summaryrefslogtreecommitdiff
path: root/newstructure/thirdparty/linux/include/coin/CglRedSplitParam.hpp
diff options
context:
space:
mode:
authorHarpreet2016-09-03 00:34:27 +0530
committerHarpreet2016-09-03 00:34:27 +0530
commit4b64cf486f5c999fd8167758cae27839f3b50848 (patch)
treed9d06639fb7fa61aef59be0363655e4747105ec7 /newstructure/thirdparty/linux/include/coin/CglRedSplitParam.hpp
parentd19794fb80a271a4c885ed90f97cfc12baa012f2 (diff)
downloadFOSSEE-Optim-toolbox-development-4b64cf486f5c999fd8167758cae27839f3b50848.tar.gz
FOSSEE-Optim-toolbox-development-4b64cf486f5c999fd8167758cae27839f3b50848.tar.bz2
FOSSEE-Optim-toolbox-development-4b64cf486f5c999fd8167758cae27839f3b50848.zip
Structure updated and intqpipopt files added
Diffstat (limited to 'newstructure/thirdparty/linux/include/coin/CglRedSplitParam.hpp')
-rw-r--r--newstructure/thirdparty/linux/include/coin/CglRedSplitParam.hpp272
1 files changed, 272 insertions, 0 deletions
diff --git a/newstructure/thirdparty/linux/include/coin/CglRedSplitParam.hpp b/newstructure/thirdparty/linux/include/coin/CglRedSplitParam.hpp
new file mode 100644
index 0000000..2601fb2
--- /dev/null
+++ b/newstructure/thirdparty/linux/include/coin/CglRedSplitParam.hpp
@@ -0,0 +1,272 @@
+// Name: CglRedSplitParam.hpp
+// Author: Francois Margot
+// Tepper School of Business
+// Carnegie Mellon University, Pittsburgh, PA 15213
+// email: fmargot@andrew.cmu.edu
+// Date: 11/24/06
+//
+// $Id: CglRedSplitParam.hpp 1122 2013-04-06 20:39:53Z stefan $
+//-----------------------------------------------------------------------------
+// Copyright (C) 2006, Francois Margot and others. All Rights Reserved.
+// This code is licensed under the terms of the Eclipse Public License (EPL).
+
+#ifndef CglRedSplitParam_H
+#define CglRedSplitParam_H
+
+#include "CglParam.hpp"
+
+
+ /**@name CglRedSplit Parameters */
+ //@{
+
+ /** Class collecting parameters the Reduced-and-split cut generator.
+
+ Parameters of the generator are listed below. Modifying the default
+ values for parameters other than the last four might result in
+ invalid cuts.
+
+ - LUB: Value considered large for the absolute value of a lower or upper
+ bound on a variable. See method setLUB().
+ - MAXDYN: Maximum ratio between largest and smallest non zero
+ coefficients in a cut. See method setMAXDYN().
+ - MAXDYN_LUB: Maximum ratio between largest and smallest non zero
+ coefficients in a cut involving structural variables with
+ lower or upper bound in absolute value larger than LUB.
+ Should logically be larger or equal to MAXDYN.
+ See method setMAXDYN_LUB().
+ - EPS_ELIM: Precision for deciding if a coefficient is zero when
+ eliminating slack variables. See method setEPS_ELIM().
+ - EPS_COEFF_LUB: Precision for deciding if a coefficient of a
+ generated cut is zero when the corresponding
+ variable has a lower or upper bound larger than
+ LUB in absolute value. See method setEPS_COEFF_LUB().
+ - MINVIOL: Minimum violation for the current basic solution in
+ a generated cut. See method setMINVIOL().
+ - USE_INTSLACKS: Use integer slacks to generate cuts. (not implemented).
+ See method setUSE_INTSLACKS().
+ - USE_CG2: Use alternative formula to generate a mixed integer Gomory
+ cut (see methods CglRedSPlit::generate_cgcut()
+ and CglRedSPlit::generate_cgcut_2()). See method setUSE_CG2().
+ - normIsZero: Norm of a vector is considered zero if smaller than
+ this value. See method setNormIsZero().
+ - minReduc: Reduction is performed only if the norm of the vector is
+ reduced by this fraction. See method setMinReduc().
+ - away: Look only at basic integer variables whose current value
+ is at least this value from being integer. See method setAway().
+ - maxTab: Controls the number of rows selected for the generation. See
+ method setMaxTab().
+ */
+ //@}
+
+class CglRedSplitParam : public CglParam {
+
+public:
+
+ /**@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: 0.05 */
+ virtual void setAway(const double value);
+ /// Get value of away
+ inline double getAway() const {return away_;}
+
+ /** Set the value of LUB, value considered large for the absolute value of
+ a lower or upper bound on a variable;
+ Default: 1000 */
+ virtual void setLUB(const double value);
+ /** Get the value of LUB */
+ inline double getLUB() const {return LUB;}
+
+ /** Set the value of EPS_ELIM, epsilon for values of coefficients when
+ eliminating slack variables;
+ Default: 1e-12 */
+ void setEPS_ELIM(const double value);
+ /** Get the value of EPS_ELIM */
+ double getEPS_ELIM() const {return EPS_ELIM;}
+
+ /** Set EPS_RELAX_ABS */
+ virtual void setEPS_RELAX_ABS(const 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(const 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: 1e8.
+ virtual void setMAXDYN(double value);
+ /** Get the value of MAXDYN */
+ inline double getMAXDYN() const {return MAXDYN_LUB;}
+
+ // Set the maximum ratio between largest and smallest non zero
+ // coefficient in a cut involving structural variables with
+ // lower or upper bound in absolute value larger than LUB.
+ // Should logically be larger or equal to MAXDYN. Default: 1e13.
+ virtual void setMAXDYN_LUB(double value);
+ /** Get the value of MAXDYN_LUB */
+ inline double getMAXDYN_LUB() const {return MAXDYN_LUB;}
+
+ /** Set the value of EPS_COEFF_LUB, epsilon for values of coefficients for
+ variables with absolute value of lower or upper bound larger than LUB;
+ Default: 1e-13 */
+ virtual void setEPS_COEFF_LUB(const double value);
+ /** Get the value of EPS_COEFF_LUB */
+ inline double getEPS_COEFF_LUB() const {return EPS_COEFF_LUB;}
+
+ /** Set the value of MINVIOL, the minimum violation for the current
+ basic solution in a generated cut. Default: 1e-7 */
+ virtual void setMINVIOL(double value);
+ /** Get the value of MINVIOL */
+ inline double getMINVIOL() const {return MINVIOL;}
+
+ /** 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 USE_CG2. Default: 0 */
+ virtual void setUSE_CG2(int value);
+ /** Get the value of USE_CG2 */
+ inline int getUSE_CG2() const {return USE_CG2;}
+
+ /** Set the value of normIsZero, the threshold for considering a norm to be
+ 0; Default: 1e-5 */
+ virtual void setNormIsZero(const double value);
+ /** Get the value of normIsZero */
+ inline double getNormIsZero() const {return normIsZero;}
+
+ /** Set the value of minReduc, threshold for relative norm improvement for
+ performing a reduction; Default: 0.05 */
+ virtual void setMinReduc(const double value);
+ /// Get the value of minReduc
+ inline double getMinReduc() const {return minReduc;}
+
+ /** Set the maximum allowed value for (mTab * mTab * CoinMax(mTab, nTab)) where
+ mTab is the number of rows used in the combinations and nTab is the
+ number of continuous non basic variables. The work of the generator is
+ proportional to (mTab * mTab * CoinMax(mTab, nTab)). Reducing the value of
+ maxTab makes the generator faster, but weaker. Default: 1e7. */
+ virtual void setMaxTab(const double value);
+ /// Get the value of maxTab
+ inline double getMaxTab() const {return maxTab_;}
+ //@}
+
+ /**@name Constructors and destructors */
+ //@{
+ /// Default constructor
+ CglRedSplitParam(const double lub = 1000.0,
+ const double eps_elim = 1e-12,
+ const double eps_relax_abs = 1e-8,
+ const double eps_relax_rel = 0.0,
+ const double max_dyn = 1e8,
+ const double max_dyn_lub = 1e13,
+ const double eps_coeff_lub = 1e-13,
+ const double min_viol = 1e-7,
+ const int use_int_slacks = 0,
+ const int use_cg2 = 0,
+ const double norm_zero = 1e-5,
+ const double min_reduc = 0.05,
+ const double away = 0.05,
+ const double max_tab = 1e7);
+
+ /// Constructor from CglParam
+ CglRedSplitParam(const CglParam &source,
+ const double lub = 1000.0,
+ const double eps_elim = 1e-12,
+ const double eps_relax_abs = 1e-8,
+ const double eps_relax_rel = 0.0,
+ const double max_dyn = 1e8,
+ const double max_dyn_lub = 1e13,
+ const double eps_coeff_lub = 1e-13,
+ const double min_viol = 1e-7,
+ const int use_int_slacks = 0,
+ const int use_cg2 = 0,
+ const double norm_zero = 1e-5,
+ const double min_reduc = 0.05,
+ const double away = 0.05,
+ const double max_tab = 1e7);
+
+ /// Copy constructor
+ CglRedSplitParam(const CglRedSplitParam &source);
+
+ /// Clone
+ virtual CglRedSplitParam* clone() const;
+
+ /// Assignment operator
+ virtual CglRedSplitParam& operator=(const CglRedSplitParam &rhs);
+
+ /// Destructor
+ virtual ~CglRedSplitParam();
+ //@}
+
+protected:
+
+ /**@name Parameters */
+ //@{
+
+ /** Value considered large for the absolute value of lower or upper
+ bound on a variable. Default: 1000. */
+ double LUB;
+
+ /** Epsilon for value of coefficients when eliminating slack variables.
+ Default: 1e-12. */
+ double EPS_ELIM;
+
+ /** Value added to the right hand side of each generated cut to relax it.
+ Default: 1e-8 */
+ 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: 0 */
+ double EPS_RELAX_REL;
+
+ // Maximum ratio between largest and smallest non zero
+ // coefficients in a cut. Default: 1e8.
+ double MAXDYN;
+
+ // Maximum ratio between largest and smallest non zero
+ // coefficients in a cut involving structural variables with
+ // lower or upper bound in absolute value larger than LUB.
+ // Should logically be larger or equal to MAXDYN. Default: 1e13.
+ double MAXDYN_LUB;
+
+ /// Epsilon for value of coefficients for variables with absolute value of
+ /// lower or upper bound larger than LUB. Default: 1e-13.
+ double EPS_COEFF_LUB;
+
+ /// Minimum violation for the current basic solution in a generated cut.
+ /// Default: 1e-7.
+ double MINVIOL;
+
+ /// Use integer slacks to generate cuts if USE_INTSLACKS = 1. Default: 0.
+ int USE_INTSLACKS;
+
+ /// Use second way to generate a mixed integer Gomory cut
+ /// (see methods generate_cgcut()) and generate_cgcut_2()). Default: 0.
+ int USE_CG2;
+
+ /// Norm of a vector is considered zero if smaller than normIsZero;
+ /// Default: 1e-5.
+ double normIsZero;
+
+ /// Minimum reduction in percent that must be achieved by a potential
+ /// reduction step in order to be performed; Between 0 and 1, default: 0.05.
+ double minReduc;
+
+ /// Use row only if pivot variable should be integer but is more
+ /// than away_ from being integer.
+ double away_;
+
+ /// Maximum value for (mTab * mTab * CoinMax(mTab, nTab)). See method
+ /// setMaxTab().
+ double maxTab_;
+
+ //@}
+};
+
+#endif