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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