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Diffstat (limited to 'newstructure/thirdparty/linux/include/coin/BonCutStrengthener.hpp')
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1 files changed, 0 insertions, 244 deletions
diff --git a/newstructure/thirdparty/linux/include/coin/BonCutStrengthener.hpp b/newstructure/thirdparty/linux/include/coin/BonCutStrengthener.hpp deleted file mode 100644 index 7e2b92f..0000000 --- a/newstructure/thirdparty/linux/include/coin/BonCutStrengthener.hpp +++ /dev/null @@ -1,244 +0,0 @@ -// 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 |