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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
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