1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29
30
31
32
33
34
35
36
37
38
39
40
41
42
43
44
45
46
47
48
49
50
51
52
53
54
55
56
57
58
59
60
61
62
63
64
65
66
67
68
69
70
71
72
73
74
75
76
77
78
79
80
81
82
83
84
85
86
87
88
89
90
91
92
93
94
95
96
97
98
99
100
101
102
103
104
105
106
107
108
109
110
111
112
113
114
115
116
117
118
119
120
121
122
123
124
125
126
127
128
129
130
131
|
// Copyright (C) 2005-2009, Pierre Bonami and others. All Rights Reserved.
// Author: Pierre Bonami
// Tepper School of Business
// Carnegie Mellon University, Pittsburgh, PA 15213
// Date: 11/22/05
//
// $Id: CglLandPValidator.hpp 1122 2013-04-06 20:39:53Z stefan $
//
// This code is licensed under the terms of the Eclipse Public License (EPL).
//---------------------------------------------------------------------------
#ifndef CglLandPValidator_H
#define CglLandPValidator_H
#include "OsiSolverInterface.hpp"
#include "CglParam.hpp"
#include <vector>
/** constants describing rejection codes*/
//[5] = {"Accepted", "violation too small", "small coefficient too small", "big dynamic","too dense"}
namespace LAP
{
/** Class to validate or reject a cut */
class Validator
{
public:
/** Reasons for rejecting a cut */
enum RejectionsReasons
{
NoneAccepted=0 /**Cut was accepted*/,
SmallViolation /** Violation of the cut is too small */,
SmallCoefficient /** There is a small coefficient we can not get rid off.*/,
BigDynamic /** Dynamic of coefficinet is too important. */,
DenseCut/**cut is too dense */,
EmptyCut/**After cleaning cut has become empty*/,
DummyEnd/** dummy*/
};
/** Constructor with default values */
Validator(double maxFillIn = 1.,
double maxRatio = 1e8,
double minViolation = 0,
bool scale = false,
double rhsScale = 1);
/** Clean an OsiCut */
int cleanCut(OsiRowCut & aCut, const double * solCut,const OsiSolverInterface &si, const CglParam & par,
const double * colLower, const double * colUpper);
/** Clean an OsiCut by another method */
int cleanCut2(OsiRowCut & aCut, const double * solCut, const OsiSolverInterface &si, const CglParam & par,
const double * colLower, const double * colUpper);
/** Call the cut cleaner */
int operator()(OsiRowCut & aCut, const double * solCut,const OsiSolverInterface &si, const CglParam & par,
const double * colLower, const double * colUpper)
{
return cleanCut(aCut, solCut, si, par, colLower, colUpper);
}
/** @name set functions */
/** @{ */
void setMaxFillIn(double value)
{
maxFillIn_ = value;
}
void setMaxRatio(double value)
{
maxRatio_ = value;
}
void setMinViolation(double value)
{
minViolation_ = value;
}
void setRhsScale(double v)
{
rhsScale_ = v;
}
/** @} */
/** @name get functions */
/** @{ */
double getMaxFillIn()
{
return maxFillIn_;
}
double getMaxRatio()
{
return maxRatio_;
}
double getMinViolation()
{
return minViolation_;
}
/** @} */
const std::string& failureString(RejectionsReasons code) const
{
return rejections_[static_cast<int> (code)];
}
const std::string& failureString(int code) const
{
return rejections_[ code];
}
int numRejected(RejectionsReasons code)const
{
return numRejected_[static_cast<int> (code)];
}
int numRejected(int code)const
{
return numRejected_[ code];
}
private:
static void fillRejectionReasons();
/** max percentage of given formulation fillIn should be accepted for cut fillin.*/
double maxFillIn_;
/** max ratio between smallest and biggest coefficient */
double maxRatio_;
/** minimum violation for accepting a cut */
double minViolation_;
/** Do we do scaling? */
bool scale_;
/** Scale of right-hand-side.*/
double rhsScale_;
/** Strings explaining reason for rejections */
static std::vector<std::string> rejections_;
/** Number of cut rejected for each of the reasons.*/
std::vector<int> numRejected_;
};
}/* Ends namespace LAP.*/
#endif
|
