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// (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
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