An iterative rounding heuristic, tailored for nonconvex MINLPs. More...

#include <CouenneIterativeRounding.hpp>

Inheritance diagram for Couenne::CouenneIterativeRounding:

Collaboration diagram for Couenne::CouenneIterativeRounding:

Public Member Functions
	CouenneIterativeRounding ()
	Default constructor. More...

	CouenneIterativeRounding (Bonmin::OsiTMINLPInterface nlp, OsiSolverInterface cinlp, CouenneProblem *couenne, Ipopt::SmartPtr< Ipopt::OptionsList > options)
	Constructor with model and Couenne problems. More...

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

virtual	~CouenneIterativeRounding ()
	Destructor. More...

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

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

void	setNlp (Bonmin::OsiTMINLPInterface nlp, OsiSolverInterface cinlp)
	Set the minlp solver. More...

void	setCouenneProblem (CouenneProblem *couenne)
	Set the couenne problem to use. More...

void	resetModel (CbcModel *model)
	Does nothing. More...

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	setMaxRoundingIter (int value)
	Set maximum number of iterations for each rounding phase. More...

void	setMaxFirPoints (int value)
	Set maximum number of points that we try to round in F-IR. More...

void	setMaxTime (double value)
	Set maximum CPU time for the heuristic at each node. More...

void	setMaxTimeFirstCall (double value)
	Set maximum CPU time for the heuristic at the root node only. More...

void	setOmega (double value)
	Set the value for omega, the multiplicative factor for the minimum log-barrier parameter mu used by F-IR whenever we need to generate a new NLP feasible point (in the interior of the feasible region) More...

void	setBaseLbRhs (int value)
	Set the base value for the rhs of the local branching constraint in the I-IR heuristic. More...

void	setAggressiveness (int value)
	Set aggressiveness of heuristic. 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 iterative rounding heuristic, tailored for nonconvex MINLPs.

It solves a sequence of MILPs and NLPs for a given number of iterations, or until a better solution is found.

Definition at line 36 of file CouenneIterativeRounding.hpp.

Constructor & Destructor Documentation

◆ CouenneIterativeRounding() [1/3]

Couenne::CouenneIterativeRounding::CouenneIterativeRounding ( )

Default constructor.

◆ CouenneIterativeRounding() [2/3]

Couenne::CouenneIterativeRounding::CouenneIterativeRounding	(	Bonmin::OsiTMINLPInterface *	nlp,
		OsiSolverInterface *	cinlp,
		CouenneProblem *	couenne,
		Ipopt::SmartPtr< Ipopt::OptionsList >	options
	)

Constructor with model and Couenne problems.

◆ CouenneIterativeRounding() [3/3]

Couenne::CouenneIterativeRounding::CouenneIterativeRounding ( const CouenneIterativeRounding & other )

Copy constructor.

◆ ~CouenneIterativeRounding()

virtual Couenne::CouenneIterativeRounding::~CouenneIterativeRounding ( )

virtual

Destructor.

Member Function Documentation

◆ clone()

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

virtual

Clone.

Implements CbcHeuristic.

◆ operator=()

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

Assignment operator.

◆ setNlp()

void Couenne::CouenneIterativeRounding::setNlp	(	Bonmin::OsiTMINLPInterface *	nlp,
		OsiSolverInterface *	cinlp
	)

Set the minlp solver.

◆ setCouenneProblem()

void Couenne::CouenneIterativeRounding::setCouenneProblem ( CouenneProblem * couenne )

inline

Set the couenne problem to use.

Definition at line 62 of file CouenneIterativeRounding.hpp.

◆ resetModel()

void Couenne::CouenneIterativeRounding::resetModel ( CbcModel * model )

inlinevirtual

Does nothing.

Implements CbcHeuristic.

Definition at line 67 of file CouenneIterativeRounding.hpp.

◆ solution()

int Couenne::CouenneIterativeRounding::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.

◆ setMaxRoundingIter()

void Couenne::CouenneIterativeRounding::setMaxRoundingIter ( int value )

inline

Set maximum number of iterations for each rounding phase.

Definition at line 79 of file CouenneIterativeRounding.hpp.

◆ setMaxFirPoints()

void Couenne::CouenneIterativeRounding::setMaxFirPoints ( int value )

inline

Set maximum number of points that we try to round in F-IR.

Definition at line 84 of file CouenneIterativeRounding.hpp.

◆ setMaxTime()

void Couenne::CouenneIterativeRounding::setMaxTime ( double value )

inline

Set maximum CPU time for the heuristic at each node.

Definition at line 89 of file CouenneIterativeRounding.hpp.

◆ setMaxTimeFirstCall()

void Couenne::CouenneIterativeRounding::setMaxTimeFirstCall ( double value )

inline

Set maximum CPU time for the heuristic at the root node only.

Definition at line 94 of file CouenneIterativeRounding.hpp.

◆ setOmega()

void Couenne::CouenneIterativeRounding::setOmega ( double value )

inline

Set the value for omega, the multiplicative factor for the minimum log-barrier parameter mu used by F-IR whenever we need to generate a new NLP feasible point (in the interior of the feasible region)

Definition at line 102 of file CouenneIterativeRounding.hpp.

◆ setBaseLbRhs()

void Couenne::CouenneIterativeRounding::setBaseLbRhs ( int value )

inline

Set the base value for the rhs of the local branching constraint in the I-IR heuristic.

The actual rhs is then computed depending on current variable bounds

Definition at line 109 of file CouenneIterativeRounding.hpp.

◆ setAggressiveness()

void Couenne::CouenneIterativeRounding::setAggressiveness ( int value )

Set aggressiveness of heuristic.

Three levels, that sets various parameters accordingly.

The levels are: 0: maxRoundingIter = 5, maxTimeFirstCall = 300, maxFirPoints = 5, maxTime = 60 1: maxRoundingIter = 10, maxTimeFirstCall = 300, maxFirPoints = 5, maxTime = 120 2: maxRoundingIter = 20, maxTimeFirstCall = 1000, maxFirPoints = 5, maxTime = 300

◆ registerOptions()

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

static

initialize options to be read later

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

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

Public Member Functions

Static Public Member Functions

Additional Inherited Members

Detailed Description

Constructor & Destructor Documentation

◆ CouenneIterativeRounding() [1/3]

◆ CouenneIterativeRounding() [2/3]

◆ CouenneIterativeRounding() [3/3]

◆ ~CouenneIterativeRounding()

Member Function Documentation

◆ clone()

◆ operator=()

◆ setNlp()

◆ setCouenneProblem()

◆ resetModel()

◆ solution()

◆ setMaxRoundingIter()

◆ setMaxFirPoints()

◆ setMaxTime()

◆ setMaxTimeFirstCall()

◆ setOmega()

◆ setBaseLbRhs()

◆ setAggressiveness()

◆ registerOptions()