cbcintlinprog added

1 files changed, 97 insertions, 0 deletions

diff --git a/thirdparty/linux/include/coin/BonEcpCuts.hpp b/thirdparty/linux/include/coin/BonEcpCuts.hpp
new file mode 100644
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--- /dev/null
+++ b/thirdparty/linux/include/coin/BonEcpCuts.hpp
@@ -0,0 +1,97 @@
+// (C) Copyright International Business Machines (IBM) 2006, 2007
+// All Rights Reserved.
+// This code is published under the Eclipse Public License.
+//
+// Authors :
+// P. Bonami, International Business Machines
+//
+// Date :  12/20/2006
+
+#ifndef BonECPCuts_HPP
+#define BonECPCuts_HPP
+
+#include "BonOaDecBase.hpp"
+#include "CglCutGenerator.hpp"
+namespace Bonmin
+{
+  class EcpCuts: public OaDecompositionBase
+  {
+  public:
+    EcpCuts(BabSetupBase & b);
+
+    /// Copy constructor
+    EcpCuts(const EcpCuts & copy):
+        OaDecompositionBase(copy),
+        objValue_(copy.objValue_),
+        numRounds_(copy.numRounds_),
+        abs_violation_tol_(copy.abs_violation_tol_),
+        rel_violation_tol_(copy.rel_violation_tol_),
+        beta_(copy.beta_)
+    {}
+
+    /// clone
+    CglCutGenerator * clone() const
+    {
+      return new EcpCuts(*this);
+    }
+
+    /// Destructor
+    virtual ~EcpCuts()
+    {}
+    /** Standard cut generation methods. */
+    virtual void generateCuts(const OsiSolverInterface &si,  OsiCuts & cs,
+        const CglTreeInfo info = CglTreeInfo()) const;
+    double doEcpRounds(OsiSolverInterface &si,
+        bool leaveSiUnchanged,
+        double* violation = NULL);
+
+    void setNumRounds(int value)
+    {
+      numRounds_ = value;
+    }
+
+    void setPropabilityFactor(double value)
+    {
+      beta_ = value;
+    }
+
+    void setAbsViolationTolerance(double value)
+    {
+      abs_violation_tol_ = value;
+    }
+    void setRelViolationTolerance(double value)
+    {
+      rel_violation_tol_ = value;
+    }
+
+    /** Register ecp cuts options.*/
+    static void registerOptions(Ipopt::SmartPtr<Bonmin::RegisteredOptions> roptions);
+
+  protected:
+    /// virtual method which performs the OA algorithm by modifying lp and nlp.
+    virtual double performOa(OsiCuts & cs, solverManip &lpManip,
+                   BabInfo * babInfo, double &cutoff, const CglTreeInfo &info) const
+    {
+      throw -1;
+    }
+    /// virutal method to decide if local search is performed
+    virtual bool doLocalSearch(BabInfo * babInfo) const
+    {
+      return 0;
+    }
+  private:
+    /** Record obj value at final point of Ecp. */
+    mutable double objValue_;
+    /** Record NLP infeasibility at final point of Ecp */
+    mutable double violation_;
+    /** maximum number of iterations of generation. */
+    int numRounds_;
+    /** absolute tolerance for NLP constraint violation to stop ECP rounds */
+    double abs_violation_tol_;
+    /** relative tolerance for NLP constraint violation to stop ECP rounds */
+    double rel_violation_tol_;
+    /** Factor for probability for skipping cuts */
+    double beta_;
+  };
+} /* end namespace Bonmin.*/
+#endif