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authorHarpreet2016-08-04 15:25:44 +0530
committerHarpreet2016-08-04 15:25:44 +0530
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+// $Id: CglSimpleRounding.hpp 1149 2013-10-21 18:23:53Z tkr $
+// Copyright (C) 2000, International Business Machines
+// Corporation and others. All Rights Reserved.
+// This code is licensed under the terms of the Eclipse Public License (EPL).
+
+#ifndef CglSimpleRounding_H
+#define CglSimpleRounding_H
+
+#include <string>
+
+#include "CglCutGenerator.hpp"
+#include "CoinPackedMatrix.hpp"
+
+/** Simple Rounding Cut Generator Class
+
+ This class generates simple rounding cuts via the following method:
+ For each contraint,
+ attempt to derive a <= inequality in all integer variables
+ by netting out any continuous variables.
+ Divide the resulting integer inequality through by
+ the greatest common denomimator (gcd) of the lhs coefficients.
+ Round down the rhs.
+
+ Warning: Use with careful attention to data precision.
+
+ (Reference: Nemhauser and Wolsey, Integer and Combinatorial Optimization, 1988, pg 211.)
+*/
+
+class CglSimpleRounding : public CglCutGenerator {
+ friend void CglSimpleRoundingUnitTest(const OsiSolverInterface * siP,
+ const std::string mpdDir );
+
+public:
+
+ /**@name Generate Cuts */
+ //@{
+ /** Generate simple rounding cuts for the model accessed through the solver interface.
+ Insert generated cuts into the cut set cs.
+ */
+ virtual void generateCuts( const OsiSolverInterface & si, OsiCuts & cs,
+ const CglTreeInfo info = CglTreeInfo());
+ //@}
+
+ /**@name Constructors and destructors */
+ //@{
+ /// Default constructor
+ CglSimpleRounding ();
+
+ /// Copy constructor
+ CglSimpleRounding (
+ const CglSimpleRounding &);
+
+ /// Clone
+ virtual CglCutGenerator * clone() const;
+
+ /// Assignment operator
+ CglSimpleRounding &
+ operator=(
+ const CglSimpleRounding& rhs);
+
+ /// Destructor
+ virtual
+ ~CglSimpleRounding ();
+ /// Create C++ lines to get to current state
+ virtual std::string generateCpp( FILE * fp);
+ //@}
+
+private:
+
+ // Private member methods
+
+ /**@name Private methods */
+ //@{
+
+ /// Derive a <= inequality in integer variables from the rowIndex-th constraint
+ bool deriveAnIntegerRow(
+ const OsiSolverInterface & si,
+ int rowIndex,
+ const CoinShallowPackedVector & matrixRow,
+ CoinPackedVector & irow,
+ double & b,
+ bool * negative) const;
+
+
+ /** Given a vector of doubles, x, with size elements and a positive tolerance,
+ dataTol, this method returns the smallest power of 10 needed so that
+ x[i]*10**power "is integer" for all i=0,...,size-1.
+
+ ** change of definition of dataTol so that it refers to original
+ data, not to scaled data as that seems to lead to problems.
+
+ So if xScaled is x[i]*10**power and xInt is rounded(xScaled)
+ then fabs(xScaled-xInt) <= dataTol*10**power. This means that
+ dataTol should be smaller - say 1.0e-12 rather tahn 1.0e-8
+
+ Returns -number of times overflowed if the power is so big that it will
+ cause overflow (i.e. integer stored will be bigger than 2**31).
+ Test in cut generator.
+ */
+ int power10ToMakeDoubleAnInt(
+ int size, // the length of the vector x
+ const double * x,
+ double dataTol ) const; // the precision of the data, i.e. the positive
+ // epsilon, which is equivalent to zero
+
+ /**@name Greatest common denominators methods */
+ //@{
+ /// Returns the greatest common denominator of two positive integers, a and b.
+ inline int gcd(int a, int b) const;
+
+ /** Returns the greatest common denominator of a vector of
+ positive integers, vi, of length n.
+ */
+ inline int gcdv(int n, const int * const vi) const;
+ //@}
+
+ //@}
+
+ /**@name Private member data */
+ //@{
+ /// A value within an epsilon_ neighborhood of 0 is considered to be 0.
+ double epsilon_;
+ //@}
+};
+
+
+//-------------------------------------------------------------------
+// Returns the greatest common denominator of two
+// positive integers, a and b, found using Euclid's algorithm
+//-------------------------------------------------------------------
+int
+CglSimpleRounding::gcd(int a, int b) const
+{
+ if(a > b) {
+ // Swap a and b
+ int temp = a;
+ a = b;
+ b = temp;
+ }
+ int remainder = b % a;
+ if (remainder == 0) return a;
+ else return gcd(remainder,a);
+}
+
+//-------------------------------------------------------------------
+// Returns the greatest common denominator of a vector of
+// positive integers, vi, of length n.
+//-------------------------------------------------------------------
+int
+CglSimpleRounding::gcdv(int n, const int* const vi) const
+{
+ if (n==0)
+ abort();
+
+ if (n==1)
+ return vi[0];
+
+ int retval=gcd(vi[0], vi[1]);
+ for (int i=2; i<n; i++){
+ retval=gcd(retval,vi[i]);
+ }
+ return retval;
+}
+
+//#############################################################################
+/** A function that tests the methods in the CglSimpleRounding 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 CglSimpleRoundingUnitTest(const OsiSolverInterface * siP,
+ const std::string mpdDir );
+
+#endif