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authorHarpreet2016-09-03 00:36:51 +0530
committerHarpreet2016-09-03 00:36:51 +0530
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+// Copyright (C) 2007 International Business Machines and others.
+// All Rights Reserved.
+// This code is published under the Eclipse Public License.
+//
+// $Id: BonCutStrengthener.hpp 2106 2015-01-20 10:33:55Z stefan $
+//
+// Author: Andreas Waechter IBM 2007-03-29
+
+#ifndef __BONCUTSTRENGTHENER_HPP__
+#define __BONCUTSTRENGTHENER_HPP__
+
+#include "BonTMINLP.hpp"
+#include "CoinPackedVector.hpp"
+#include "BonTNLPSolver.hpp"
+
+namespace Bonmin
+{
+ enum CutStrengtheningType{
+ CS_None=0,
+ CS_StrengthenedGlobal=1,
+ CS_UnstrengthenedGlobal_StrengthenedLocal=2,
+ CS_StrengthenedGlobal_StrengthenedLocal=3
+ };
+
+ enum DisjunctiveCutType{
+ DC_None=0,
+ DC_MostFractional=1
+ };
+
+ /** Class for strengthening OA cuts, and generating additional ones.
+ */
+ class CutStrengthener: public Ipopt::ReferencedObject
+ {
+ /** Class implementing the TNLP for strengthening one cut. We
+ * assume that the cut has a lower bound. */
+ class StrengtheningTNLP: public Ipopt::TNLP {
+ public:
+ /** Contructor */
+ StrengtheningTNLP(Ipopt::SmartPtr<TMINLP> tminlp,
+ const CoinPackedVector& cut,
+ bool lower_bound,
+ Ipopt::Index n,
+ const Ipopt::Number* starting_point,
+ const double* x_l_orig,
+ const double* x_u_orig,
+ Ipopt::Index constr_index,
+ Ipopt::Index nvar_constr /** Ipopt::Number of variables in constraint */,
+ const Ipopt::Index* jCol);
+
+ /** Destructor */
+ ~StrengtheningTNLP();
+
+ /**@name Overloaded from TNLP */
+ //@{
+ /** Method to return some info about the nlp */
+ virtual bool get_nlp_info(Ipopt::Index& n, Ipopt::Index& m, Ipopt::Index& nnz_jac_g,
+ Ipopt::Index& nnz_h_lag, Ipopt::TNLP::IndexStyleEnum& index_style);
+
+ /** Method to return the bounds for my problem */
+ virtual bool get_bounds_info(Ipopt::Index n, Ipopt::Number* x_l, Ipopt::Number* x_u,
+ Ipopt::Index m, Ipopt::Number* g_l, Ipopt::Number* g_u);
+
+ /** Method to return the starting point for the algorithm */
+ virtual bool get_starting_point(Ipopt::Index n, bool init_x, Ipopt::Number* x,
+ bool init_z, Ipopt::Number* z_L, Ipopt::Number* z_U,
+ Ipopt::Index m, bool init_lambda,
+ Ipopt::Number* lambda);
+
+ /** Method to return the objective value */
+ virtual bool eval_f(Ipopt::Index n, const Ipopt::Number* x, bool new_x, Ipopt::Number& obj_value);
+
+ /** Method to return the gradient of the objective */
+ virtual bool eval_grad_f(Ipopt::Index n, const Ipopt::Number* x, bool new_x, Ipopt::Number* grad_f);
+
+ /** Method to return the constraint residuals */
+ virtual bool eval_g(Ipopt::Index n, const Ipopt::Number* x, bool new_x, Ipopt::Index m, Ipopt::Number* g);
+
+ /** Method to return:
+ * 1) The structure of the jacobian (if "values" is NULL)
+ * 2) The values of the jacobian (if "values" is not NULL)
+ */
+ virtual bool eval_jac_g(Ipopt::Index n, const Ipopt::Number* x, bool new_x,
+ Ipopt::Index m, Ipopt::Index nele_jac, Ipopt::Index* iRow, Ipopt::Index *jCol,
+ Ipopt::Number* values);
+
+ /** Method to return:
+ * 1) The structure of the hessian of the lagrangian (if "values" is NULL)
+ * 2) The values of the hessian of the lagrangian (if "values" is not NULL)
+ */
+ virtual bool eval_h(Ipopt::Index n, const Ipopt::Number* x, bool new_x,
+ Ipopt::Number obj_factor, Ipopt::Index m, const Ipopt::Number* lambda,
+ bool new_lambda, Ipopt::Index nele_hess, Ipopt::Index* iRow,
+ Ipopt::Index* jCol, Ipopt::Number* values);
+
+ //@}
+ /** @name Solution Methods */
+ //@{
+ /** This method is called when the algorithm is complete so the TNLP can store/write the solution */
+ virtual void finalize_solution(Ipopt::SolverReturn status,
+ Ipopt::Index n, const Ipopt::Number* x, const Ipopt::Number* z_L, const Ipopt::Number* z_U,
+ Ipopt::Index m, const Ipopt::Number* g, const Ipopt::Number* lambda,
+ Ipopt::Number obj_value,
+ const Ipopt::IpoptData* ip_data,
+ Ipopt::IpoptCalculatedQuantities* ip_cq);
+ //@}
+
+ /** Method for asking for the strengthened bound. */
+ Ipopt::Number StrengthenedBound() const;
+
+ private:
+ /**@name Methods to block default compiler methods. */
+ //@{
+ StrengtheningTNLP();
+ StrengtheningTNLP(const StrengtheningTNLP&);
+ StrengtheningTNLP& operator=(const StrengtheningTNLP&);
+ //@}
+
+ /** TMINLP (with current bounds) for which the cut it to be
+ * generated */
+ const Ipopt::SmartPtr<TMINLP> tminlp_;
+
+ /** Gradient of the (linear) objective function */
+ Ipopt::Number* obj_grad_;
+
+ /** Dimension of original problem */
+ const Ipopt::Index n_orig_;
+
+ /** Ipopt::Number of constraints in original problem */
+ Ipopt::Index m_orig_;
+
+ /** Starting point */
+ Ipopt::Number* starting_point_;
+
+ /** Full dimentional x which is used to call the TMINLP
+ * evaluation routines */
+ Ipopt::Number* x_full_;
+
+ /** Lower bounds for constraint variables */
+ Ipopt::Number* x_l_;
+
+ /** Upper bounds for constraint variables */
+ Ipopt::Number* x_u_;
+
+ /** Ipopt::Index of the constraint */
+ const Ipopt::Index constr_index_;
+
+ /** Ipopt::Number of variables appearing in the constraint */
+ const Ipopt::Index nvar_constr_;
+
+ /** List of variables appearing on the constraints */
+ Ipopt::Index* var_indices_;
+
+ /** Flag indicating if the cut has a lower or upper bound */
+ bool lower_bound_;
+
+ /** Flag indicating if we TNLP has been solved successfully */
+ bool have_final_bound_;
+
+ /** Final strengthened bound */
+ Ipopt::Number strengthened_bound_;
+
+ /** space for original gradient if objective function is handled */
+ Ipopt::Number* grad_f_;
+
+ /** Auxilliary method for updating the full x variable */
+ void update_x_full(const Ipopt::Number *x);
+ };
+
+ public:
+ /** @name Constructor/Destructor */
+ //@{
+ /** Constructor. It is given a TNLP solver to solve the internal
+ * NLPs. */
+ CutStrengthener(Ipopt::SmartPtr<TNLPSolver> tnlp_solver,
+ Ipopt::SmartPtr<Ipopt::OptionsList> options);
+
+ /** Destructor */
+ virtual ~CutStrengthener();
+ //@}
+
+ /** Method for generating and strenghtening all desired cuts */
+ bool ComputeCuts(OsiCuts &cs,
+ TMINLP* tminlp,
+ TMINLP2TNLP* problem,
+ const int gindex, CoinPackedVector& cut,
+ double& cut_lb, double& cut_ub,
+ const double g_val, const double g_lb,
+ const double g_ub,
+ int n, const double* x,
+ double infty);
+
+ private:
+ /**@name Default Compiler Generated Methods
+ * (Hidden to avoid implicit creation/calling).
+ * These methods are not implemented and
+ * we do not want the compiler to implement
+ * them for us, so we declare them private
+ * and do not define them. This ensures that
+ * they will not be implicitly created/called. */
+ //@{
+ /** Default Constructor */
+ CutStrengthener();
+
+ /** Copy Constructor */
+ CutStrengthener(const CutStrengthener&);
+
+ /** Overloaded Equals Operator */
+ void operator=(const CutStrengthener&);
+ //@}
+
+ /** Method for strengthening one cut. */
+ bool StrengthenCut(Ipopt::SmartPtr<TMINLP> tminlp /** current TMINLP */,
+ int constr_index /** Ipopt::Index number of the constraint to be strengthened, -1 means objective function */,
+ const CoinPackedVector& row /** Cut to be strengthened */,
+ int n /** Ipopt::Number of variables */,
+ const double* x /** solution from node */,
+ const double* x_l /** Lower bounds for x in which should be valid. */,
+ const double* x_u /** Upper bounds for x in which should be valid. */,
+ double& lb,
+ double& ub);
+
+ /** Method for generating one type of cut (strengthened or disjunctive) */
+ bool HandleOneCut(bool is_tight, TMINLP* tminlp,
+ TMINLP2TNLP* problem,
+ const double* minlp_lb,
+ const double* minlp_ub,
+ const int gindex, CoinPackedVector& cut,
+ double& cut_lb, double& cut_ub,
+ int n, const double* x,
+ double infty);
+
+ /** Object for solving the TNLPs */
+ Ipopt::SmartPtr<TNLPSolver> tnlp_solver_;
+
+ /** Type of OA cut strengthener */
+ int cut_strengthening_type_;
+ /** What kind of disjuntion should be done */
+ int disjunctive_cut_type_;
+ /** verbosity level for OA-related output */
+ int oa_log_level_;
+ };
+
+} // namespace Ipopt
+#endif