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// LAST EDIT:
//-----------------------------------------------------------------------------
// Implementation of Residual Capacity Inequalities
// Francisco Barahona (barahon@us.ibm.com)
//
// date: May 18, 2006
//-----------------------------------------------------------------------------
// Copyright (C) 2004, International Business Machines Corporation and others.
// All Rights Reserved.
// This code is published under the Eclipse Public License.
#ifndef CglResidualCapacity_H
#define CglResidualCapacity_H
#include <iostream>
#include <fstream>
//#include <vector>
#include "CoinError.hpp"
#include "CglCutGenerator.hpp"
//=============================================================================
#ifndef CGL_DEBUG
#define CGL_DEBUG 0
#endif
//=============================================================================
//=============================================================================
/** Residual Capacity Inequalities Cut Generator Class
References:
T Magnanti, P Mirchandani, R Vachani,
"The convex hull of two core capacitated network design problems,"
Math Programming 60 (1993), 233-250.
A Atamturk, D Rajan,
"On splittable and unsplittable flow capacitated network design
arc-set polyhedra," Math Programming 92 (2002), 315-333. **/
class CglResidualCapacity : public CglCutGenerator {
friend void CglResidualCapacityUnitTest(const OsiSolverInterface * siP,
const std::string mpdDir );
private:
//---------------------------------------------------------------------------
// Enumeration constants that describe the various types of rows
enum RowType {
/** row of the type a_1 c_1 + + a_k c_k - d z_1 - - d z_p <= b,
where c_i are continuous variables and z_j are integer variables
*/
ROW_L,
/** row of the type -a_1 c_1 - - a_k c_k + d z_1 + + d z_p >= b,
where c_i are continuous variables and z_j are integer variables
*/
ROW_G,
/** equation that can be treated as ROW_L and ROW_G
*/
ROW_BOTH,
/** Other types of rows
*/
ROW_OTHER
};
public:
/**@name Get and Set Parameters */
//@{
/// Set Epsilon
void setEpsilon(double value);
/// Get Epsilon
double getEpsilon() const;
/// Set Tolerance
void setTolerance(double value);
/// Get Tolerance
double getTolerance() const;
/// Set doPreproc
void setDoPreproc(int value);
/// Get doPreproc
bool getDoPreproc() const;
//@}
/**@name Generate Cuts */
//@{
/** Generate Residual Capacity cuts for the model data
contained in si. The generated cuts are inserted
in the collection of cuts cs.
*/
virtual void generateCuts(const OsiSolverInterface & si, OsiCuts & cs,
const CglTreeInfo info = CglTreeInfo());
//@}
//---------------------------------------------------------------------------
/**@name Constructors and destructors */
//@{
/// Default constructor
CglResidualCapacity ();
/// Alternate Constructor
CglResidualCapacity ( const double tolerance );
/// Copy constructor
CglResidualCapacity (
const CglResidualCapacity &);
/// Clone
virtual CglCutGenerator * clone() const;
/// Assignment operator
CglResidualCapacity &
operator=(
const CglResidualCapacity& rhs);
/// Destructor
virtual
~CglResidualCapacity ();
/// This is to refresh preprocessing
virtual void refreshPrep();
//@}
private:
//--------------------------------------------------------------------------
// Private member methods
// Construct
void gutsOfConstruct ( const double tolerance);
// Delete
void gutsOfDelete();
// Copy
void gutsOfCopy (const CglResidualCapacity& rhs);
// Do preprocessing.
// It determines the type of each row.
// It may change sense and RHS for ranged rows
void resCapPreprocess(const OsiSolverInterface& si);
// Determine the type of a given row.
RowType determineRowType(const OsiSolverInterface& si,
const int rowLen, const int* ind,
const double* coef, const char sense,
const double rhs,
const double* colLowerBound,
const double* colUpperBound) const;
// helps the function above
bool treatAsLessThan(const OsiSolverInterface& si,
const int rowLen, const int* ind,
const double* coef,
const double rhs,
const double* colLowerBound,
const double* colUpperBound) const;
// Generate Residual Capacity cuts
void generateResCapCuts( const OsiSolverInterface& si,
const double* xlp,
const double* colUpperBound,
const double* colLowerBound,
const CoinPackedMatrix& matrixByRow,
const double* LHS,
const double* coefByRow,
const int* colInds,
const int* rowStarts,
const int* rowLengths,
OsiCuts& cs ) const;
// Residual Capacity separation
bool resCapSeparation(const OsiSolverInterface& si,
const int rowLen, const int* ind,
const double* coef,
const double rhs,
const double *xlp,
const double* colUpperBound,
const double* colLowerBound,
OsiRowCut& resCapCut) const;
private:
//---------------------------------------------------------------------------
// Private member data
/** Tolerance used for numerical purposes, default value: 1.e-6 **/
double EPSILON_;
/** If violation of a cut is greater that this number,
the cut is accepted, default value: 1.e-4 **/
double TOLERANCE_;
/** Controls the preprocessing of the matrix to identify rows suitable for
cut generation.<UL>
<LI> -1: preprocess according to solver settings;
<LI> 0: Do preprocessing only if it has not yet been done;
<LI> 1: Do preprocessing.
</UL>
Default value: -1 **/
int doPreproc_;
// The number of rows of the problem.
int numRows_;
// The number columns of the problem.
int numCols_;
// Indicates whether preprocessing has been done.
bool doneInitPre_;
// Array with the row types of the rows in the model.
RowType* rowTypes_;
// The indices of the rows of the initial matrix
int* indRows_;
// Sense of rows (modified if ranges)
char * sense_;
// RHS of rows (modified if ranges)
double * RHS_;
// The number of rows of type ROW_L
int numRowL_;
// The indices of the rows of type ROW_L
int* indRowL_;
// The number of rows of type ROW_G
int numRowG_;
// The indices of the rows of type ROW_G
int* indRowG_;
};
//#############################################################################
/** A function that tests the methods in the CglResidualCapacity class. The
only reason for it not to be a member method is that this way it doesn't
have to be compiled into the library. And that's a gain, because the
library should be compiled with optimization on, but this method should be
compiled with debugging. */
void CglResidualCapacityUnitTest(const OsiSolverInterface * siP,
const std::string mpdDir);
#endif
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