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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