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author | Harpreet | 2016-09-03 00:36:51 +0530 |
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committer | Harpreet | 2016-09-03 00:36:51 +0530 |
commit | a0d9443af147e949c1e6a01ac24749d12593ec5b (patch) | |
tree | 1a1955c5482ae608fd7f618b06f4ecc6a0d39a23 /newstructure/thirdparty/linux/include/coin/BonTMINLP2OsiLP.hpp | |
parent | 4b64cf486f5c999fd8167758cae27839f3b50848 (diff) | |
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cbcintlinprog added
Diffstat (limited to 'newstructure/thirdparty/linux/include/coin/BonTMINLP2OsiLP.hpp')
-rw-r--r-- | newstructure/thirdparty/linux/include/coin/BonTMINLP2OsiLP.hpp | 164 |
1 files changed, 0 insertions, 164 deletions
diff --git a/newstructure/thirdparty/linux/include/coin/BonTMINLP2OsiLP.hpp b/newstructure/thirdparty/linux/include/coin/BonTMINLP2OsiLP.hpp deleted file mode 100644 index 09fb186..0000000 --- a/newstructure/thirdparty/linux/include/coin/BonTMINLP2OsiLP.hpp +++ /dev/null @@ -1,164 +0,0 @@ -// (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 BonminTMINLP2OsiLP_H -#define BonminTMINLP2OsiLP_H - -#include <cmath> -#include <cstdio> -#include "IpSmartPtr.hpp" -#include "IpTNLP.hpp" -#include "BonTypes.hpp" - -class OsiSolverInterface; -class OsiCuts; - -namespace Bonmin { - class TMINLP2TNLP; - class BabSetupBase; - - /** A transformer class to build outer approximations i.e. transfomrs nonlinear programs into linear programs.*/ - class TMINLP2OsiLP: public Ipopt::ReferencedObject { - - public: - - /** Default constructor.*/ - TMINLP2OsiLP(): - tiny_(-0.), - very_tiny_(-0.) - {} - - /** Copy constructor.*/ - TMINLP2OsiLP(const TMINLP2OsiLP & other): - tiny_(other.tiny_), - very_tiny_(other.very_tiny_), - model_(other.model_){ - } - - /** virtual copy constructor*/ - virtual TMINLP2OsiLP * clone() const = 0; - - void set_tols(double tiny, double very_tiny, double rhs_relax, double infty){ - tiny_ = tiny; - very_tiny_ = very_tiny; - rhs_relax_ = rhs_relax; - infty_ = infty; - } - - void set_model(Bonmin::TMINLP2TNLP * model){ - model_ = model; - initialize_jac_storage(); - } - - /** Assignment operator.*/ - TMINLP2OsiLP & operator=(const TMINLP2OsiLP& rhs){ - if(this != & rhs){ - tiny_ = rhs.tiny_; - very_tiny_ = rhs.very_tiny_; - model_ = rhs.model_; - } - return (*this); - } - - /** Destructor.*/ - ~TMINLP2OsiLP(){} - - /** Build the Outer approximation of model_ in x and put it in si.*/ - virtual void extract(OsiSolverInterface *si, - const double * x, bool getObj) = 0; - - -/** Get OAs of nonlinear constraints in x.*/ - virtual void get_refined_oa(OsiCuts & cs - ) const = 0; - -/** Get OAs of nonlinear constraints in x.*/ - virtual void get_oas(OsiCuts & cs, - const double * x, bool getObj, bool global) const = 0; - - - - protected: - /** 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) const; - /** If constraint coefficient is below this, we try to remove it.*/ - double tiny_; - /** If constraint coefficient is below this, we neglect it.*/ - double very_tiny_; - /** Amount by which to relax OA constraints RHSes*/ - double rhs_relax_; - /** infinity.*/ - double infty_; - /** Count the number of linear outer approximations taken.*/ - static int nTimesCalled; - - /** Cache Jacobian matrix*/ - /** Columns of jacobian.*/ - mutable vector<int> jCol_; - /** Rows of jacobian.*/ - mutable vector<int> iRow_; - /** Values of jacobian.*/ - mutable vector<double> value_; - - vector<Ipopt::TNLP::LinearityType> const_types_; - - void initialize_jac_storage(); - - Ipopt::SmartPtr<Bonmin::TMINLP2TNLP> model_; - }; - -//A procedure to try to remove small coefficients in OA cuts (or make it non small -inline -bool -TMINLP2OsiLP::cleanNnz(double &value, double colLower, double colUpper, - double rowLower, double rowUpper, double colsol, - double & lb, double &ub, double tiny, double veryTiny) const -{ - if(fabs(value)>= tiny) return 1; - //fprintf(stderr, "Warning: small coefficient %g\n", tiny); - - 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 - return 1; -} - - -} - -#endif - |