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-// Name: CglRedSplit2Param.hpp
-// Author: Giacomo Nannicini
-// Singapore University of Technology and Design
-// Singapore
-// email: nannicini@sutd.edu.sg
-// Date: 03/09/09
-//-----------------------------------------------------------------------------
-// Copyright (C) 2010, Giacomo Nannicini and others. All Rights Reserved.
-
-#ifndef CglRedSplit2Param_H
-#define CglRedSplit2Param_H
-
-#include "CglParam.hpp"
-#include <vector>
-
- /**@name CglRedSplit2 Parameters */
- //@{
-
- /** Class collecting parameters the Reduced-and-split cut generator.
-
- An important thing to note is that the cut generator allows for
- the selection of a number of strategies that can be combined
- together. By default, a selection that typically yields a good
- compromise between speed and cut strenght is made. The selection
- can be changed by resetting the default choices (see the
- functions whose name starts with "reset") or by setting the
- parameter use_default_strategies to false in the
- constructors. After this, the chosen strategies can be added to
- the list by using the functions whose name starts with
- "add". All strategies will be combined together: if we choose 3
- row selection strategies, 2 column selection strategies, and 2
- possible numbers of rows, we end up with a total of 3*2*2
- combinations.
-
- For a detailed explanation of the parameters and their meaning,
- see the paper by Cornuejols and Nannicini: "Practical strategies
- for generating rank-1 split cuts in mixed-integer linear
- programming", on Mathematical Programming Computation.
-
- Parameters of the generator are listed below.
-
- - MAXDYN: Maximum ratio between largest and smallest non zero
- coefficients in a cut. See method setMAXDYN().
- - EPS_ELIM: Precision for deciding if a coefficient is zero when
- eliminating slack variables. See method setEPS_ELIM().
- - MINVIOL: Minimum violation for the current basic solution in
- a generated cut. See method setMINVIOL().
- - EPS_RELAX_ABS: Absolute relaxation of cut rhs.
- - EPS_RELAX_REL: Relative relaxation of cut rhs.
- - MAX_SUPP_ABS: Maximum cut support (absolute).
- - MAX_SUPP_REL: Maximum cut support (relative): the formula to
- compute maximum cut support is
- MAX_SUPP_ABS + ncol*MAX_SUPP_REL.
- - USE_INTSLACKS: Use integer slacks to generate cuts. (not implemented).
- See method setUSE_INTSLACKS().
- - normIsZero: Norm of a vector is considered zero if smaller than
- this value. See method setNormIsZero().
- - minNormReduction: a cut is generated if the new norm of the row on the
- continuous nonbasics is reduced by at least
- this factor (relative reduction).
- - away: Look only at basic integer variables whose current value
- is at least this value from being integer. See method setAway().
- - maxSumMultipliers: maximum sum (in absolute value) of row multipliers
- - normalization: normalization factor for the norm of lambda in the
- coefficient reduction algorithm (convex min problem)
- - numRowsReduction: Maximum number of rows in the linear system for
- norm reduction.
- - columnSelectionStrategy: parameter to select which columns should be
- used for coefficient reduction.
- - rowSelectionStrategy: parameter to select which rows should be
- used for coefficient reduction.
- - timeLimit: Time limit (in seconds) for cut generation.
- - maxNumCuts: Maximum number of cuts that can be returned at each pass;
- we could generate more cuts than this number (see below)
- - maxNumComputedCuts: Maximum number of cuts that can be computed
- by the generator at each pass
- - maxNonzeroesTab : Rows of the simplex tableau with more than
- this number of nonzeroes will not be
- considered for reduction. Only works if
- RS_FAST_* are defined in CglRedSplit2.
- - skipGomory: Skip traditional Gomory cuts, i.e. GMI cuts arising from
- a single row of the tableau (instead of a combination).
- Default is 1 (true), because we assume that they are
- generated by a traditional Gomory generator anyway.
- */
- //@}
-
-class CglRedSplit2Param : public CglParam {
-
-public:
- /** Enumerations for parameters */
-
- /** Row selection strategies; same names as in the paper */
- enum RowSelectionStrategy{
- /* Pick rows that introduce the fewest nonzeroes on integer nonbasics */
- RS1,
- /* Pick rows that introduce the fewest nonzeroes on the set of working
- continuous nonbasics */
- RS2,
- /* Pick rows that introduce the fewest nonzeroes on both integer and
- working continuous nonbasics */
- RS3,
- /* Same as RS0 but with greedy algorithm */
- RS4,
- /* Same as RS1 but with greedy algorithm */
- RS5,
- /* Same as RS2 but with greedy algorithm */
- RS6,
- /* Pick rows with smallest angle in the space of integer and working
- continuous nonbasics */
- RS7,
- /* Pick rows with smallest angle in the space of working
- continuous nonbasics */
- RS8,
- /* Use all strategies */
- RS_ALL,
- /* Use best ones - that is, RS8 and RS7 */
- RS_BEST
- };
-
- /** Column selection strategies; again, look them up in the paper. */
- enum ColumnSelectionStrategy{
- /* C-3P */
- CS1, CS2, CS3,
- /* C-5P */
- CS4, CS5, CS6, CS7, CS8,
- /* I-2P-2/3 */
- CS9, CS10,
- /* I-2P-4/5 */
- CS11, CS12,
- /* I-2P-1/2 */
- CS13, CS14,
- /* I-3P */
- CS15, CS16, CS17,
- /* I-4P */
- CS18, CS19, CS20, CS21,
- /* Use all strategies up to this point */
- CS_ALL,
- /* Use best strategies (same effect as CS_ALL, because it turns out that
- using all strategies is the best thing to do) */
- CS_BEST,
- /* Optimize over all continuous nonbasic columns; this does not give
- good results, but we use it for testing Lift & Project + RedSplit */
- CS_ALLCONT,
- /* Lift & Project specific strategy: only select variables which
- are nonbasic in the tableau but are basic in the point to cut
- off. This strategy cannot be used outside L&P. It is not very
- effective even with L&P, but is left here for testing.*/
- CS_LAP_NONBASICS
- };
-
- /** Scaling strategies for new nonbasic columns for Lift & Project;
- * "factor" is the value of columnScalingBoundLAP_ */
- enum ColumnScalingStrategy{
- /* No scaling */
- SC_NONE,
- /* Multiply by |xbar[i]| where xbar[i] is the value of the
- corresponding component of the point that we want to cut off */
- SC_LINEAR,
- /* Multiply by min(factor,|xbar[i]|) */
- SC_LINEAR_BOUNDED,
- /* Multiply by min(factor,log(|xbar[i]|)) */
- SC_LOG_BOUNDED,
- /* Multiply all new nonbasics by factor */
- SC_UNIFORM,
- /* Multiply only nonzero coefficients by factor */
- SC_UNIFORM_NZ
- };
-
- /**@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: 0.005 */
- virtual void setAway(double value);
- /// Get value of away
- inline double getAway() const {return away_;}
-
- /** Set the value of EPS_ELIM, epsilon for values of coefficients when
- eliminating slack variables;
- Default: 0.0 */
- void setEPS_ELIM(double value);
- /** Get the value of EPS_ELIM */
- double getEPS_ELIM() const {return EPS_ELIM;}
-
- /** Set EPS_RELAX_ABS */
- virtual void setEPS_RELAX_ABS(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(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: 1e6.
- virtual void setMAXDYN(double value);
- /** Get the value of MAXDYN */
- inline double getMAXDYN() const {return MAXDYN;}
-
- /** Set the value of MINVIOL, the minimum violation for the current
- basic solution in a generated cut. Default: 1e-3 */
- virtual void setMINVIOL(double value);
- /** Get the value of MINVIOL */
- inline double getMINVIOL() const {return MINVIOL;}
-
- /** Maximum absolute support of the cutting planes. Default: INT_MAX.
- Aliases for consistency with our naming scheme. */
- inline void setMAX_SUPP_ABS(int value) {setMAX_SUPPORT(value);}
- inline int getMAX_SUPP_ABS() const {return MAX_SUPPORT;}
-
- /** Maximum relative support of the cutting planes. Default: 0.0.
- The maximum support is MAX_SUPP_ABS + MAX_SUPPREL*ncols. */
- inline void setMAX_SUPP_REL(double value);
- inline double getMAX_SUPP_REL() const {return MAX_SUPP_REL;}
-
- /** 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 normIsZero, the threshold for considering a norm to be
- 0; Default: 1e-5 */
- virtual void setNormIsZero(double value);
- /** Get the value of normIsZero */
- inline double getNormIsZero() const {return normIsZero_;}
-
- /** Set the value of minNormReduction; Default: 0.1 */
- virtual void setMinNormReduction(double value);
- /** Get the value of normIsZero */
- inline double getMinNormReduction() const {return minNormReduction_;}
-
- /** Set the value of maxSumMultipliers; Default: 10 */
- virtual void setMaxSumMultipliers(int value);
- /** Get the value of maxSumMultipliers */
- inline int getMaxSumMultipliers() const {return maxSumMultipliers_;}
-
- /** Set the value of normalization; Default: 0.0001 */
- virtual void setNormalization(double value);
- /** Get the value of normalization */
- inline double getNormalization() const {return normalization_;}
-
- /** Set the value of numRowsReduction, max number of rows that are used
- * for each row reduction step. In particular, the linear system will
- * involve a numRowsReduction*numRowsReduction matrix */
- virtual void addNumRowsReduction(int value);
- /// get the value
- inline std::vector<int> getNumRowsReduction() const {return numRowsReduction_;}
- /// reset
- inline void resetNumRowsReduction() {numRowsReduction_.clear();}
-
- /** Add the value of columnSelectionStrategy */
- virtual void addColumnSelectionStrategy(ColumnSelectionStrategy value);
- /// get the value
- inline std::vector<ColumnSelectionStrategy> getColumnSelectionStrategy() const {return columnSelectionStrategy_;}
- /// reset
- inline void resetColumnSelectionStrategy(){columnSelectionStrategy_.clear();}
-
- /** Set the value for rowSelectionStrategy, which changes the way we choose
- * the rows for the reduction step */
- virtual void addRowSelectionStrategy(RowSelectionStrategy value);
- /// get the value
- inline std::vector<RowSelectionStrategy> getRowSelectionStrategy() const {return rowSelectionStrategy_;};
- /// reset
- inline void resetRowSelectionStrategy() {rowSelectionStrategy_.clear();}
-
- /** Set the value of numRowsReductionLAP, max number of rows that are used
- * for each row reduction step during Lift & Project.
- * In particular, the linear system will involve a
- * numRowsReduction*numRowsReduction matrix */
- virtual void addNumRowsReductionLAP(int value);
- /// get the value
- inline std::vector<int> getNumRowsReductionLAP() const {return numRowsReductionLAP_;}
- /// reset
- inline void resetNumRowsReductionLAP() {numRowsReductionLAP_.clear();}
-
- /** Add the value of columnSelectionStrategyLAP */
- virtual void addColumnSelectionStrategyLAP(ColumnSelectionStrategy value);
- /// get the value
- inline std::vector<ColumnSelectionStrategy> getColumnSelectionStrategyLAP() const {return columnSelectionStrategyLAP_;}
- /// reset
- inline void resetColumnSelectionStrategyLAP(){columnSelectionStrategyLAP_.clear();}
-
- /** Set the value for rowSelectionStrategyLAP, which changes the way we
- * choose the rows for the reduction step */
- virtual void addRowSelectionStrategyLAP(RowSelectionStrategy value);
- /// get the value
- inline std::vector<RowSelectionStrategy> getRowSelectionStrategyLAP() const {return rowSelectionStrategyLAP_;};
- /// reset
- inline void resetRowSelectionStrategyLAP() {rowSelectionStrategyLAP_.clear();}
-
- /** Set the value for columnScalingStrategyLAP, which sets the way nonbasic
- * columns that are basic in the fractional point to cut off are scaled */
- virtual void setColumnScalingStrategyLAP(ColumnScalingStrategy value);
- /// get the value
- inline ColumnScalingStrategy getColumnScalingStrategyLAP() const {return columnScalingStrategyLAP_; };
-
- /** Set the value for the bound in the column scaling factor */
- virtual void setColumnScalingBoundLAP(double value);
- /// get the value
- inline double getColumnScalingBoundLAP() const {return columnScalingBoundLAP_;};
-
- /** Set the value of the time limit for cut generation (in seconds) */
- virtual void setTimeLimit(double value);
- /// get the value
- inline double getTimeLimit() const {return timeLimit_;}
-
- /** Set the value for the maximum number of cuts that can be returned */
- virtual void setMaxNumCuts(int value);
- /// get the value
- inline int getMaxNumCuts() const {return maxNumCuts_;}
-
- /** Set the value for the maximum number of cuts that can be computed */
- virtual void setMaxNumComputedCuts(int value);
- /// get the value
- inline int getMaxNumComputedCuts() const {return maxNumComputedCuts_;}
-
- /** Set the value for the maximum number of nonzeroes in a row of
- * the simplex tableau for the row to be considered */
- virtual void setMaxNonzeroesTab(int value);
- /// get the value
- inline int getMaxNonzeroesTab() const {return maxNonzeroesTab_;}
-
- /** Set the value of skipGomory: should we skip simple Gomory cuts,
- * i.e. GMI cuts derived from a single row of the simple tableau?
- * This is 1 (true) by default: we only generate cuts from linear
- * combinations of at least two rows. */
- virtual void setSkipGomory(int value);
- /// get the value
- inline int getSkipGomory() const {return skipGomory_;}
-
- //@}
-
- /**@name Constructors and destructors */
- //@{
- /// Default constructor. If use_default_strategies is true, we add
- /// to the list of strategies the default ones. If is false, the
- /// list of strategies is left empty (must be populated before usage!).
- CglRedSplit2Param(bool use_default_strategies = true,
- double eps = 1e-12,
- double eps_coeff = 1e-11,
- double eps_elim = 0.0,
- double eps_relax_abs = 1e-11,
- double eps_relax_rel = 1e-13,
- double max_dyn = 1e6,
- double min_viol = 1e-3,
- int max_supp_abs = 1000,
- double max_supp_rel = 0.1,
- int use_int_slacks = 0,
- double norm_zero = 1e-5,
- double minNormReduction = 0.1,
- int maxSumMultipliers = 10,
- double normalization = 0.0001,
- double away = 0.005,
- double timeLimit = 60,
- int maxNumCuts = 10000,
- int maxNumComputedCuts = 10000,
- int maxNonzeroesTab = 1000,
- double columnScalingBoundLAP = 5.0,
- int skipGomory = 1);
-
- /// Constructor from CglParam. If use_default_strategies is true, we
- /// add to the list of strategies the default ones. If is false, the
- /// list of strategies is left empty (must be populated before
- /// usage!).
- CglRedSplit2Param(const CglParam &source,
- bool use_default_strategies = true,
- double eps_elim = 0.0,
- double eps_relax_abs = 1e-11,
- double eps_relax_rel = 1e-13,
- double max_dyn = 1e6,
- double min_viol = 1e-3,
- double max_supp_rel = 0.1,
- int use_int_slacks = 0,
- double norm_zero = 1e-5,
- double minNormReduction = 0.1,
- int maxSumMultipliers = 10,
- double normalization = 0.0001,
- double away = 0.005,
- double timeLimit = 60,
- int maxNumCuts = 10000,
- int maxNumComputedCuts = 10000,
- int maxNonzeroesTab = 1000,
- double columnScalingBoundLAP = 5.0,
- int skipGomory = 1);
-
- /// Copy constructor
- CglRedSplit2Param(const CglRedSplit2Param &source);
-
- /// Clone
- virtual CglRedSplit2Param* clone() const;
-
- /// Assignment operator
- virtual CglRedSplit2Param& operator=(const CglRedSplit2Param &rhs);
-
- /// Destructor
- virtual ~CglRedSplit2Param();
- //@}
-
-protected:
-
- /**@name Parameters */
- //@{
-
- /** Epsilon for value of coefficients when eliminating slack variables.
- Default: 0.0. */
- double EPS_ELIM;
-
- /** Value added to the right hand side of each generated cut to relax it.
- Default: 1e-11 */
- 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: 1e-13 */
- double EPS_RELAX_REL;
-
- // Maximum ratio between largest and smallest non zero
- // coefficients in a cut. Default: 1e6.
- double MAXDYN;
-
- /// Minimum violation for the current basic solution in a generated cut.
- /// Default: 1e-3.
- double MINVIOL;
-
- /// Maximum support - relative part of the formula
- double MAX_SUPP_REL;
-
- /// Use integer slacks to generate cuts if USE_INTSLACKS = 1. Default: 0.
- int USE_INTSLACKS;
-
- /// Norm of a vector is considered zero if smaller than normIsZero;
- /// Default: 1e-5.
- double normIsZero_;
-
- /// Minimum reduction to accept a new row.
- double minNormReduction_;
-
- /// Maximum sum of the vector of row multipliers to generate a cut
- int maxSumMultipliers_;
-
- /// Normalization factor for the norm of lambda in the quadratic
- /// minimization problem that is solved during the coefficient reduction step
- double normalization_;
-
- /// Use row only if pivot variable should be integer but is more
- /// than away_ from being integer. Default: 0.005
- double away_;
-
- /// Maximum number of rows to use for the reduction of a given row.
- std::vector<int> numRowsReduction_;
-
- /// Column selection method
- std::vector<ColumnSelectionStrategy> columnSelectionStrategy_;
-
- /// Row selection method
- std::vector<RowSelectionStrategy> rowSelectionStrategy_;
-
- /// Maximum number of rows to use for the reduction during Lift & Project
- std::vector<int> numRowsReductionLAP_;
-
- /// Column selection method for Lift & Project
- std::vector<ColumnSelectionStrategy> columnSelectionStrategyLAP_;
-
- /// Row selection method for Lift & Project
- std::vector<RowSelectionStrategy> rowSelectionStrategyLAP_;
-
- /// Column scaling strategy for the nonbasics columns that were basic in
- /// the point that we want to cut off (Lift & Project only)
- ColumnScalingStrategy columnScalingStrategyLAP_;
-
- /// Minimum value for column scaling (Lift & Project only)
- double columnScalingBoundLAP_;
-
- /// Time limit
- double timeLimit_;
-
- /// Maximum number of returned cuts
- int maxNumCuts_;
-
- /// Maximum number of computed cuts
- int maxNumComputedCuts_;
-
- /// Maximum number of nonzeroes in tableau row for reduction
- int maxNonzeroesTab_;
-
- /// Skip simple Gomory cuts
- int skipGomory_;
-
- //@}
-};
-
-#endif