7 #ifndef CglLandPSimplex_H
8 #define CglLandPSimplex_H
15 #include "OsiSolverInterface.hpp"
16 #include "CoinMessage.hpp"
17 #include "CoinMessageHandler.hpp"
18 #include "CoinWarmStartBasis.hpp"
19 #include "CoinPackedMatrix.hpp"
21 #include "OsiClpSolverInterface.hpp"
66 void setSi(OsiSolverInterface *si) {
68 OsiClpSolverInterface * clpSi =
dynamic_cast<OsiClpSolverInterface *
>(
si_);
82 void loadBasis(
const OsiSolverInterface &si,
83 std::vector<int> &M1, std::vector<int> &M2,
108 bool changeBasis(
int incoming,
int leaving,
int direction,
bool recompute_source_row);
117 double pivotTol,
double rhsTol,
119 bool allowNonImproving,
148 void scaleCut(OsiRowCut & cut,
double factor)
const;
179 inline CoinWarmStartBasis::Status
getStatus(
int index)
const {
180 if (index <
ncols_)
return basis_->getStructStatus(index);
211 std::vector<int> &M1,
212 std::vector<int> &M2,
213 std::vector<int> &M3);
236 void updateM1_M2_M3(
TabRow & row,
double tolerance,
bool recucedSpace,
bool alwaysComputeCheap);
238 void removeRows(
int nDelete,
const int * rowsIdx);
241 void compute_p_q_r_s(
double gamma,
int gammaSign,
double &p,
double & q,
double & r ,
double &s);
359 double pivotTol,
bool reducedSpace,
bool allowDegeneratePivot,
362 int plotCGLPobj(
int direction,
double gammaTolerance,
363 double pivotTol,
bool reducedSpace,
bool allowDegenerate,
bool modularize);
377 double f_i = alpha_i - floor(alpha_i);
379 return f_i*(1- beta);
381 return (1 - f_i)*beta;
400 void put_in_non_basic_init_space( OsiRowCut &cut);
406 friend class DebugData;
411 DebugData(
int n,
int m):
416 , initialTableau_(), initialBasics_(NULL), initialBasis_(NULL)
419 bestNewRow_ =
new double[n + m];
421 initialBasics_ =
new int[m];
422 initialNonBasics_ =
new int[n];
423 initialColsol_ =
new double[n + m];
424 trueInitialSol_ =
new double[n + m];
428 delete [] bestNewRow_;
430 delete [] initialBasics_;
431 delete [] initialNonBasics_;
432 delete [] initialColsol_;
433 delete [] trueInitialSol_;
435 delete initialBasis_;
439 double * bestNewRow_;
458 bool saveOutgoingStatus();
462 void getCurrentTableau(OsiSolverInterface &si, CglLandPSimplex &lap);
464 CoinPackedMatrix initialTableau_;
466 int * initialBasics_;
468 int *initialNonBasics_;
470 CoinWarmStartBasis * initialBasis_;
472 double * initialColsol_;
474 double * trueInitialSol_;
double getUpBound(int index) const
Get upper bound for variable or constraint.
CoinMessageHandler * handler_
Message handler.
std::vector< double > rWk2_
scond work vector in row space.
std::vector< bool > col_in_subspace
Flag columns which are in the subspace (usualy remove nonbasic structurals in subspace) ...
Cuts cuts_
Stores extra cuts which are generated along the procedure.
CoinWarmStartBasis * basis_
Keep track of basis status.
int generateExtraCuts(const CglLandP::CachedData &cached, const CglLandP::Parameters ¶ms)
Find extra constraints in current tableau.
int ncols_
cached number of columns in reduced size problem
int plotCGLPobj(int direction, double gammaTolerance, double pivotTol, bool reducedSpace, bool allowDegenerate, bool modularize)
Compute the reduced cost of Cglp.
bool * colCandidateToLeave_
Flag columns which have to be considered for leaving the basis.
std::vector< double > rWk1_
first work vector in row space.
Normalization
Normalization.
CoinWarmStartBasis::Status getStatus(int index) const
Get the basic status of a variable (structural or slack).
double computeCglpRedCost(int direction, int gammaSign, double tau)
Compute the reduced cost of Cglp.
const int * getBasics() const
void cacheUpdate(const CglLandP::CachedData &cached, bool reducedSpace=0)
Update cached information in case of basis change in a round.
void pullTableauRow(TabRow &row) const
Get the row i of the tableau.
int fastFindBestPivotColumn(int direction, int gammaSign, double pivotTol, double rhsTol, bool reducedSpace, bool allowNonImproving, double &bestSigma)
Find the column which leads to the best cut (i.e., find incoming variable).
void genThisBasisMigs(const CglLandP::CachedData &cached, const CglLandP::Parameters ¶ms)
void setSi(OsiSolverInterface *si)
double getColsolToCut(int index) const
Access to value in solution to cut (indexed in reduced problem)
CoinMessages messages_
Messages.
RhsWeightType
RHS weight in normalization.
bool isGtConst(int index) const
double computeCglpObjective(const TabRow &row) const
Compute the objective value of the Cglp for given row and rhs (if strengthening shall be applied row ...
~CglLandPSimplex()
Destructor.
std::vector< int > rIntWork_
integer valued work vector on the rows
std::vector< int > M3_
Stores the variables which could be either in M1 or M2.
double computeRedCostConstantsInRow()
Compute the value of sigma and thau (which are constants for a row i as defined in Mike Perregaard th...
std::vector< double > norm_weights_
Weights for the normalization constraint.
void get_M1_M2_M3(const TabRow &row, std::vector< int > &M1, std::vector< int > &M2, std::vector< int > &M3)
Put variables in M1 M2 and M3 according to their sign.
bool checkBasis()
Check that the basis is correct.
int generateExtraCut(int i, const CglLandP::CachedData &cached, const CglLandP::Parameters ¶ms)
Generate a constrainte for a row of the tableau different from the source row.
void removeRows(int nDelete, const int *rowsIdx)
Remove rows from current tableau.
TabRow new_row_
Source row for cut.
std::vector< int > original_index_
Original index of variable before deletions.
void printCutLateX(std::ostream &os, int i)
bool changeBasis(int incoming, int leaving, int direction, bool recompute_source_row)
Perform a change in the basis (direction is 1 if leaving variable is going to ub, 0 otherwise) ...
void compute_p_q_r_s(double gamma, int gammaSign, double &p, double &q, double &r, double &s)
double normalizationFactor(const TabRow &row) const
Compute the normalization factor of the cut.
void loadBasis(const OsiSolverInterface &si, std::vector< int > &M1, std::vector< int > &M2, int k)
void setColsolToCut(int index, double value)
Access to value in solution to cut (indexed in reduced problem)
CglLandPSimplex & operator=(const CglLandPSimplex &)
No assignment operator.
std::vector< double > up_bounds_
Source row for cut.
OsiClpSolverInterface * clp_
Pointer to OsiClpSolverInterface if used.
int fastFindCutImprovingPivotRow(int &direction, int &gammaSign, double tolerance, bool flagPositiveRows)
Find a row which can be used to perform an improving pivot the fast way (i.e., find the leaving varia...
double getLoBound(int index) const
Get lower bound for variable or constraint.
bool optimize(int var, OsiRowCut &cut, const CglLandP::CachedData &cached, const CglLandP::Parameters ¶ms)
Perfom pivots to find the best cuts.
bool own_
Own the data or not?
bool resetSolver(const CoinWarmStartBasis *basis)
reset the solver to optimal basis
double strengthenedIntersectionCutCoef(int i, double alpha_i, double beta) const
return the coefficients of the strengthened intersection cut takes one extra argument seens needs to ...
const CoinWarmStartBasis * getBasis() const
void computeWeights(CglLandP::LHSnorm norm, CglLandP::Normalization type, CglLandP::RhsWeightType rhs)
Compute normalization weights.
double * colsol_
Pointer to the current basic solution.
const int * getNonBasics() const
Some informations that will be changed by the pivots and that we want to keep.
OsiSolverInterface * si_
Pointer to the solver interface.
CoinPackedVector gammas_
vector to sort the gammas
int rescanReducedCosts(int &direction, int &gammaSign, double tolerance)
Rescan reduced costs tables.
std::vector< int > M2_
Stores the variables which are always in M2 for a given k.
int nrows_
Cached number of rows in reduced size problem.
void printTableau(std::ostream &os)
print the tableau of current basis.
const Validator & validator_
A pointer to a cut validator.
bool inDegenerateSequence_
Say if we are in a sequence of degenerate pivots.
void printTableauLateX(std::ostream &os)
print the tableau of current basis.
int * nonBasics_
Stores the nonBasicVariables.
Class to validate or reject a cut.
void scaleCut(OsiRowCut &cut, double factor) const
Scale the cut by factor.
double rhs_weight_
Weight for rhs of normalization constraint.*/.
TabRow row_i_
Row of leaving candidate.
std::vector< double > rWk3_
third work vector in row space.
std::vector< double > lo_bounds_
Source row for cut.
int findBestPivotColumn(int direction, double pivotTol, bool reducedSpace, bool allowDegeneratePivot, bool modularize)
Find the column which leads to the best cut (i.e., find incoming variable).
void createIntersectionCut(TabRow &row, OsiRowCut &cut) const
Create the intersection cut of row k.
CglLandPSimplex()
No default constructor.
double sigma_
stores the cglp value of the normalized cut obtained from row k_
lpSolver solver_
Type of lp solver (for non-standardize tableau manipulation functions.
bool * rowFlags_
Flag rows which we don't want to try anymore.
std::vector< double > rWk4_
fourth work vector in row space.
int nNegativeRcRows_
number of rows with a <0 rc in current iteration
void updateM1_M2_M3(TabRow &row, double tolerance, bool recucedSpace, bool alwaysComputeCheap)
Update values in M1 M2 and M3 before an iteration.
double normedCoef(double a, int ii) const
Evenutaly multiply a by w if normed_weights_ is not empty.
void adjustTableauRow(int var, TabRow &row, int direction)
Adjust the row of the tableau to reflect leaving variable direction.
void printRowLateX(std::ostream &os, int i)
double * colsolToCut_
Pointer to the solution to cut (need to be modified after each pivot because we are only considering ...
int findBestPivot(int &leaving, int &direction, const CglLandP::Parameters ¶ms)
Find incoming and leaving variables which lead to the most violated adjacent normalized lift-and-proj...
int ncols_orig_
cached numcols in original problem
TabRow row_k_
Source row for cut.
int nrows_orig_
cached numrows in original problem
int insertAllExtr(OsiCuts &cs, CoinRelFltEq eq)
insert all extra cuts in cs.
double intersectionCutCoef(double alpha_i, double beta)
return the coefficients of the intersection cut
bool isInteger(int index)
Say if variable index by i in current tableau is integer.
void setLogLevel(int level)
Class storing parameters.
void resetOriginalTableauRow(int var, TabRow &row, int direction)
reset the tableau row after a call to adjustTableauRow
double chosenReducedCostVal_
Value for the reduced cost chosen for pivoting.
To store extra cuts generated by columns from which they origin.
int findCutImprovingPivotRow(int &direction, int &gammaSign, double tolerance)
Find a row which can be used to perform an improving pivot return index of the cut or -1 if none exis...
const bool * integers_
pointer to array of integer info for both structural and slacks
void printCglpBasis(std::ostream &os=std::cout)
Print CGLP basis corresponding to current tableau and source row.
void createMIG(TabRow &row, OsiRowCut &cut) const
Create strenghtened row.
double newRowCoefficient(int j, double gamma) const
return the coefficient of the new row (combining row_k + gamma row_i).
bool generateMig(int row, OsiRowCut &cut, const CglLandP::CachedData &cached, const CglLandP::Parameters ¶ms) const
Find Gomory cut (i.e.
std::vector< int > M1_
Stores the variables which are always in M1 for a given k.
int * basics_
Store the basics variable.