initial add

1 files changed, 272 insertions, 0 deletions

diff --git a/build/Bonmin/include/coin/CglRedSplitParam.hpp b/build/Bonmin/include/coin/CglRedSplitParam.hpp
new file mode 100644
index 0000000..2601fb2
--- /dev/null
+++ b/build/Bonmin/include/coin/CglRedSplitParam.hpp
@@ -0,0 +1,272 @@
+// Name:     CglRedSplitParam.hpp
+// Author:   Francois Margot
+//           Tepper School of Business
+//           Carnegie Mellon University, Pittsburgh, PA 15213
+//           email: fmargot@andrew.cmu.edu
+// Date:     11/24/06
+//
+// $Id: CglRedSplitParam.hpp 1122 2013-04-06 20:39:53Z stefan $
+//-----------------------------------------------------------------------------
+// Copyright (C) 2006, Francois Margot and others.  All Rights Reserved.
+// This code is licensed under the terms of the Eclipse Public License (EPL).
+
+#ifndef CglRedSplitParam_H
+#define CglRedSplitParam_H
+
+#include "CglParam.hpp"
+
+
+  /**@name CglRedSplit Parameters */
+  //@{
+
+  /** Class collecting parameters the Reduced-and-split 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.
+
+      - LUB: Value considered large for the absolute value of a lower or upper
+             bound on a variable. See method setLUB().
+      - MAXDYN: Maximum ratio between largest and smallest non zero 
+                coefficients in a cut. See method setMAXDYN().
+      - MAXDYN_LUB: Maximum ratio between largest and smallest non zero 
+                    coefficients in a cut involving structural variables with
+		    lower or upper bound in absolute value larger than LUB.
+                    Should logically be larger or equal to MAXDYN.
+                    See method setMAXDYN_LUB().
+      - EPS_ELIM: Precision for deciding if a coefficient is zero when 
+                  eliminating slack variables. See method setEPS_ELIM().
+      - EPS_COEFF_LUB: Precision for deciding if a coefficient of a 
+                       generated cut is zero when the corresponding 
+                       variable has a lower or upper bound larger than 
+                       LUB in absolute value. See method setEPS_COEFF_LUB().
+      - 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).
+                       See method setUSE_INTSLACKS().
+      - USE_CG2: Use alternative formula to generate a mixed integer Gomory
+                 cut (see methods CglRedSPlit::generate_cgcut() 
+                 and CglRedSPlit::generate_cgcut_2()). See method setUSE_CG2().
+      - normIsZero: Norm of a vector is considered zero if smaller than
+                    this value. See method setNormIsZero(). 
+      - minReduc: Reduction is performed only if the norm of the vector is
+                  reduced by this fraction. See method setMinReduc().
+      - away: Look only at basic integer variables whose current value
+              is at least this value from being integer. See method setAway().
+      - maxTab: Controls the number of rows selected for the generation. See
+                method setMaxTab().
+  */
+  //@}
+
+class CglRedSplitParam : public CglParam {
+
+public:
+
+  /**@name Set/get methods */
+  //@{
+  /** 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: 0.05 */
+  virtual void setAway(const double value);
+  /// Get value of away
+  inline double getAway() const {return away_;}
+
+ /** Set the value of LUB, value considered large for the absolute value of
+      a lower or upper bound on a variable;
+      Default: 1000 */
+  virtual void setLUB(const double value);
+  /** Get the value of LUB */
+  inline double getLUB() const {return LUB;}
+
+  /** Set the value of EPS_ELIM, epsilon for values of coefficients when 
+      eliminating slack variables;
+      Default: 1e-12 */
+  void setEPS_ELIM(const double value);
+  /** Get the value of EPS_ELIM */
+  double getEPS_ELIM() const {return EPS_ELIM;}
+  
+  /** Set EPS_RELAX_ABS */
+  virtual void setEPS_RELAX_ABS(const double eps_ra);
+  /** Get value of EPS_RELAX_ABS */
+  inline double getEPS_RELAX_ABS() const {return EPS_RELAX_ABS;}
+
+  /** Set EPS_RELAX_REL */
+  virtual void setEPS_RELAX_REL(const double eps_rr);
+  /** Get value of EPS_RELAX_REL */
+  inline double getEPS_RELAX_REL() const {return EPS_RELAX_REL;}
+
+  // Set the maximum ratio between largest and smallest non zero 
+  // coefficients in a cut. Default: 1e8.
+  virtual void setMAXDYN(double value);
+  /** Get the value of MAXDYN */
+  inline double getMAXDYN() const {return MAXDYN_LUB;}
+
+  // Set the maximum ratio between largest and smallest non zero 
+  // coefficient in a cut involving structural variables with
+  // lower or upper bound in absolute value larger than LUB.
+  // Should logically be larger or equal to MAXDYN. Default: 1e13.
+  virtual void setMAXDYN_LUB(double value);
+  /** Get the value of MAXDYN_LUB */
+  inline double getMAXDYN_LUB() const {return MAXDYN_LUB;}
+
+  /** Set the value of EPS_COEFF_LUB, epsilon for values of coefficients for 
+      variables with absolute value of lower or upper bound larger than LUB;
+      Default: 1e-13 */
+  virtual void setEPS_COEFF_LUB(const double value);
+  /** Get the value of EPS_COEFF_LUB */
+  inline double getEPS_COEFF_LUB() const {return EPS_COEFF_LUB;}
+
+  /** 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;}
+
+  /** Set the value of USE_INTSLACKS. Default: 0 */
+  virtual void setUSE_INTSLACKS(int value);
+  /** Get the value of USE_INTSLACKS */
+  inline int getUSE_INTSLACKS() const {return USE_INTSLACKS;}
+
+  /** Set the value of USE_CG2. Default: 0 */
+  virtual void setUSE_CG2(int value);
+  /** Get the value of USE_CG2 */
+  inline int getUSE_CG2() const {return USE_CG2;}
+
+  /** Set the value of normIsZero, the threshold for considering a norm to be 
+      0; Default: 1e-5 */
+  virtual void setNormIsZero(const double value);
+  /** Get the value of normIsZero */
+  inline double getNormIsZero() const {return normIsZero;}
+
+  /** Set the value of minReduc, threshold for relative norm improvement for
+   performing  a reduction; Default: 0.05 */
+  virtual void setMinReduc(const double value);
+  /// Get the value of minReduc
+  inline double getMinReduc() const {return minReduc;}
+
+  /** Set the maximum allowed value for (mTab * mTab * CoinMax(mTab, nTab)) where 
+      mTab is the number of rows used in the combinations and nTab is the 
+      number of continuous non basic variables. The work of the generator is 
+      proportional to (mTab * mTab * CoinMax(mTab, nTab)). Reducing the value of 
+      maxTab makes the generator faster, but weaker. Default: 1e7. */
+  virtual void setMaxTab(const double value);
+  /// Get the value of maxTab
+  inline double getMaxTab() const {return maxTab_;}
+  //@}
+
+  /**@name Constructors and destructors */
+  //@{
+  /// Default constructor 
+  CglRedSplitParam(const double lub = 1000.0,
+		   const double eps_elim = 1e-12,
+		   const double eps_relax_abs = 1e-8,
+		   const double eps_relax_rel = 0.0,
+		   const double max_dyn = 1e8,
+		   const double max_dyn_lub = 1e13,
+		   const double eps_coeff_lub = 1e-13,
+		   const double min_viol = 1e-7,
+		   const int use_int_slacks = 0,
+		   const int use_cg2 = 0,
+		   const double norm_zero = 1e-5,
+		   const double min_reduc = 0.05,
+		   const double away = 0.05,
+		   const double max_tab = 1e7);
+
+   /// Constructor from CglParam
+  CglRedSplitParam(const CglParam &source,
+		   const double lub = 1000.0,
+		   const double eps_elim = 1e-12,
+		   const double eps_relax_abs = 1e-8,
+		   const double eps_relax_rel = 0.0,
+		   const double max_dyn = 1e8,
+		   const double max_dyn_lub = 1e13,
+		   const double eps_coeff_lub = 1e-13,
+		   const double min_viol = 1e-7,
+		   const int use_int_slacks = 0,
+		   const int use_cg2 = 0,
+		   const double norm_zero = 1e-5,
+		   const double min_reduc = 0.05,
+		   const double away = 0.05,
+		   const double max_tab = 1e7);
+
+  /// Copy constructor 
+  CglRedSplitParam(const CglRedSplitParam &source);
+
+  /// Clone
+  virtual CglRedSplitParam* clone() const;
+
+  /// Assignment operator 
+  virtual CglRedSplitParam& operator=(const CglRedSplitParam &rhs);
+
+  /// Destructor 
+  virtual ~CglRedSplitParam();
+  //@}
+
+protected:
+
+  /**@name Parameters */
+  //@{
+
+  /** Value considered large for the absolute value of lower or upper 
+      bound on a variable. Default: 1000. */
+  double LUB;
+
+  /** Epsilon for value of coefficients when eliminating slack variables. 
+      Default: 1e-12. */
+   double EPS_ELIM;
+
+  /** Value added to the right hand side of each generated cut to relax it.
+      Default: 1e-8 */
+  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: 0 */
+  double EPS_RELAX_REL;
+
+  // Maximum ratio between largest and smallest non zero 
+  // coefficients in a cut. Default: 1e8.
+  double MAXDYN;
+
+  // Maximum ratio between largest and smallest non zero 
+  // coefficients in a cut involving structural variables with
+  // lower or upper bound in absolute value larger than LUB.
+  // Should logically be larger or equal to MAXDYN. Default: 1e13.
+  double MAXDYN_LUB;
+
+  /// Epsilon for value of coefficients for variables with absolute value of
+  /// lower or upper bound larger than LUB. Default: 1e-13.
+  double EPS_COEFF_LUB;
+
+  /// Minimum violation for the current basic solution in a generated cut.
+  /// Default: 1e-7.
+  double MINVIOL;
+
+  /// Use integer slacks to generate cuts if USE_INTSLACKS = 1. Default: 0.
+  int USE_INTSLACKS;
+
+  /// Use second way to generate a mixed integer Gomory cut 
+  /// (see methods generate_cgcut()) and generate_cgcut_2()). Default: 0.
+  int USE_CG2;
+
+  /// Norm of a vector is considered zero if smaller than normIsZero;
+  /// Default: 1e-5.
+  double normIsZero;
+
+  /// Minimum reduction in percent that must be achieved by a potential 
+  /// reduction step in order to be performed; Between 0 and 1, default: 0.05.
+  double minReduc;
+
+  /// Use row only if pivot variable should be integer but is more 
+  /// than away_ from being integer.
+  double away_;
+  
+  /// Maximum value for (mTab * mTab * CoinMax(mTab, nTab)). See method 
+  /// setMaxTab().
+  double maxTab_;
+
+  //@}
+};
+
+#endif