An implementation of the Feasibility pump that uses linearization and Ipopt to find the two sequences of points. More...

#include <CouenneFeasPump.hpp>

Inheritance diagram for Couenne::CouenneFeasPump:

Collaboration diagram for Couenne::CouenneFeasPump:

Public Types
enum	fpCompDistIntType { FP_DIST_INT, FP_DIST_ALL, FP_DIST_POST }

enum	fpCutPlane { FP_CUT_NONE, FP_CUT_INTEGRATED, FP_CUT_EXTERNAL, FP_CUT_POST }

enum	fpTabuMgtPolicy { FP_TABU_NONE, FP_TABU_POOL, FP_TABU_PERTURB, FP_TABU_CUT }

Public Member Functions
	CouenneFeasPump (CouenneProblem couenne=NULL, CouenneCutGenerator cg=NULL, Ipopt::SmartPtr< Ipopt::OptionsList > options=NULL)
	Constructor with (optional) MINLP pointer. More...

	CouenneFeasPump (const CouenneFeasPump &other)
	Copy constructor. More...

virtual	~CouenneFeasPump ()
	Destructor. More...

virtual CbcHeuristic *	clone () const
	Clone. More...

CouenneFeasPump &	operator= (const CouenneFeasPump &rhs)
	Assignment operator. More...

virtual void	resetModel (CbcModel *model)
	Does nothing, but necessary as CbcHeuristic declares it pure virtual. More...

virtual int	solution (double &objectiveValue, double *newSolution)
	Run heuristic, return 1 if a better solution than the one passed is found and 0 otherwise. More...

void	setNumberSolvePerLevel (int value)
	set number of nlp's solved for each given level of the tree More...

virtual CouNumber	solveMILP (const CouNumber nSol, CouNumber &iSol, int niter, int *nsuciter)
	find integer (possibly NLP-infeasible) point isol closest (according to the l-1 norm of the hessian) to the current NLP-feasible (but fractional) solution nsol More...

virtual CouNumber	solveNLP (const CouNumber nSol, CouNumber &iSol)
	obtain solution to NLP More...

expression *	updateNLPObj (const double *)
	set new expression as the NLP objective function using argument as point to minimize distance from. More...

bool	fixIntVariables (const double *sol)
	admits a (possibly fractional) solution and fixes the integer components in the nonlinear problem for later re-solve. More...

double	findSolution (const double nSol, double &sol, int niter, int *nsuciter)
	find feasible solution (called by solveMILP ()) More...

void	init_MILP ()
	initialize all solvers at the first call, where the initial MILP is built More...

void	initIpoptApp ()
	Common code for initializing non-smartptr ipopt application. More...

CouenneProblem *	Problem () const
	return pointer to problem More...

enum fpCompDistIntType	compDistInt () const
	return type of MILP solved More...

CouenneTNLP *	nlp () const
	return NLP More...

int &	nCalls ()
	return number of calls (can be changed) More...

int	milpPhase (double nSol, double iSol)
	MILP phase of the FP. More...

int	nlpPhase (double iSol, double nSol)
	NLP phase of the FP. More...

Public Member Functions inherited from CbcHeuristic
	CbcHeuristic ()

	CbcHeuristic (CbcModel &model)

	CbcHeuristic (const CbcHeuristic &)

virtual	~CbcHeuristic ()

CbcHeuristic &	operator= (const CbcHeuristic &rhs)

virtual void	setModel (CbcModel *model)

virtual int	solution2 (double &, double *, OsiCuts &)

virtual void	validate ()

void	setWhen (int value)

int	when () const

void	setNumberNodes (int value)

int	numberNodes () const

void	setSwitches (int value)

int	switches () const

bool	exitNow (double bestObjective) const

void	setFeasibilityPumpOptions (int value)

int	feasibilityPumpOptions () const

void	setModelOnly (CbcModel *model)

void	setFractionSmall (double value)

double	fractionSmall () const

int	numberSolutionsFound () const

void	incrementNumberSolutionsFound ()

int	smallBranchAndBound (OsiSolverInterface solver, int numberNodes, double newSolution, double &newSolutionValue, double cutoff, std::string name) const

virtual void	generateCpp (FILE *)

void	generateCpp (FILE fp, const char heuristic)

virtual bool	canDealWithOdd () const

const char *	heuristicName () const

void	setHeuristicName (const char *name)

void	setSeed (int value)

int	getSeed () const

void	setDecayFactor (double value)

void	setInputSolution (const double *solution, double objValue)

void	setWhereFrom (int value)

int	whereFrom () const

void	setShallowDepth (int value)

void	setHowOftenShallow (int value)

void	setMinDistanceToRun (int value)

virtual bool	shouldHeurRun (int whereFrom)

bool	shouldHeurRun_randomChoice ()

void	debugNodes ()

void	printDistanceToNodes ()

int	numRuns () const

int	numCouldRun () const

bool	isHeuristicInteger (const OsiSolverInterface *solver, int iColumn)

OsiSolverInterface *	cloneBut (int type)

Static Public Member Functions
static void	registerOptions (Ipopt::SmartPtr< Bonmin::RegisteredOptions >)
	initialize options to be read later More...

Additional Inherited Members
Protected Attributes inherited from CbcHeuristic
CbcModel *	model_

int	when_

int	numberNodes_

int	feasibilityPumpOptions_

double	fractionSmall_

CoinThreadRandom	randomNumberGenerator_

std::string	heuristicName_

int	howOften_

double	decayFactor_

int	switches_

int	whereFrom_

int	shallowDepth_

int	howOftenShallow_

int	numInvocationsInShallow_

int	numInvocationsInDeep_

int	lastRunDeep_

int	numRuns_

int	minDistanceToRun_

CbcHeuristicNodeList	runNodes_

int	numCouldRun_

int	numberSolutionsFound_

int	numberNodesDone_

double *	inputSolution_

Detailed Description

An implementation of the Feasibility pump that uses linearization and Ipopt to find the two sequences of points.

Definition at line 57 of file CouenneFeasPump.hpp.

Member Enumeration Documentation

◆ fpCompDistIntType

enum Couenne::CouenneFeasPump::fpCompDistIntType

Enumerator
FP_DIST_INT
FP_DIST_ALL
FP_DIST_POST

Definition at line 61 of file CouenneFeasPump.hpp.

◆ fpCutPlane

enum Couenne::CouenneFeasPump::fpCutPlane

Enumerator
FP_CUT_NONE
FP_CUT_INTEGRATED
FP_CUT_EXTERNAL
FP_CUT_POST

Definition at line 62 of file CouenneFeasPump.hpp.

◆ fpTabuMgtPolicy

enum Couenne::CouenneFeasPump::fpTabuMgtPolicy

Enumerator
FP_TABU_NONE
FP_TABU_POOL
FP_TABU_PERTURB
FP_TABU_CUT

Definition at line 63 of file CouenneFeasPump.hpp.

Constructor & Destructor Documentation

◆ CouenneFeasPump() [1/2]

Couenne::CouenneFeasPump::CouenneFeasPump	(	CouenneProblem *	couenne = `NULL`,
		CouenneCutGenerator *	cg = `NULL`,
		Ipopt::SmartPtr< Ipopt::OptionsList >	options = `NULL`
	)

Constructor with (optional) MINLP pointer.

◆ CouenneFeasPump() [2/2]

Couenne::CouenneFeasPump::CouenneFeasPump ( const CouenneFeasPump & other )

Copy constructor.

◆ ~CouenneFeasPump()

virtual Couenne::CouenneFeasPump::~CouenneFeasPump ( )

virtual

Destructor.

Member Function Documentation

◆ clone()

virtual CbcHeuristic* Couenne::CouenneFeasPump::clone ( ) const

virtual

Clone.

Implements CbcHeuristic.

◆ operator=()

CouenneFeasPump& Couenne::CouenneFeasPump::operator= ( const CouenneFeasPump & rhs )

Assignment operator.

◆ resetModel()

virtual void Couenne::CouenneFeasPump::resetModel ( CbcModel * model )

inlinevirtual

Does nothing, but necessary as CbcHeuristic declares it pure virtual.

Implements CbcHeuristic.

Definition at line 83 of file CouenneFeasPump.hpp.

◆ solution()

virtual int Couenne::CouenneFeasPump::solution	(	double &	objectiveValue,
		double *	newSolution
	)

virtual

Run heuristic, return 1 if a better solution than the one passed is found and 0 otherwise.

\argument objectiveValue Best known solution in input and value of solution found in output

\argument newSolution Solution found by heuristic.

Implements CbcHeuristic.

◆ setNumberSolvePerLevel()

void Couenne::CouenneFeasPump::setNumberSolvePerLevel ( int value )

inline

set number of nlp's solved for each given level of the tree

Definition at line 95 of file CouenneFeasPump.hpp.

◆ solveMILP()

virtual CouNumber Couenne::CouenneFeasPump::solveMILP	(	const CouNumber *	nSol,
		CouNumber *&	iSol,
		int	niter,
		int *	nsuciter
	)

virtual

find integer (possibly NLP-infeasible) point isol closest (according to the l-1 norm of the hessian) to the current NLP-feasible (but fractional) solution nsol

◆ solveNLP()

virtual CouNumber Couenne::CouenneFeasPump::solveNLP	(	const CouNumber *	nSol,
		CouNumber *&	iSol
	)

virtual

obtain solution to NLP

◆ updateNLPObj()

expression* Couenne::CouenneFeasPump::updateNLPObj ( const double * )

set new expression as the NLP objective function using argument as point to minimize distance from.

Return new objective function

◆ fixIntVariables()

bool Couenne::CouenneFeasPump::fixIntVariables ( const double * sol )

admits a (possibly fractional) solution and fixes the integer components in the nonlinear problem for later re-solve.

Returns false if restriction infeasible, true otherwise

◆ registerOptions()

static void Couenne::CouenneFeasPump::registerOptions ( Ipopt::SmartPtr< Bonmin::RegisteredOptions > )

static

initialize options to be read later

◆ findSolution()

double Couenne::CouenneFeasPump::findSolution	(	const double *	nSol,
		double *&	sol,
		int	niter,
		int *	nsuciter
	)

find feasible solution (called by solveMILP ())

◆ init_MILP()

void Couenne::CouenneFeasPump::init_MILP ( )

initialize all solvers at the first call, where the initial MILP is built

◆ initIpoptApp()

void Couenne::CouenneFeasPump::initIpoptApp ( )

Common code for initializing non-smartptr ipopt application.

◆ Problem()

CouenneProblem* Couenne::CouenneFeasPump::Problem ( ) const

inline

return pointer to problem

Definition at line 135 of file CouenneFeasPump.hpp.

◆ compDistInt()

enum fpCompDistIntType Couenne::CouenneFeasPump::compDistInt ( ) const

inline

return type of MILP solved

Definition at line 139 of file CouenneFeasPump.hpp.

◆ nlp()

CouenneTNLP* Couenne::CouenneFeasPump::nlp ( ) const

inline

return NLP

Definition at line 154 of file CouenneFeasPump.hpp.

◆ nCalls()

int& Couenne::CouenneFeasPump::nCalls ( )

inline

return number of calls (can be changed)

Definition at line 158 of file CouenneFeasPump.hpp.

◆ milpPhase()

int Couenne::CouenneFeasPump::milpPhase	(	double *	nSol,
		double *	iSol
	)

MILP phase of the FP.

◆ nlpPhase()

int Couenne::CouenneFeasPump::nlpPhase	(	double *	iSol,
		double *	nSol
	)

NLP phase of the FP.

The documentation for this class was generated from the following file:

/builddir/build/BUILD/Couenne-0.5.8/src/heuristics/CouenneFeasPump.hpp

Public Types

Public Member Functions

Static Public Member Functions

Additional Inherited Members

Detailed Description

Member Enumeration Documentation

◆ fpCompDistIntType

◆ fpCutPlane

◆ fpTabuMgtPolicy

Constructor & Destructor Documentation

◆ CouenneFeasPump() [1/2]

◆ CouenneFeasPump() [2/2]

◆ ~CouenneFeasPump()

Member Function Documentation

◆ clone()

◆ operator=()

◆ resetModel()

◆ solution()

◆ setNumberSolvePerLevel()

◆ solveMILP()

◆ solveNLP()

◆ updateNLPObj()

◆ fixIntVariables()

◆ registerOptions()

◆ findSolution()

◆ init_MILP()

◆ initIpoptApp()

◆ Problem()

◆ compDistInt()

◆ nlp()

◆ nCalls()

◆ milpPhase()

◆ nlpPhase()