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authorHarpreet2016-09-03 00:34:27 +0530
committerHarpreet2016-09-03 00:34:27 +0530
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-// $Id: CglFlowCover.hpp 1119 2013-04-06 20:24:18Z stefan $
-//-----------------------------------------------------------------------------
-// name: Cgl Lifted Simple Generalized Flow Cover Cut Generator
-// author: Yan Xu email: yan.xu@sas.com
-// Jeff Linderoth email: jtl3@lehigh.edu
-// Martin Savelsberg email: martin.savelsbergh@isye.gatech.edu
-// date: 05/01/2003
-// comments: please scan this file for '???' and read the comments
-//-----------------------------------------------------------------------------
-// Copyright (C) 2003, Yan Xu, Jeff Linderoth, Martin Savelsberg and others.
-// All Rights Reserved.
-// This code is published under the Eclipse Public License.
-
-#ifndef CglFlowCover_H
-#define CglFlowCover_H
-
-#include <iostream>
-
-#include "CoinError.hpp"
-
-#include "CglCutGenerator.hpp"
-
-//=============================================================================
-
-//=============================================================================
-
-/** This enumerative constant describes the various col types.*/
-enum CglFlowColType {
- /** The column(variable) is a negative binary variable.*/
- CGLFLOW_COL_BINNEG = -2,
- /** The column is a negative continous variable.*/
- CGLFLOW_COL_CONTNEG,
- /** The column is a positive continous variable.*/
- CGLFLOW_COL_CONTPOS = 1,
- /** The column is a positive binary variable.*/
- CGLFLOW_COL_BINPOS
-};
-
-enum CglFlowColStatus{
-};
-
-/** This enumerative constant describes the various stati of vars in
- a cut or not.*/
-enum CglFlowColCut{
- /** The column is NOT in cover.*/
- CGLFLOW_COL_OUTCUT = 0,
- /** The column is in cover now. */
- CGLFLOW_COL_INCUT,
- /** The column is decided to be in cover. */
- CGLFLOW_COL_INCUTDONE,
- /** The column is in L-. */
- CGLFLOW_COL_INLMIN,
- /** The column is decided to be in L-. */
- CGLFLOW_COL_INLMINDONE,
- /** The column is in L--.*/
- CGLFLOW_COL_INLMINMIN,
- /** This enumerative constant describes the various stati of vars in
- determining the cover.*/
- /** The column is a prime candidate. */
- CGLFLOW_COL_PRIME,
- /** The column is a secondary candidate. */
- CGLFLOW_COL_SECONDARY
-};
-
-/** This enumerative constant describes the various row types.*/
-enum CglFlowRowType {
- /** The row type of this row is NOT defined yet.*/
- CGLFLOW_ROW_UNDEFINED,
- /** After the row is flipped to 'L', the row has exactly two variables:
- one is negative binary and the other is continous, and the RHS
- is zero.*/
- CGLFLOW_ROW_VARUB,
- /** After the row is flipped to 'L', the row has exactlytwo variables:
- one is positive binary and the other is continous, and the RHS
- is zero.*/
- CGLFLOW_ROW_VARLB,
- /** The row sense is 'E', the row has exactly two variables:
- one is binary and the other is a continous, and the RHS is zero.*/
- CGLFLOW_ROW_VAREQ,
- /** Rows can not be classfied into other types and the row sense
- is NOT 'E'.*/
- CGLFLOW_ROW_MIXUB,
- /** Rows can not be classfied into other types and the row sense is 'E'.*/
- CGLFLOW_ROW_MIXEQ,
- /** All variables are NOT binary and the row sense is NOT 'E'. */
- CGLFLOW_ROW_NOBINUB,
- /** All variables are NOT binary and the row sense is 'E'. */
- CGLFLOW_ROW_NOBINEQ,
- /** The row has one binary and 2 or more other types of variables and
- the row sense is NOT 'E'. */
- CGLFLOW_ROW_SUMVARUB,
- /** The row has one binary and 2 or more other types of variables and
- the row sense is 'E'. */
- CGLFLOW_ROW_SUMVAREQ,
- /** All variables are binary. */
- CGLFLOW_ROW_UNINTERSTED
-};
-
-//=============================================================================
-
-/** Variable upper bound class. */
-class CglFlowVUB
-{
-protected:
- int varInd_; /** The index of the associated 0-1 variable.*/
- double upper_; /** The Value of the associated upper bound.*/
-
-public:
- CglFlowVUB() : varInd_(-1), upper_(-1) {}
-
- CglFlowVUB(const CglFlowVUB& source) {
- varInd_= source.varInd_;
- upper_ = source.upper_;
- }
-
- CglFlowVUB& operator=(const CglFlowVUB& rhs) {
- if (this == &rhs)
- return *this;
- varInd_= rhs.varInd_;
- upper_ = rhs.upper_;
- return *this;
- }
-
- /**@name Query and set functions for associated 0-1 variable index
- and value.
- */
- //@{
- inline int getVar() const { return varInd_; }
- inline double getVal() const { return upper_; }
- inline void setVar(const int v) { varInd_ = v; }
- inline void setVal(const double v) { upper_ = v; }
- //@}
-};
-
-//=============================================================================
-
-/** Variable lower bound class, which is the same as vub. */
-typedef CglFlowVUB CglFlowVLB;
-
-/** Overloaded operator<< for printing VUB and VLB.*/
-std::ostream& operator<<( std::ostream& os, const CglFlowVUB &v );
-
-//=============================================================================
-
-/**
- * Lifed Simple Generalized Flow Cover Cut Generator Class.
- */
-class CglFlowCover : public CglCutGenerator {
- friend void CglFlowCoverUnitTest(const OsiSolverInterface * siP,
- const std::string mpdDir );
-
-public:
-
- /**
- * Do the following tasks:
- * <ul>
- * <li> classify row types
- * <li> indentify vubs and vlbs
- * </ul>
- * This function is called by
- * <CODE>generateCuts(const OsiSolverInterface & si, OsiCuts & cs)</CODE>.
- */
- void flowPreprocess(const OsiSolverInterface& si);
-
- /**@name Generate Cuts */
- //@{
- /** Generate Lifed Simple Generalized flow cover cuts for the model data
- contained in si. The generated cuts are inserted into and returned
- in the collection of cuts cs.
- */
- virtual void generateCuts(const OsiSolverInterface & si, OsiCuts & cs,
- const CglTreeInfo info = CglTreeInfo());
- //@}
-
- /**@name Functions to query and set maximum number of cuts can be
- generated. */
- //@{
- inline int getMaxNumCuts() const { return maxNumCuts_; }
- inline void setMaxNumCuts(int mc) { maxNumCuts_ = mc; }
- //@}
-
- /**@name Functions to query and set the number of cuts have been
- generated. */
- //@{
- static int getNumFlowCuts() { return numFlowCuts_; }
- static void setNumFlowCuts(int fc) { numFlowCuts_ = fc; }
- static void incNumFlowCuts(int fc = 1) { numFlowCuts_ += fc; }
- //@}
-
- //-------------------------------------------------------------------------
- /**@name Constructors and destructors */
- //@{
- /// Default constructor
- CglFlowCover ();
-
- /// Copy constructor
- CglFlowCover (
- const CglFlowCover &);
-
- /// Clone
- virtual CglCutGenerator * clone() const;
-
- /// Assignment operator
- CglFlowCover &
- operator=(
- const CglFlowCover& rhs);
-
- /// Destructor
- virtual
- ~CglFlowCover ();
- /// Create C++ lines to get to current state
- virtual std::string generateCpp( FILE * fp);
- //@}
-
-private:
- //-------------------------------------------------------------------------
- // Private member functions
-
- /** Based a given row, a LP solution and other model data, this function
- tries to generate a violated lifted simple generalized flow cover.
- */
- bool generateOneFlowCut( const OsiSolverInterface & si,
- const int rowLen,
- int* ind,
- double* coef,
- char sense,
- double rhs,
- OsiRowCut& flowCut,
- double& violation );
-
-
- /** Transform a row from ">=" to "<=", and vice versa. */
- void flipRow(int rowLen, double* coef, double& rhs) const;
-
- /** Transform a row from ">=" to "<=", and vice versa. Have 'sense'. */
- void flipRow(int rowLen, double* coef, char& sen, double& rhs) const;
-
- /** Determine the type of a given row. */
- CglFlowRowType determineOneRowType(const OsiSolverInterface& si,
- int rowLen, int* ind,
- double* coef, char sen,
- double rhs) const;
- /** Lift functions */
- void liftMinus(double &movement, /* Output */
- int t,
- int r,
- double z,
- double dPrimePrime,
- double lambda,
- double ml,
- double *M,
- double *rho) const;
-
- bool liftPlus(double &alpha,
- double &beta,
- int r,
- double m_j,
- double lambda,
- double y_j,
- double x_j,
- double dPrimePrime,
- double *M) const;
-
-
- //-------------------------------------------------------------------------
- //**@name Query and set the row type of a givne row. */
- //@{
- inline const CglFlowRowType* getRowTypes() const
- { return rowTypes_; }
- inline CglFlowRowType getRowType(const int i) const
- { return rowTypes_[i]; }
- /** Set rowtypes, take over the ownership. */
- inline void setRowTypes(CglFlowRowType* rt)
- { rowTypes_ = rt; rt = 0; }
- inline void setRowTypes(const CglFlowRowType rt, const int i) {
- if (rowTypes_ != 0)
- rowTypes_[i] = rt;
- else {
- std::cout << "ERROR: Should allocate memory for rowType_ before "
- << "using it " << std::endl;
- throw CoinError("Forgot to allocate memory for rowType_",
- "setRowType", "CglFlowCover");
- }
- }
- //@}
-
- //-------------------------------------------------------------------------
- //**@name Query and set vubs. */
- //@{
- inline const CglFlowVUB* getVubs() const { return vubs_; }
- inline const CglFlowVUB& getVubs(int i) const { return vubs_[i]; }
- /** Set CglFlowVUBs,take over the ownership. */
- inline void setVubs(CglFlowVUB* vubs) { vubs_ = vubs; vubs = 0; }
- inline void setVubs(const CglFlowVUB& vub, int i) {
- if (vubs_ != 0)
- vubs_[i] = vub;
- else {
- std::cout << "ERROR: Should allocate memory for vubs_ before "
- << "using it " << std::endl;
- throw CoinError("Forgot to allocate memory for vubs_", "setVubs",
- "CglFlowCover");
- }
- }
- inline void printVubs(std::ostream& os) const {
- for (int i = 0; i < numCols_; ++i) {
- os << "ix: " << i << ", " << vubs_[i];
- }
- }
- //@}
-
- //-------------------------------------------------------------------------
- //**@name Query and set vlbs. */
- //@{
- inline const CglFlowVLB* getVlbs() const { return vlbs_; }
- inline const CglFlowVLB& getVlbs(int i) const { return vlbs_[i]; }
- /** Set CglFlowVLBs,take over the ownership. */
- inline void setVlbs(CglFlowVLB* vlbs) { vlbs_ = vlbs; vlbs = 0; }
- inline void setVlbs(const CglFlowVLB& vlb, int i) {
- if (vlbs_ != 0)
- vlbs_[i] = vlb;
- else {
- std::cout << "ERROR: Should allocate memory for vlbs_ before "
- << "using it " << std::endl;
- throw CoinError("Forgot to allocate memory for vlbs_", "setVlbs",
- "CglFlowCover");
- }
- }
- //@}
-
-private:
- //------------------------------------------------------------------------
- // Private member data
-
- /** The maximum number of flow cuts to be generated. Default is 1000. */
- int maxNumCuts_;
- /** Tolerance used for numerical purpose. */
- double EPSILON_;
- /** The variable upper bound of a flow is not indentified yet.*/
- int UNDEFINED_;
- /** Very large number. */
- double INFTY_;
- /** If violation of a cut is greater that this number, the cut is useful.*/
- double TOLERANCE_;
- /** First time preprocessing */
- bool firstProcess_;
- /** The number rows of the problem.*/
- int numRows_;
- /** The number columns of the problem.*/
- int numCols_;
- /** The number flow cuts found.*/
- static int numFlowCuts_;
- /** Indicate whether initial flow preprecessing has been done. */
- bool doneInitPre_;
- /** The array of CglFlowVUBs. */
- CglFlowVUB* vubs_;
- /** The array of CglFlowVLBs. */
- CglFlowVLB* vlbs_;
- /** CglFlowRowType of the rows in model. */
- CglFlowRowType* rowTypes_;
-};
-
-//#############################################################################
-/** A function that tests the methods in the CglFlowCover 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. */
-void CglFlowCoverUnitTest(const OsiSolverInterface * siP,
- const std::string mpdDir );
-
-#endif