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authorHarpreet2016-09-03 00:36:51 +0530
committerHarpreet2016-09-03 00:36:51 +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