggregation cuts for the model of the solver interface, si. More... | |
int | generateCutsAndModify (const OsiSolverInterface &si, OsiCuts &cs, CglTreeInfo *info) |
snapshot etc | |
int | snapshot (const OsiSolverInterface &si, char *possible=NULL, bool withObjective=true) |
Create a copy of matrix which is to be used this is to speed up process and to give global cuts Can give an array with 1 set to select, 0 to ignore column bounds are tightened If array given then values of 1 will be set to 0 if redundant. More... | |
void | deleteSnapshot () |
Deletes snapshot. More... | |
int | createCliques (OsiSolverInterface &si, int minimumSize=2, int maximumSize=100) |
Creates cliques for use by probing. More... | |
void | deleteCliques () |
Delete all clique information. More... | |
OsiSolverInterface * | cliqueModel (const OsiSolverInterface *model, int type) |
Create a fake model by adding cliques if type&4 then delete rest of model first, if 1 then add proper cliques, 2 add fake cliques. More... | |
Get tighter column bounds | |
const double * | tightLower () const |
Lower. More... | |
const double * | tightUpper () const |
Upper. More... | |
const char * | tightenBounds () const |
Array which says tighten continuous. More... | |
Get possible freed up row bounds - only valid after mode==3 | |
const double * | relaxedRowLower () const |
Lower. More... | |
const double * | relaxedRowUpper () const |
Upper. More... | |
Change mode | |
void | setMode (int mode) |
Set. More... | |
int | getMode () const |
Get. More... | |
Change maxima | |
void | setMaxPass (int value) |
Set maximum number of passes per node. More... | |
int | getMaxPass () const |
Get maximum number of passes per node. More... | |
void | setLogLevel (int value) |
Set log level - 0 none, 1 - a bit, 2 - more details. More... | |
int | getLogLevel () const |
Get log level. More... | |
void | setMaxProbe (int value) |
Set maximum number of unsatisfied variables to look at. More... | |
int | getMaxProbe () const |
Get maximum number of unsatisfied variables to look at. More... | |
void | setMaxLook (int value) |
Set maximum number of variables to look at in one probe. More... | |
int | getMaxLook () const |
Get maximum number of variables to look at in one probe. More... | |
void | setMaxElements (int value) |
Set maximum number of elements in row for it to be considered. More... | |
int | getMaxElements () const |
Get maximum number of elements in row for it to be considered. More... | |
void | setMaxPassRoot (int value) |
Set maximum number of passes per node (root node) More... | |
int | getMaxPassRoot () const |
Get maximum number of passes per node (root node) More... | |
void | setMaxProbeRoot (int value) |
Set maximum number of unsatisfied variables to look at (root node) More... | |
int | getMaxProbeRoot () const |
Get maximum number of unsatisfied variables to look at (root node) More... | |
void | setMaxLookRoot (int value) |
Set maximum number of variables to look at in one probe (root node) More... | |
int | getMaxLookRoot () const |
Get maximum number of variables to look at in one probe (root node) More... | |
void | setMaxElementsRoot (int value) |
Set maximum number of elements in row for it to be considered (root node) More... | |
int | getMaxElementsRoot () const |
Get maximum number of elements in row for it to be considered (root node) More... | |
virtual bool | mayGenerateRowCutsInTree () const |
Returns true if may generate Row cuts in tree (rather than root node). More... | |
Get information back from probing | |
int | numberThisTime () const |
Number looked at this time. More... | |
const int * | lookedAt () const |
Which ones looked at this time. More... | |
Stop or restart row cuts (otherwise just fixing from probing) | |
void | setRowCuts (int type) |
Set 0 no cuts, 1 just disaggregation type, 2 coefficient ( 3 both) More... | |
int | rowCuts () const |
Get. More... | |
Information on cliques | |
int | numberCliques () const |
Number of cliques. More... | |
CliqueType * | cliqueType () const |
Clique type. More... | |
int * | cliqueStart () const |
Start of each clique. More... | |
CliqueEntry * | cliqueEntry () const |
Entries for clique. More... | |
Whether use objective as constraint | |
void | setUsingObjective (int yesNo) |
Set 0 don't 1 do -1 don't even think about it. More... | |
int | getUsingObjective () const |
Get. More... | |
Mark which continuous variables are to be tightened | |
void | tightenThese (const OsiSolverInterface &solver, int number, const int *which) |
Mark variables to be tightened. More... | |
Constructors and destructors | |
CglProbing () | |
Default constructor. More... | |
CglProbing (const CglProbing &) | |
Copy constructor. More... | |
virtual CglCutGenerator * | clone () const |
Clone. More... | |
CglProbing & | operator= (const CglProbing &rhs) |
Assignment operator. More... | |
virtual | ~CglProbing () |
Destructor. More... | |
virtual void | refreshSolver (OsiSolverInterface *solver) |
This can be used to refresh any inforamtion. More... | |
virtual std::string | generateCpp (FILE *fp) |
Create C++ lines to get to current state. More... | |
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CglCutGenerator () | |
Default constructor. More... | |
CglCutGenerator (const CglCutGenerator &) | |
Copy constructor. More... | |
CglCutGenerator & | operator= (const CglCutGenerator &rhs) |
Assignment operator. More... | |
virtual | ~CglCutGenerator () |
Destructor. More... | |
int | getAggressiveness () const |
Get Aggressiveness - 0 = neutral, 100 is normal root node. More... | |
void | setAggressiveness (int value) |
Set Aggressiveness - 0 = neutral, 100 is normal root node. More... | |
void | setGlobalCuts (bool trueOrFalse) |
Set whether can do global cuts. More... | |
bool | canDoGlobalCuts () const |
Say whether can do global cuts. More... | |
virtual bool | needsOptimalBasis () const |
Return true if needs optimal basis to do cuts. More... | |
virtual int | maximumLengthOfCutInTree () const |
Return maximum length of cut in tree. More... | |
Friends | |
struct | CglProbing::disaggregation_struct_tag |
void | CglProbingUnitTest (const OsiSolverInterface *siP, const std::string mpdDir) |
A function that tests the methods in the CglProbing class. More... | |
Additional Inherited Members | |
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int | aggressive_ |
Aggressiveness - 0 = neutral, 100 is normal root node. More... | |
bool | canDoGlobalCuts_ |
True if can do global cuts i.e. no general integers. More... | |
Probing Cut Generator Class.
Definition at line 25 of file CglProbing.hpp.
CglProbing::CglProbing | ( | ) |
Default constructor.
CglProbing::CglProbing | ( | const CglProbing & | ) |
Copy constructor.
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Destructor.
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Generate probing/disaggregation cuts for the model of the solver interface, si.
This is a simplification of probing ideas put into OSL about ten years ago. The only known documentation is a copy of a talk handout - we think Robin Lougee-Heimer has a copy!
For selected integer variables (e.g. unsatisfied ones) the effect of setting them up or down is investigated. Setting a variable up may in turn set other variables (continuous as well as integer). There are various possible results:
1) It is shown that problem is infeasible (this may also be because objective function or reduced costs show worse than best solution). If the other way is feasible we can generate a column cut (and continue probing), if not feasible we can say problem infeasible.
2) If both ways are feasible, it can happen that x to 0 implies y to 1 and x to 1 implies y to 1 (again a column cut). More common is that x to 0 implies y to 1 and x to 1 implies y to 0 so we could substitute for y which might lead later to more powerful cuts. This is not done in this code as there is no mechanism for returning information.
3) When x to 1 a constraint went slack by c. We can tighten the constraint ax + .... <= b (where a may be zero) to (a+c)x + .... <= b. If this cut is violated then it is generated.
4) Similarly we can generate implied disaggregation cuts
Note - differences to cuts in OSL.
a) OSL had structures intended to make this faster. b) The "chaining" in 2) was done c) Row cuts modified original constraint rather than adding cut b) This code can cope with general integer variables.
Insert the generated cuts into OsiCut, cs.
If a "snapshot" of a matrix exists then this will be used. Presumably this will give global cuts and will be faster. No check is done to see if cuts will be global.
Otherwise use current matrix.
Both row cuts and column cuts may be returned
The mode options are: 0) Only unsatisfied integer variables will be looked at. If no information exists for that variable then probing will be done so as a by-product you "may" get a fixing or infeasibility. This will be fast and is only available if a snapshot exists (otherwise as 1). The bounds in the snapshot are the ones used. 1) Look at unsatisfied integer variables, using current bounds. Probing will be done on all looked at. 2) Look at all integer variables, using current bounds. Probing will be done on all
If generateCutsAndModify is used then new relaxed row bounds and tightened column bounds are generated Returns number of infeasibilities
Implements CglCutGenerator.
int CglProbing::generateCutsAndModify | ( | const OsiSolverInterface & | si, |
OsiCuts & | cs, | ||
CglTreeInfo * | info | ||
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int CglProbing::snapshot | ( | const OsiSolverInterface & | si, |
char * | possible = NULL , |
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bool | withObjective = true |
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Create a copy of matrix which is to be used this is to speed up process and to give global cuts Can give an array with 1 set to select, 0 to ignore column bounds are tightened If array given then values of 1 will be set to 0 if redundant.
Objective may be added as constraint Returns 1 if infeasible otherwise 0
void CglProbing::deleteSnapshot | ( | ) |
Deletes snapshot.
int CglProbing::createCliques | ( | OsiSolverInterface & | si, |
int | minimumSize = 2 , |
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int | maximumSize = 100 |
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Creates cliques for use by probing.
Only cliques >= minimumSize and < maximumSize created Can also try and extend cliques as a result of probing (root node). Returns number of cliques found.
void CglProbing::deleteCliques | ( | ) |
Delete all clique information.
OsiSolverInterface* CglProbing::cliqueModel | ( | const OsiSolverInterface * | model, |
int | type | ||
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Create a fake model by adding cliques if type&4 then delete rest of model first, if 1 then add proper cliques, 2 add fake cliques.
const double* CglProbing::tightLower | ( | ) | const |
Lower.
const double* CglProbing::tightUpper | ( | ) | const |
Upper.
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Array which says tighten continuous.
Definition at line 143 of file CglProbing.hpp.
const double* CglProbing::relaxedRowLower | ( | ) | const |
Lower.
const double* CglProbing::relaxedRowUpper | ( | ) | const |
Upper.
void CglProbing::setMode | ( | int | mode | ) |
Set.
int CglProbing::getMode | ( | ) | const |
Get.
void CglProbing::setMaxPass | ( | int | value | ) |
Set maximum number of passes per node.
int CglProbing::getMaxPass | ( | ) | const |
Get maximum number of passes per node.
void CglProbing::setLogLevel | ( | int | value | ) |
Set log level - 0 none, 1 - a bit, 2 - more details.
int CglProbing::getLogLevel | ( | ) | const |
Get log level.
void CglProbing::setMaxProbe | ( | int | value | ) |
Set maximum number of unsatisfied variables to look at.
int CglProbing::getMaxProbe | ( | ) | const |
Get maximum number of unsatisfied variables to look at.
void CglProbing::setMaxLook | ( | int | value | ) |
Set maximum number of variables to look at in one probe.
int CglProbing::getMaxLook | ( | ) | const |
Get maximum number of variables to look at in one probe.
void CglProbing::setMaxElements | ( | int | value | ) |
Set maximum number of elements in row for it to be considered.
int CglProbing::getMaxElements | ( | ) | const |
Get maximum number of elements in row for it to be considered.
void CglProbing::setMaxPassRoot | ( | int | value | ) |
Set maximum number of passes per node (root node)
int CglProbing::getMaxPassRoot | ( | ) | const |
Get maximum number of passes per node (root node)
void CglProbing::setMaxProbeRoot | ( | int | value | ) |
Set maximum number of unsatisfied variables to look at (root node)
int CglProbing::getMaxProbeRoot | ( | ) | const |
Get maximum number of unsatisfied variables to look at (root node)
void CglProbing::setMaxLookRoot | ( | int | value | ) |
Set maximum number of variables to look at in one probe (root node)
int CglProbing::getMaxLookRoot | ( | ) | const |
Get maximum number of variables to look at in one probe (root node)
void CglProbing::setMaxElementsRoot | ( | int | value | ) |
Set maximum number of elements in row for it to be considered (root node)
int CglProbing::getMaxElementsRoot | ( | ) | const |
Get maximum number of elements in row for it to be considered (root node)
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Returns true if may generate Row cuts in tree (rather than root node).
Used so know if matrix will change in tree. Really meant so column cut generators can still be active without worrying code. Default is true
Reimplemented from CglCutGenerator.
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Number looked at this time.
Definition at line 214 of file CglProbing.hpp.
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Which ones looked at this time.
Definition at line 217 of file CglProbing.hpp.
void CglProbing::setRowCuts | ( | int | type | ) |
Set 0 no cuts, 1 just disaggregation type, 2 coefficient ( 3 both)
int CglProbing::rowCuts | ( | ) | const |
Get.
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Number of cliques.
Definition at line 237 of file CglProbing.hpp.
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Clique type.
Definition at line 240 of file CglProbing.hpp.
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Start of each clique.
Definition at line 243 of file CglProbing.hpp.
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Entries for clique.
Definition at line 246 of file CglProbing.hpp.
void CglProbing::setUsingObjective | ( | int | yesNo | ) |
Set 0 don't 1 do -1 don't even think about it.
int CglProbing::getUsingObjective | ( | ) | const |
Get.
void CglProbing::tightenThese | ( | const OsiSolverInterface & | solver, |
int | number, | ||
const int * | which | ||
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Mark variables to be tightened.
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Clone.
Implements CglCutGenerator.
CglProbing& CglProbing::operator= | ( | const CglProbing & | rhs | ) |
Assignment operator.
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This can be used to refresh any inforamtion.
Reimplemented from CglCutGenerator.
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Create C++ lines to get to current state.
Reimplemented from CglCutGenerator.
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Definition at line 357 of file CglProbing.hpp.
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A function that tests the methods in the CglProbing class.
The only reason for it not to be a member method is that this way it doesn't have to be compiled into the library. And that's a gain, because the library should be compiled with optimization on, but this method should be compiled with debugging.