OsiObject for auxiliary variables $w=f(x)$. More...

#include <CouenneObject.hpp>

Inheritance diagram for Couenne::CouenneObject:

Collaboration diagram for Couenne::CouenneObject:

Public Types
enum	pseudocostMult { INFEASIBILITY, INTERVAL_LP, INTERVAL_LP_REV, INTERVAL_BR, INTERVAL_BR_REV, PROJECTDIST }
	type of up/down estimate to return for pseudocosts More...

enum	branch_obj { EXPR_OBJ, VAR_OBJ, VT_OBJ }
	type of object (for branching variable selection) More...

enum	brSelStrat { NO_STRATEGY, NO_BRANCH, MID_INTERVAL, MIN_AREA, BALANCED, LP_CENTRAL, LP_CLAMPED }
	strategy names More...

Public Member Functions
	CouenneObject ()
	empty constructor (for unused objects) More...

	CouenneObject (CouenneCutGenerator cutgen, CouenneProblem p, exprVar ref, Bonmin::BabSetupBase base, JnlstPtr jnlst)
	Constructor with information for branching point selection strategy. More...

	CouenneObject (exprVar ref, Bonmin::BabSetupBase base, JnlstPtr jnlst)
	Constructor with lesser information, used for infeasibility only. More...

	~CouenneObject ()
	Destructor. More...

	CouenneObject (const CouenneObject &src)
	Copy constructor. More...

virtual CouenneObject *	clone () const
	Cloning method. More...

void	setParameters (Bonmin::BabSetupBase *base)
	set object parameters by reading from command line More...

virtual double	infeasibility (const OsiBranchingInformation *info, int &way) const
	compute infeasibility of this variable, \|w - f(x)\| (where w is the auxiliary variable defined as w = f(x) More...

virtual double	checkInfeasibility (const OsiBranchingInformation *info) const
	compute infeasibility of this variable, \|w - f(x)\|, where w is the auxiliary variable defined as w = f(x) More...

virtual double	feasibleRegion (OsiSolverInterface , const OsiBranchingInformation ) const
	fix (one of the) arguments of reference auxiliary variable More...

virtual OsiBranchingObject *	createBranch (OsiSolverInterface , const OsiBranchingInformation , int) const
	create CouenneBranchingObject or CouenneThreeWayBranchObj based on this object More...

exprVar *	Reference () const
	return reference auxiliary variable More...

enum brSelStrat	Strategy () const
	return branching point selection strategy More...

CouNumber	getBrPoint (funtriplet ft, CouNumber x0, CouNumber l, CouNumber u, const OsiBranchingInformation info=NULL) const
	pick branching point based on current strategy More...

CouNumber	midInterval (CouNumber x, CouNumber l, CouNumber u, const OsiBranchingInformation *info=NULL) const
	returns a point "inside enough" a given interval, or x if it already is. More...

virtual double	downEstimate () const
	Return "down" estimate (for non-convex, distance old <--> new LP point) More...

virtual double	upEstimate () const
	Return "up" estimate (for non-convex, distance old <--> new LP point) More...

void	setEstimate (double est, int direction)
	set up/down estimate (0 for down, 1 for up). More...

void	setEstimates (const OsiBranchingInformation info, CouNumber infeasibility, CouNumber *brpt) const
	set up/down estimates based on branching information More...

virtual bool	isCuttable () const
	are we on the bad or good side of the expression? More...

virtual double	intInfeasibility (double value, double lb, double ub) const
	integer infeasibility: min {value - floor(value), ceil(value) - value} More...

CouNumber	lp_clamp () const
	Defines safe interval percentage for using LP point as a branching point. More...

virtual int	columnNumber () const
	Returns the column index. More...

Public Member Functions inherited from OsiObject
	OsiObject ()

	OsiObject (const OsiObject &)

OsiObject &	operator= (const OsiObject &rhs)

virtual	~OsiObject ()

double	infeasibility (const OsiSolverInterface *solver, int &whichWay) const

virtual double	feasibleRegion (OsiSolverInterface *solver) const

virtual bool	canDoHeuristics () const

virtual bool	canMoveToNearest () const

int	priority () const

void	setPriority (int priority)

virtual bool	boundBranch () const

virtual bool	canHandleShadowPrices () const

int	numberWays () const

void	setNumberWays (int numberWays)

void	setWhichWay (int way)

int	whichWay () const

virtual int	preferredWay () const

double	infeasibility () const

virtual void	resetBounds (const OsiSolverInterface *)

virtual void	resetSequenceEtc (int, const int *)

virtual void	updateBefore (const OsiObject *)

virtual void	updateAfter (const OsiObject , const OsiObject )

Protected Attributes
CouenneCutGenerator *	cutGen_
	pointer to cut generator (not necessary, can be NULL) More...

CouenneProblem *	problem_
	pointer to Couenne problem More...

exprVar *	reference_
	The (auxiliary) variable this branching object refers to. More...

enum brSelStrat	strategy_
	Branching point selection strategy. More...

JnlstPtr	jnlst_
	SmartPointer to the Journalist. More...

CouNumber	alpha_
	Combination parameter for the mid-point branching point selection strategy. More...

CouNumber	lp_clamp_
	Defines safe interval percentage for using LP point as a branching point. More...

CouNumber	feas_tolerance_
	feasibility tolerance (equal to that of CouenneProblem) More...

bool	doFBBT_
	shall we do Feasibility based Bound Tightening (FBBT) at branching? More...

bool	doConvCuts_
	shall we add convexification cuts at branching? More...

double	downEstimate_
	down estimate (to be used in pseudocost) More...

double	upEstimate_
	up estimate (to be used in pseudocost) More...

enum pseudocostMult	pseudoMultType_
	multiplier type for pseudocost More...

Protected Attributes inherited from OsiObject
double	infeasibility_

short	whichWay_

short	numberWays_

int	priority_

Detailed Description

OsiObject for auxiliary variables $w=f(x)$.

Associated with a multi-variate function $f(x)$ and a related infeasibility $|w-f(x)|$, creates branches to help restoring feasibility

Definition at line 57 of file CouenneObject.hpp.

Member Enumeration Documentation

◆ pseudocostMult

enum Couenne::CouenneObject::pseudocostMult

type of up/down estimate to return for pseudocosts

Enumerator
INFEASIBILITY
INTERVAL_LP
INTERVAL_LP_REV
INTERVAL_BR
INTERVAL_BR_REV
PROJECTDIST

Definition at line 62 of file CouenneObject.hpp.

◆ branch_obj

enum Couenne::CouenneObject::branch_obj

type of object (for branching variable selection)

Enumerator
EXPR_OBJ
VAR_OBJ
VT_OBJ

Definition at line 68 of file CouenneObject.hpp.

◆ brSelStrat

enum Couenne::CouenneObject::brSelStrat

strategy names

Enumerator
NO_STRATEGY
NO_BRANCH
MID_INTERVAL
MIN_AREA
BALANCED
LP_CENTRAL
LP_CLAMPED

Definition at line 71 of file CouenneObject.hpp.

Constructor & Destructor Documentation

◆ CouenneObject() [1/4]

Couenne::CouenneObject::CouenneObject ( )

empty constructor (for unused objects)

◆ CouenneObject() [2/4]

Couenne::CouenneObject::CouenneObject	(	CouenneCutGenerator *	cutgen,
		CouenneProblem *	p,
		exprVar *	ref,
		Bonmin::BabSetupBase *	base,
		JnlstPtr	jnlst
	)

Constructor with information for branching point selection strategy.

◆ CouenneObject() [3/4]

Couenne::CouenneObject::CouenneObject	(	exprVar *	ref,
		Bonmin::BabSetupBase *	base,
		JnlstPtr	jnlst
	)

Constructor with lesser information, used for infeasibility only.

◆ ~CouenneObject()

Couenne::CouenneObject::~CouenneObject ( )

inline

Destructor.

Definition at line 85 of file CouenneObject.hpp.

◆ CouenneObject() [4/4]

Couenne::CouenneObject::CouenneObject ( const CouenneObject & src )

Copy constructor.

Member Function Documentation

◆ clone()

virtual CouenneObject* Couenne::CouenneObject::clone ( ) const

inlinevirtual

Cloning method.

Implements OsiObject.

Reimplemented in Couenne::CouenneComplObject, Couenne::CouenneVarObject, and Couenne::CouenneVTObject.

Definition at line 91 of file CouenneObject.hpp.

◆ setParameters()

void Couenne::CouenneObject::setParameters ( Bonmin::BabSetupBase * base )

set object parameters by reading from command line

◆ infeasibility()

virtual double Couenne::CouenneObject::infeasibility	(	const OsiBranchingInformation *	info,
		int &	way
	)		const

virtual

compute infeasibility of this variable, |w - f(x)| (where w is the auxiliary variable defined as w = f(x)

Implements OsiObject.

Reimplemented in Couenne::CouenneVarObject, Couenne::CouenneComplObject, and Couenne::CouenneVTObject.

◆ checkInfeasibility()

virtual double Couenne::CouenneObject::checkInfeasibility ( const OsiBranchingInformation * info ) const

virtual

compute infeasibility of this variable, |w - f(x)|, where w is the auxiliary variable defined as w = f(x)

Reimplemented from OsiObject.

Reimplemented in Couenne::CouenneVarObject, and Couenne::CouenneComplObject.

◆ feasibleRegion()

virtual double Couenne::CouenneObject::feasibleRegion	(	OsiSolverInterface *	,
		const OsiBranchingInformation *
	)		const

virtual

fix (one of the) arguments of reference auxiliary variable

Implements OsiObject.

Reimplemented in Couenne::CouenneVarObject.

◆ createBranch()

virtual OsiBranchingObject* Couenne::CouenneObject::createBranch	(	OsiSolverInterface *	,
		const OsiBranchingInformation *	,
		int
	)		const

virtual

create CouenneBranchingObject or CouenneThreeWayBranchObj based on this object

Reimplemented from OsiObject.

Reimplemented in Couenne::CouenneVarObject, and Couenne::CouenneComplObject.

◆ Reference()

exprVar* Couenne::CouenneObject::Reference ( ) const

inline

return reference auxiliary variable

Definition at line 114 of file CouenneObject.hpp.

◆ Strategy()

enum brSelStrat Couenne::CouenneObject::Strategy ( ) const

inline

return branching point selection strategy

Definition at line 118 of file CouenneObject.hpp.

◆ getBrPoint()

CouNumber Couenne::CouenneObject::getBrPoint	(	funtriplet *	ft,
		CouNumber	x0,
		CouNumber	l,
		CouNumber	u,
		const OsiBranchingInformation *	info = `NULL`
	)		const

pick branching point based on current strategy

◆ midInterval()

CouNumber Couenne::CouenneObject::midInterval	(	CouNumber	x,
		CouNumber	l,
		CouNumber	u,
		const OsiBranchingInformation *	info = `NULL`
	)		const

returns a point "inside enough" a given interval, or x if it already is.

Modify alpha_ using gap provided by info

◆ downEstimate()

virtual double Couenne::CouenneObject::downEstimate ( ) const

inlinevirtual

Return "down" estimate (for non-convex, distance old <--> new LP point)

Reimplemented from OsiObject.

Definition at line 129 of file CouenneObject.hpp.

◆ upEstimate()

virtual double Couenne::CouenneObject::upEstimate ( ) const

inlinevirtual

Return "up" estimate (for non-convex, distance old <--> new LP point)

Reimplemented from OsiObject.

Definition at line 138 of file CouenneObject.hpp.

◆ setEstimate()

void Couenne::CouenneObject::setEstimate	(	double	est,
		int	direction
	)

inline

set up/down estimate (0 for down, 1 for up).

This happens in CouenneChooseStrong, where a new LP point is available and we can measure distance from old LP point. This is the denominator we use in pseudocost

Definition at line 150 of file CouenneObject.hpp.

◆ setEstimates()

void Couenne::CouenneObject::setEstimates	(	const OsiBranchingInformation *	info,
		CouNumber *	infeasibility,
		CouNumber *	brpt
	)		const

set up/down estimates based on branching information

◆ isCuttable()

virtual bool Couenne::CouenneObject::isCuttable ( ) const

inlinevirtual

are we on the bad or good side of the expression?

Reimplemented in Couenne::CouenneVarObject.

Definition at line 159 of file CouenneObject.hpp.

◆ intInfeasibility()

virtual double Couenne::CouenneObject::intInfeasibility	(	double	value,
		double	lb,
		double	ub
	)		const

virtual

integer infeasibility: min {value - floor(value), ceil(value) - value}

◆ lp_clamp()

CouNumber Couenne::CouenneObject::lp_clamp ( ) const

inline

Defines safe interval percentage for using LP point as a branching point.

Definition at line 170 of file CouenneObject.hpp.

◆ columnNumber()

virtual int Couenne::CouenneObject::columnNumber ( ) const

inlinevirtual

Returns the column index.

Reimplemented from OsiObject.

Definition at line 174 of file CouenneObject.hpp.

Member Data Documentation

◆ cutGen_

CouenneCutGenerator* Couenne::CouenneObject::cutGen_

protected

pointer to cut generator (not necessary, can be NULL)

Definition at line 180 of file CouenneObject.hpp.

◆ problem_

CouenneProblem* Couenne::CouenneObject::problem_

protected

pointer to Couenne problem

Definition at line 183 of file CouenneObject.hpp.

◆ reference_

exprVar* Couenne::CouenneObject::reference_

protected

The (auxiliary) variable this branching object refers to.

If the expression is w=f(x,y), this is w, as opposed to CouenneBranchingObject, where it would be either x or y.

Definition at line 188 of file CouenneObject.hpp.

◆ strategy_

enum brSelStrat Couenne::CouenneObject::strategy_

protected

Branching point selection strategy.

Definition at line 191 of file CouenneObject.hpp.

◆ jnlst_

JnlstPtr Couenne::CouenneObject::jnlst_

protected

SmartPointer to the Journalist.

Definition at line 194 of file CouenneObject.hpp.

◆ alpha_

CouNumber Couenne::CouenneObject::alpha_

protected

Combination parameter for the mid-point branching point selection strategy.

Definition at line 198 of file CouenneObject.hpp.

◆ lp_clamp_

CouNumber Couenne::CouenneObject::lp_clamp_

protected

Defines safe interval percentage for using LP point as a branching point.

Definition at line 201 of file CouenneObject.hpp.

◆ feas_tolerance_

CouNumber Couenne::CouenneObject::feas_tolerance_

protected

feasibility tolerance (equal to that of CouenneProblem)

Definition at line 204 of file CouenneObject.hpp.

◆ doFBBT_

bool Couenne::CouenneObject::doFBBT_

protected

shall we do Feasibility based Bound Tightening (FBBT) at branching?

Definition at line 207 of file CouenneObject.hpp.

◆ doConvCuts_

bool Couenne::CouenneObject::doConvCuts_

protected

shall we add convexification cuts at branching?

Definition at line 210 of file CouenneObject.hpp.

◆ downEstimate_

double Couenne::CouenneObject::downEstimate_

mutableprotected

down estimate (to be used in pseudocost)

Definition at line 213 of file CouenneObject.hpp.

◆ upEstimate_

double Couenne::CouenneObject::upEstimate_

mutableprotected

up estimate (to be used in pseudocost)

Definition at line 216 of file CouenneObject.hpp.

◆ pseudoMultType_

enum pseudocostMult Couenne::CouenneObject::pseudoMultType_

protected

multiplier type for pseudocost

Definition at line 219 of file CouenneObject.hpp.

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

/builddir/build/BUILD/Couenne-0.5.8/src/branch/CouenneObject.hpp

Public Types

Public Member Functions

Protected Attributes

Detailed Description

Member Enumeration Documentation

◆ pseudocostMult

◆ branch_obj

◆ brSelStrat

Constructor & Destructor Documentation

◆ CouenneObject() [1/4]

◆ CouenneObject() [2/4]

◆ CouenneObject() [3/4]

◆ ~CouenneObject()

◆ CouenneObject() [4/4]

Member Function Documentation

◆ clone()

◆ setParameters()

◆ infeasibility()

◆ checkInfeasibility()

◆ feasibleRegion()

◆ createBranch()

◆ Reference()

◆ Strategy()

◆ getBrPoint()

◆ midInterval()

◆ downEstimate()

◆ upEstimate()

◆ setEstimate()

◆ setEstimates()

◆ isCuttable()

◆ intInfeasibility()

◆ lp_clamp()

◆ columnNumber()

Member Data Documentation

◆ cutGen_

◆ problem_

◆ reference_

◆ strategy_

◆ jnlst_

◆ alpha_

◆ lp_clamp_

◆ feas_tolerance_

◆ doFBBT_

◆ doConvCuts_

◆ downEstimate_

◆ upEstimate_

◆ pseudoMultType_