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authorHarpreet2016-08-04 15:25:44 +0530
committerHarpreet2016-08-04 15:25:44 +0530
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+// Copyright (C) 2002, International Business Machines
+// Corporation and others. All Rights Reserved.
+// This code is licensed under the terms of the Eclipse Public License (EPL).
+
+#ifndef CglGomory_H
+#define CglGomory_H
+
+#include <string>
+
+#include "CglCutGenerator.hpp"
+
+class CoinWarmStartBasis;
+/** Gomory Cut Generator Class */
+class CglGomory : public CglCutGenerator {
+ friend void CglGomoryUnitTest(const OsiSolverInterface * siP,
+ const std::string mpdDir );
+
+public:
+
+
+ /**@name Generate Cuts */
+ //@{
+ /** Generate Mixed Integer Gomory cuts for the model of the
+ solver interface, si.
+
+ Insert the generated cuts into OsiCut, cs.
+
+ There is a limit option, which will only generate cuts with
+ less than this number of entries.
+
+ We can also only look at 0-1 variables a certain distance
+ from integer.
+ */
+ virtual void generateCuts( const OsiSolverInterface & si, OsiCuts & cs,
+ const CglTreeInfo info = CglTreeInfo());
+ /** Generates cuts given matrix and solution etc,
+ returns number of cuts generated */
+ int generateCuts( const OsiRowCutDebugger * debugger,
+ OsiCuts & cs,
+ const CoinPackedMatrix & columnCopy,
+ const CoinPackedMatrix & rowCopy,
+ const double * colsol,
+ const double * colLower, const double * colUpper,
+ const double * rowLower, const double * rowUpper,
+ const char * intVar ,
+ const CoinWarmStartBasis* warm,
+ const CglTreeInfo info = CglTreeInfo());
+ /** Generates cuts given matrix and solution etc,
+ returns number of cuts generated (no row copy passed in) */
+ int generateCuts( const OsiRowCutDebugger * debugger,
+ OsiCuts & cs,
+ const CoinPackedMatrix & columnCopy,
+ const double * colsol,
+ const double * colLower, const double * colUpper,
+ const double * rowLower, const double * rowUpper,
+ const char * intVar ,
+ const CoinWarmStartBasis* warm,
+ const CglTreeInfo info = CglTreeInfo());
+
+ /// Return true if needs optimal basis to do cuts (will return true)
+ virtual bool needsOptimalBasis() const { return true; }
+ //@}
+
+ /**@name Change way Gomory works */
+ //@{
+ /// Pass in a copy of original solver (clone it)
+ void passInOriginalSolver(OsiSolverInterface * solver);
+ /// Returns original solver
+ inline OsiSolverInterface * originalSolver() const
+ { return originalSolver_;}
+ /// Set type - 0 normal, 1 add original matrix one, 2 replace
+ inline void setGomoryType(int type)
+ { gomoryType_=type;}
+ /// Return type
+ inline int gomoryType() const
+ { return gomoryType_;}
+ //@}
+
+ /**@name Change limit on how many variables in cut (default 50) */
+ //@{
+ /// Set
+ void setLimit(int limit);
+ /// Get
+ int getLimit() const;
+ /// Set at root (if <normal then use normal)
+ void setLimitAtRoot(int limit);
+ /// Get at root
+ int getLimitAtRoot() const;
+ /// Return maximum length of cut in tree
+ virtual int maximumLengthOfCutInTree() const;
+ //@}
+
+ /**@name Change criterion on which variables to look at. All ones
+ more than "away" away from integrality will be investigated
+ (default 0.05) */
+ //@{
+ /// Set away
+ void setAway(double value);
+ /// Get away
+ double getAway() const;
+ /// Set away at root
+ void setAwayAtRoot(double value);
+ /// Get away at root
+ double getAwayAtRoot() const;
+ //@}
+
+ /**@name Change criterion on which the cut id relaxed if the code
+ thinks the factorization has inaccuracies. The relaxation to
+ RHS is smallest of -
+ 1) 1.0e-4
+ 2) conditionNumberMultiplier * condition number of factorization
+ 3) largestFactorMultiplier * largest (dual*element) forming tableau
+ row
+ */
+ //@{
+ /// Set ConditionNumberMultiplier
+ void setConditionNumberMultiplier(double value);
+ /// Get ConditionNumberMultiplier
+ double getConditionNumberMultiplier() const;
+ /// Set LargestFactorMultiplier
+ void setLargestFactorMultiplier(double value);
+ /// Get LargestFactorMultiplier
+ double getLargestFactorMultiplier() const;
+ //@}
+
+ /**@name change factorization */
+ //@{
+ /// Set/unset alternative factorization
+ inline void useAlternativeFactorization(bool yes=true)
+ { alternateFactorization_= (yes) ? 1 : 0;}
+ /// Get whether alternative factorization being used
+ inline bool alternativeFactorization() const
+ { return (alternateFactorization_!=0);}
+ //@}
+
+ /**@name Constructors and destructors */
+ //@{
+ /// Default constructor
+ CglGomory ();
+
+ /// Copy constructor
+ CglGomory (
+ const CglGomory &);
+
+ /// Clone
+ virtual CglCutGenerator * clone() const;
+
+ /// Assignment operator
+ CglGomory &
+ operator=(
+ const CglGomory& rhs);
+
+ /// Destructor
+ virtual
+ ~CglGomory ();
+ /// Create C++ lines to get to current state
+ virtual std::string generateCpp( FILE * fp);
+ /// This can be used to refresh any inforamtion
+ virtual void refreshSolver(OsiSolverInterface * solver);
+ //@}
+
+private:
+
+ // Private member methods
+
+ // Private member data
+
+ /**@name Private member data */
+ //@{
+ /// Only investigate if more than this away from integrality
+ double away_;
+ /// Only investigate if more than this away from integrality (at root)
+ double awayAtRoot_;
+ /// Multiplier for conditionNumber cut relaxation
+ double conditionNumberMultiplier_;
+ /// Multiplier for largest factor cut relaxation
+ double largestFactorMultiplier_;
+ /// Original solver
+ OsiSolverInterface * originalSolver_;
+ /// Limit - only generate if fewer than this in cut
+ int limit_;
+ /// Limit - only generate if fewer than this in cut (at root)
+ int limitAtRoot_;
+ /// Dynamic limit in tree
+ int dynamicLimitInTree_;
+ /// Number of times stalled
+ int numberTimesStalled_;
+ /// nonzero to use alternative factorization
+ int alternateFactorization_;
+ /// Type - 0 normal, 1 add original matrix one, 2 replace
+ int gomoryType_;
+ //@}
+};
+
+//#############################################################################
+/** A function that tests the methods in the CglGomory 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 CglGomoryUnitTest(const OsiSolverInterface * siP,
+ const std::string mpdDir );
+
+#endif