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+// Name: CglGMIParam.hpp
+// Author: Giacomo Nannicini
+// Singapore University of Technology and Design
+// email: nannicini@sutd.edu.sg
+// based on CglRedSplitParam.hpp by Francois Margot
+// Date: 11/17/09
+//-----------------------------------------------------------------------------
+// Copyright (C) 2009, Giacomo Nannicini and others. All Rights Reserved.
+
+#ifndef CglGMIParam_H
+#define CglGMIParam_H
+
+#include "CglParam.hpp"
+
+
+ /**@name CglGMI Parameters */
+ //@{
+
+ /** Class collecting parameters for the GMI cut generator.
+
+ Parameters of the generator are listed below. Modifying the default
+ values for parameters other than the last four might result in
+ invalid cuts.
+
+ - MAXDYN: Maximum ratio between largest and smallest non zero
+ coefficients in a cut. See method setMAXDYN().
+ - EPS_ELIM: Precision for deciding if a coefficient is zero when
+ eliminating slack variables. See method setEPS_ELIM().
+ - MINVIOL: Minimum violation for the current basic solution in
+ a generated cut. See method setMINVIOL().
+ - USE_INTSLACKS: Use integer slacks to generate cuts.
+ (not implemented yet, will be in the future).
+ See method setUSE_INTSLACKS().
+ - AWAY: Look only at basic integer variables whose current value is at
+ least this value away from being integer. See method setAway().
+ - CHECK_DUPLICATES: Should we check for duplicates when adding a cut
+ to the collection? Can be slow.
+ Default 0 - do not check, add cuts anyway.
+ - CLEAN_PROC: Cleaning procedure that should be used. Look below at the
+ enumeration CleaningProcedure for possible values.
+ - INTEGRAL_SCALE_CONT: If we try to scale cut coefficients so that
+ they become integral, do we also scale on
+ continuous variables?
+ Default 0 - do not scale continuous vars.
+ Used only if CLEAN_PROC does integral scaling.
+ - ENFORCE_SCALING: Discard badly scaled cuts, or keep them (unscaled).
+ Default 1 - yes.
+
+ */
+ //@}
+
+class CglGMIParam : public CglParam {
+
+public:
+
+ /**@name Enumerations */
+ enum CleaningProcedure{
+ /* CglLandP procedure I */
+ CP_CGLLANDP1,
+ /* CglLandP procedure II */
+ CP_CGLLANDP2,
+ /* CglRedSplit procedure I */
+ CP_CGLREDSPLIT,
+ /* Only integral cuts, i.e. cuts with integral coefficients */
+ CP_INTEGRAL_CUTS,
+ /* CglLandP procedure I with integral scaling */
+ CP_CGLLANDP1_INT,
+ /* CglLandP procedure I with scaling of the max element to 1 if possible */
+ CP_CGLLANDP1_SCALEMAX,
+ /* CglLandP procedure I with scaling of the rhs to 1 if possible */
+ CP_CGLLANDP1_SCALERHS
+ };
+
+ /**@name Set/get methods */
+
+ //@{
+ /** Aliases for parameter get/set method in the base class CglParam */
+
+ /** Value for Infinity. Default: DBL_MAX */
+ inline void setInfinity(double value) {setINFINIT(value);}
+ inline double getInfinity() const {return INFINIT;}
+
+ /** Epsilon for comparing numbers. Default: 1.0e-6 */
+ inline void setEps(double value) {setEPS(value);}
+ inline double getEps() const {return EPS;}
+
+ /** Epsilon for zeroing out coefficients. Default: 1.0e-5 */
+ inline void setEpsCoeff(double value) {setEPS_COEFF(value);}
+ inline double getEpsCoeff() const {return EPS_COEFF;}
+
+ /** Maximum support of the cutting planes. Default: INT_MAX */
+ inline void setMaxSupport(int value) {setMAX_SUPPORT(value);}
+ inline int getMaxSupport() const {return MAX_SUPPORT;}
+ /** Alias for consistency with our naming scheme */
+ inline void setMaxSupportAbs(int value) {setMAX_SUPPORT(value);}
+ inline int getMaxSupportAbs() const {return MAX_SUPPORT;}
+ inline int getMAX_SUPPORT_ABS() const {return MAX_SUPPORT;}
+
+ /** Set AWAY, the minimum distance from being integer used for selecting
+ rows for cut generation; all rows whose pivot variable should be
+ integer but is more than away from integrality will be selected;
+ Default: 0.005 */
+ virtual void setAway(double value);
+ /** Get value of away */
+ inline double getAway() const {return AWAY;}
+ /// Aliases
+ inline void setAWAY(double value) {setAway(value);}
+ inline double getAWAY() const {return AWAY;}
+
+ /** Set the value of EPS_ELIM, epsilon for values of coefficients when
+ eliminating slack variables;
+ Default: 0 */
+ virtual void setEPS_ELIM(double value);
+ /** Get the value of EPS_ELIM */
+ inline double getEPS_ELIM() const {return EPS_ELIM;}
+ /// Aliases
+ inline void setEpsElim(double value) {setEPS_ELIM(value);}
+ inline double getEpsElim() const {return EPS_ELIM;}
+
+ /** Set EPS_RELAX_ABS */
+ virtual void setEPS_RELAX_ABS(double value);
+ /** Get value of EPS_RELAX_ABS */
+ inline double getEPS_RELAX_ABS() const {return EPS_RELAX_ABS;}
+ /// Aliases
+ inline void setEpsRelaxAbs(double value) {setEPS_RELAX_ABS(value);}
+ inline double getEpsRelaxAbs() const {return EPS_RELAX_ABS;}
+
+ /** Set EPS_RELAX_REL */
+ virtual void setEPS_RELAX_REL(double value);
+ /** Get value of EPS_RELAX_REL */
+ inline double getEPS_RELAX_REL() const {return EPS_RELAX_REL;}
+ /// Aliases
+ inline void setEpsRelaxRel(double value) {setEPS_RELAX_REL(value);}
+ inline double getEpsRelaxRel() const {return EPS_RELAX_REL;}
+
+ // Set the maximum ratio between largest and smallest non zero
+ // coefficients in a cut. Default: 1e6.
+ virtual void setMAXDYN(double value);
+ /** Get the value of MAXDYN */
+ inline double getMAXDYN() const {return MAXDYN;}
+ /// Aliases
+ inline void setMaxDyn(double value) {setMAXDYN(value);}
+ inline double getMaxDyn() const {return MAXDYN;}
+
+ /** Set the value of MINVIOL, the minimum violation for the current
+ basic solution in a generated cut. Default: 1e-7 */
+ virtual void setMINVIOL(double value);
+ /** Get the value of MINVIOL */
+ inline double getMINVIOL() const {return MINVIOL;}
+ /// Aliases
+ inline void setMinViol(double value) {setMINVIOL(value);}
+ inline double getMinViol() const {return MINVIOL;}
+
+ /** Set the value of MAX_SUPPORT_REL, the factor contributing to the
+ maximum support relative to the number of columns. Maximum
+ allowed support is: MAX_SUPPORT_ABS +
+ MAX_SUPPORT_REL*ncols. Default: 0.1 */
+ virtual void setMAX_SUPPORT_REL(double value);
+ /** Get the value of MINVIOL */
+ inline double getMAX_SUPPORT_REL() const {return MAX_SUPPORT_REL;}
+ /// Aliases
+ inline void setMaxSupportRel(double value) {setMAX_SUPPORT_REL(value);}
+ inline double getMaxSupportRel() const {return MAX_SUPPORT_REL;}
+
+ /** Set the value of USE_INTSLACKS. Default: 0 */
+ virtual void setUSE_INTSLACKS(bool value);
+ /** Get the value of USE_INTSLACKS */
+ inline bool getUSE_INTSLACKS() const {return USE_INTSLACKS;}
+ /// Aliases
+ inline void setUseIntSlacks(bool value) {setUSE_INTSLACKS(value);}
+ inline int getUseIntSlacks() const {return USE_INTSLACKS;}
+
+ /** Set the value of CHECK_DUPLICATES. Default: 0 */
+ virtual void setCHECK_DUPLICATES(bool value);
+ /** Get the value of CHECK_DUPLICATES */
+ inline bool getCHECK_DUPLICATES() const {return CHECK_DUPLICATES;}
+ /// Aliases
+ inline void setCheckDuplicates(bool value) {setCHECK_DUPLICATES(value);}
+ inline bool getCheckDuplicates() const {return CHECK_DUPLICATES;}
+
+ /** Set the value of CLEAN_PROC. Default: CP_CGLLANDP1 */
+ virtual void setCLEAN_PROC(CleaningProcedure value);
+ /** Get the value of CLEAN_PROC. */
+ inline CleaningProcedure getCLEAN_PROC() const {return CLEAN_PROC;}
+ /// Aliases
+ inline void setCleanProc(CleaningProcedure value) {setCLEAN_PROC(value);}
+ inline CleaningProcedure getCleaningProcedure() const {return CLEAN_PROC;}
+
+ /** Set the value of INTEGRAL_SCALE_CONT. Default: 0 */
+ virtual void setINTEGRAL_SCALE_CONT(bool value);
+ /** Get the value of INTEGRAL_SCALE_CONT. */
+ inline bool getINTEGRAL_SCALE_CONT() const {return INTEGRAL_SCALE_CONT;}
+ /// Aliases
+ inline void setIntegralScaleCont(bool value) {setINTEGRAL_SCALE_CONT(value);}
+ inline bool getIntegralScaleCont() const {return INTEGRAL_SCALE_CONT;}
+
+ /** Set the value of ENFORCE_SCALING. Default: 1 */
+ virtual void setENFORCE_SCALING(bool value);
+ /** Get the value of ENFORCE_SCALING. */
+ inline bool getENFORCE_SCALING() const {return ENFORCE_SCALING;}
+ /// Aliases
+ inline void setEnforceScaling(bool value) {setENFORCE_SCALING(value);}
+ inline bool getEnforcescaling() const {return ENFORCE_SCALING;}
+
+ //@}
+
+ /**@name Constructors and destructors */
+ //@{
+ /// Default constructor
+ CglGMIParam(double eps = 1e-12,
+ double away = 0.005,
+ double eps_coeff = 1e-11,
+ double eps_elim = 0,
+ double eps_relax_abs = 1e-11,
+ double eps_relax_rel = 1e-13,
+ double max_dyn = 1e6,
+ double min_viol = 1e-4,
+ int max_supp_abs = 1000,
+ double max_supp_rel = 0.1,
+ CleaningProcedure clean_proc = CP_CGLLANDP1,
+ bool use_int_slacks = false,
+ bool check_duplicates = false,
+ bool integral_scale_cont = false,
+ bool enforce_scaling = true);
+
+ /// Constructor from CglParam
+ CglGMIParam(CglParam &source,
+ double away = 0.005,
+ double eps_elim = 1e-12,
+ double eps_relax_abs = 1e-11,
+ double eps_relax_rel = 1e-13,
+ double max_dyn = 1e6,
+ double min_viol = 1e-4,
+ double max_supp_rel = 0.1,
+ CleaningProcedure clean_proc = CP_CGLLANDP1,
+ bool use_int_slacks = false,
+ bool check_duplicates = false,
+ bool integral_scale_cont = false,
+ bool enforce_scaling = true);
+
+ /// Copy constructor
+ CglGMIParam(const CglGMIParam &source);
+
+ /// Clone
+ virtual CglGMIParam* clone() const;
+
+ /// Assignment operator
+ virtual CglGMIParam& operator=(const CglGMIParam &rhs);
+
+ /// Destructor
+ virtual ~CglGMIParam();
+ //@}
+
+protected:
+
+ /**@name Parameters */
+ //@{
+
+ /** Use row only if pivot variable should be integer but is more
+ than AWAY from being integer. */
+ double AWAY;
+
+ /** Epsilon for value of coefficients when eliminating slack variables.
+ Default: 0. */
+ double EPS_ELIM;
+
+ /** Value added to the right hand side of each generated cut to relax it.
+ Default: 1e-11 */
+ double EPS_RELAX_ABS;
+
+ /** For a generated cut with right hand side rhs_val,
+ EPS_RELAX_EPS * fabs(rhs_val) is used to relax the constraint.
+ Default: 1.e-13 */
+ double EPS_RELAX_REL;
+
+ /** Maximum ratio between largest and smallest non zero
+ coefficients in a cut. Default: 1e6. */
+ double MAXDYN;
+
+ /** Minimum violation for the current basic solution in a generated cut.
+ Default: 1e-4. */
+ double MINVIOL;
+
+ /** Maximum support relative to number of columns. Must be between 0
+ and 1. Default: 0. */
+ double MAX_SUPPORT_REL;
+
+ /** Which cleaning procedure should be used? */
+ CleaningProcedure CLEAN_PROC;
+
+ /** Use integer slacks to generate cuts if USE_INTSLACKS = 1. Default: 0. */
+ bool USE_INTSLACKS;
+
+ /** Check for duplicates when adding the cut to the collection? */
+ bool CHECK_DUPLICATES;
+
+ /** Should we try to rescale cut coefficients on continuous variables
+ so that they become integral, or do we only rescale coefficients
+ on integral variables? Used only by cleaning procedure that try
+ the integral scaling. */
+ bool INTEGRAL_SCALE_CONT;
+
+ /** Should we discard badly scaled cuts (according to the scaling
+ procedure in use)? If false, CglGMI::scaleCut always returns
+ true, even though it still scales cuts whenever possible, but
+ not cut is rejected for scaling. Default true. Used only by
+ cleaning procedure that try to scale. */
+ bool ENFORCE_SCALING;
+
+ //@}
+};
+
+#endif