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authorHarpreet2016-09-03 00:36:51 +0530
committerHarpreet2016-09-03 00:36:51 +0530
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-// (C) Copyright International Business Machines Corporation 2007
-// All Rights Reserved.
-// This code is published under the Eclipse Public License.
-//
-// Authors :
-// Pierre Bonami, International Business Machines Corporation
-//
-// Date : 10/16/2007
-#ifndef BonminOuterApprox_H
-#define BonminOuterApprox_H
-
-#include <cmath>
-
-namespace Bonmin{
- class OsiTMINLPInterface;
- class BabSetupBase;
-}
-class OsiSolverInterface;
-namespace Bonmin {
- /** A class to build outer approximations.*/
- class OuterApprox{
-
- public:
-
- /** Default constructor.*/
- OuterApprox():
- tiny_(-0.),
- veryTiny_(-0.)
- {}
-
- /** Copy constructor.*/
- OuterApprox(const OuterApprox & other):
- tiny_(other.tiny_),
- veryTiny_(other.veryTiny_){
- }
-
-
- /** Assignment operator.*/
- OuterApprox & operator=(const OuterApprox& rhs){
- if(this != & rhs){
- tiny_ = rhs.tiny_;
- veryTiny_ = rhs.veryTiny_;}
- return (*this);
- }
-
- /** Destructor.*/
- ~OuterApprox(){}
-
- /** Initialize using options.*/
- void initialize(Bonmin::BabSetupBase &b);
-
- /** Build the Outer approximation in minlp and put it in si.*/
- void extractLinearRelaxation(Bonmin::OsiTMINLPInterface &minlp,
- OsiSolverInterface *si,
- const double * x, bool getObj);
- /** Operator() calls extractLinearRelaxation*/
- void operator()(Bonmin::OsiTMINLPInterface &minlp,
- OsiSolverInterface *si,
- const double * x, bool getObj){
- extractLinearRelaxation(minlp, si, x, getObj);}
-
- private:
- /** Facilitator to clean up coefficient.*/
- inline bool cleanNnz(double &value, double colLower, double colUpper,
- double rowLower, double rowUpper, double colsol,
- double & lb, double &ub, double tiny, double veryTiny);
- /** If constraint coefficient is below this, we try to remove it.*/
- double tiny_;
- /** If constraint coefficient is below this, we neglect it.*/
- double veryTiny_;
- /** Count the number of linear outer approximations taken.*/
- static int nTimesCalled;
- };
-
-//A procedure to try to remove small coefficients in OA cuts (or make it non small
-inline
-bool
-OuterApprox::cleanNnz(double &value, double colLower, double colUpper,
- double rowLower, double rowUpper, double colsol,
- double & lb, double &ub, double tiny, double veryTiny)
-{
- if(fabs(value)>= tiny) return 1;
-
- if(fabs(value)<veryTiny) return 0;//Take the risk?
-
- //try and remove
- double infty = 1e20;
- bool colUpBounded = colUpper < 10000;
- bool colLoBounded = colLower > -10000;
- bool rowNotLoBounded = rowLower <= - infty;
- bool rowNotUpBounded = rowUpper >= infty;
- bool pos = value > 0;
-
- if(colLoBounded && pos && rowNotUpBounded) {
- lb += value * (colsol - colLower);
- return 0;
- }
- else
- if(colLoBounded && !pos && rowNotLoBounded) {
- ub += value * (colsol - colLower);
- return 0;
- }
- else
- if(colUpBounded && !pos && rowNotUpBounded) {
- lb += value * (colsol - colUpper);
- return 0;
- }
- else
- if(colUpBounded && pos && rowNotLoBounded) {
- ub += value * (colsol - colUpper);
- return 0;
- }
- //can not remove coefficient increase it to smallest non zero
- if(pos) value = tiny;
- else
- value = - tiny;
- return 1;
-}
-
-}
-
-#endif
-