summaryrefslogtreecommitdiff
path: root/thirdparty/linux/include/coin1/CglResidualCapacity.hpp
diff options
context:
space:
mode:
authorGeorgey2017-07-05 11:40:43 +0530
committerGeorgey2017-07-05 11:40:43 +0530
commit938fef4a37a7b7c61b4b6ff74cb4cfd2f100c427 (patch)
treeb343c0ee5609433c80e0de1db8b6886c9126dc2d /thirdparty/linux/include/coin1/CglResidualCapacity.hpp
parent5b72577efe080c5294b32d804e4d26351fef30bc (diff)
downloadFOSSEE-Optimization-toolbox-938fef4a37a7b7c61b4b6ff74cb4cfd2f100c427.tar.gz
FOSSEE-Optimization-toolbox-938fef4a37a7b7c61b4b6ff74cb4cfd2f100c427.tar.bz2
FOSSEE-Optimization-toolbox-938fef4a37a7b7c61b4b6ff74cb4cfd2f100c427.zip
Added linux shared libraries and header files for int and ecos functions
Diffstat (limited to 'thirdparty/linux/include/coin1/CglResidualCapacity.hpp')
-rw-r--r--thirdparty/linux/include/coin1/CglResidualCapacity.hpp240
1 files changed, 240 insertions, 0 deletions
diff --git a/thirdparty/linux/include/coin1/CglResidualCapacity.hpp b/thirdparty/linux/include/coin1/CglResidualCapacity.hpp
new file mode 100644
index 0000000..1e26e46
--- /dev/null
+++ b/thirdparty/linux/include/coin1/CglResidualCapacity.hpp
@@ -0,0 +1,240 @@
+// 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