Inheritance diagram for Minotaur::CGraph:

Collaboration diagram for Minotaur::CGraph:

Public Member Functions
	CGraph ()
	Default constructor.

	~CGraph ()
	Default constructor.

void	addConst (const double eps, int &err)
	Add a constant to the function. More...

NonlinearFunctionPtr	clone (int *err) const

NonlinearFunctionPtr	cloneWithVars (VariableConstIterator, int *) const
	Make a clone using new variables. More...

NonlinearFunctionPtr	getPersp (VariablePtr z, double eps, int *err) const
	Take perspective of this function with respect to a given variable. More...

NonlinearFunctionPtr	getPersp (VariablePtr z, double eps, int *err, QuadraticFunctionPtr qf, UInt maxId, VariableGroup nNonzeroVar, double intTol)

void	computeBounds (double lb, double ub, int *error)
	Calculate upper and lower bounds on the function using bounds of the variables. More...

double	eval (const double x, int err)
	Evaluate the function at a given point x. More...

void	evalGradient (const double x, double grad_f, int *error)
	Evaluate and add gradient at a given point. More...

void	evalHessian (double mult, const double x, const LTHessStor stor, double values, int error)
	Evaluate and add hessian at a given point. More...

void	fillHessStor (LTHessStor *stor)
	Fill sparsity of hessian into hessian storage. More...

void	finalHessStor (const LTHessStor *stor)
	Finalize hessian preparation. More...

void	fillJac (const double x, double values, int *error)
	Evaluate and add gradient at a given point to the jacobian. More...

void	finalize ()

double	getFixVarOffset (VariablePtr v, double val)
	If a variable is fixed at a given value and removed, what is the constant (offset) needed to be added. More...

CNode *	getVarNode (VariablePtr v)

CNode *	getPerspZNode ()

FunctionType	getType () const
	Return the type of function: polynomial, ... More...

std::string	getNlString (int *err)
	Return a string in AMPL's .nl format (postfix notation) of this nonlinear function. More...

size_t	getNumNodes ()

size_t	getHessNz ()

bool	ifLinear (LinearFunctionPtr lf, UInt pv, double *consVal)

void	resetNodeIndex ()

const CNode *	getOut () const
	Get the output node.

VariablePtr	getVar (const CNode *cnode) const

void	getVars (VariableSet *vars)
	Get variables used in this function. More...

bool	isIdenticalTo (CGraphPtr cg)

bool	isSumOfSquares () const
	Check if the function is a sum of square terms. More...

void	multiply (double c)
	Multiply by a constant. More...

CNode *	newNode (OpCode op, CNode lchild, CNode rchild)
	Create a new node with one or two children, and add it to the graph. The children should already be a nodes of the graph. More...

CNode *	newNode (OpCode op, CNode **child, size_t n)
	Create a new node with more than two children, and add it to the graph. The children should already be a nodes of the graph. More...

CNode *	newNode (double d)
	Create a new node with constant real value. It does not have any children. More...

CNode *	newNode (int i)
	Create a new node with constant integer value. It does not have any children. More...

CNode *	newNode (VariablePtr v)
	Create a new node denoting an input variable. It does not have any children. More...

void	prepJac (VarSetConstIter vbeg, VarSetConstIter vend)
	Prepare for evaluating sparse jacobian. More...

void	removeVar (VariablePtr v, double val)
	Remove a variable v from the function after fixing it to value val. More...

void	setOut (CNode *node)
	Set the node that should be the output of this graph. This node should already be a part of this graph (created by newNode() function). More...

void	sqrRoot (int &err)
	Change the nonlinear function to its square-root. More...

void	subst (VariablePtr out, VariablePtr in, double rat)
	Substitute a variable with another. More...

void	varBoundMods (double lb, double ub, VarBoundModVector &mods, SolveStatus *status)
	Tighten variables based on function bounds. More...

CNodeQ	dNodes ()

void	write (std::ostream &out) const
	Display the nonlinear function. More...

Public Member Functions inherited from Minotaur::NonlinearFunction
	NonlinearFunction ()
	Default constructor.

virtual	~NonlinearFunction ()
	Destroy.

virtual void	addConst (const double d, int &err)
	Add a constant to the function. More...

virtual void	sqrRoot (int &err)
	Change the nonlinear function to its square-root. More...

virtual NonlinearFunctionPtr	cloneWithVars (VariableConstIterator vbeg, int *err) const =0
	Make a clone using new variables. More...

virtual void	computeBounds (double lb, double ub, int *error)
	Calculate upper and lower bounds on the function using bounds of the variables. More...

virtual double	eval (const double x, int error)=0
	Evaluate the function at a given point x. More...

virtual void	evalGradient (const double x, double grad_f, int *error)=0
	Evaluate and add gradient at a given point. More...

virtual void	evalHessian (const double mult, const double x, const LTHessStor stor, double values, int error)=0
	Evaluate and add hessian at a given point. More...

virtual void	fillHessStor (LTHessStor *stor)=0
	Fill sparsity of hessian into hessian storage. More...

virtual void	fillJac (const double x, double values, int *error)=0
	Evaluate and add gradient at a given point to the jacobian. More...

virtual void	finalHessStor (const LTHessStor *stor)=0
	Finalize hessian preparation. More...

virtual std::string	getNlString (int *err)
	Return a string in AMPL's .nl format (postfix notation) of this nonlinear function. More...

virtual double	getFixVarOffset (VariablePtr, double)
	If a variable is fixed at a given value and removed, what is the constant (offset) needed to be added. More...

virtual FunctionType	getType () const
	Return the type of function: polynomial, ... More...

virtual void	getVars (VariableSet *vars)=0
	Get variables used in this function. More...

virtual bool	hasVar (ConstVariablePtr v) const
	Check if function contains a variable. More...

virtual bool	isSumOfSquares () const
	Check if the function is a sum of square terms. More...

virtual void	multiply (double c)=0
	Multiply by a constant. More...

virtual size_t	numVars ()
	Return the number of variables in this function.

virtual void	prepJac (VarSetConstIter vbeg, VarSetConstIter vend)=0
	Prepare for evaluating sparse jacobian. More...

virtual void	removeVar (VariablePtr, double)
	Remove a variable v from the function after fixing it to value val. More...

virtual void	subst (VariablePtr, VariablePtr, double)
	Substitute a variable with another. More...

virtual NonlinearFunctionPtr	getPersp (VariablePtr z, double eps, int *err) const
	Take perspective of this function with respect to a given variable. More...

virtual void	varBoundMods (double, double, VarBoundModVector &, SolveStatus *)
	Tighten variables based on function bounds. More...

virtual VariableSet::iterator	varsBegin ()
	First iterator for variables. More...

virtual VariableSet::iterator	varsEnd ()
	Last iterator for variables. More...

virtual void	write (std::ostream &out) const
	Display the nonlinear function. More...

Additional Inherited Members
Protected Attributes inherited from Minotaur::NonlinearFunction
VariableSet	vars_
	A set of variables used in this function.

Member Function Documentation

◆ addConst()

void CGraph::addConst	(	const double	d,
		int &	err
	)

virtual

Add a constant to the function.

Add a constant to the given nonlinear function. Adding a constant alone usually does not make sense. However, it is useful as a intermediate step. For instance, in writing the perspective: z*f(x/(z+e))

Parameters

[in]	d	The value of the constant.
[out]	err	must be nonzero if the constant could not be added.

Reimplemented from Minotaur::NonlinearFunction.

◆ cloneWithVars()

NonlinearFunctionPtr CGraph::cloneWithVars	(	VariableConstIterator	vbeg,
		int *	err
	)		const

virtual

Make a clone using new variables.

Parameters

[in]	vbeg	it points to the variable id 0. vbeg+k points to variable id k, where k>=0.
[out]	err	must be nonzero if function wasn't cloned.

Implements Minotaur::NonlinearFunction.

◆ computeBounds()

void CGraph::computeBounds	(	double *	lb,
		double *	ub,
		int *	error
	)

virtual

Calculate upper and lower bounds on the function using bounds of the variables.

Parameters

[out]	lb	Pointer that will contain the value of lower bound.
[out]	ub	Pointer that will contain the value of upper bound.
[out]	error	0 if no error is encountered, nonzero otherwise.

Reimplemented from Minotaur::NonlinearFunction.

◆ eval()

double CGraph::eval	(	const double *	x,
		int *	error
	)

virtual

Evaluate the function at a given point x.

Parameters

[in]	x	The size of the array x must exceed the highest index of the variables used in the function.
[out]	*error	It should be set a positive value if there is error encountered while evaluating. Leave undisturbed otherwise.

Returns: The value of function of x.

Implements Minotaur::NonlinearFunction.

◆ evalGradient()

void CGraph::evalGradient	(	const double *	x,
		double *	grad_f,
		int *	error
	)

virtual

Evaluate and add gradient at a given point.

Parameters

[in]	x	The size of the array x must exceed the highest index of the variables used in the function.
[out]	grad_f	The values of grad_f are incremented with the gradient of this function at x. The array grad_f is dense.
[out]	error	It should be set a positive value if there is error encountered while evaluating. Leave undisturbed otherwise.

Implements Minotaur::NonlinearFunction.

◆ evalHessian()

void CGraph::evalHessian	(	double	mult,
		const double *	x,
		const LTHessStor *	stor,
		double *	values,
		int *	error
	)

virtual

Evaluate and add hessian at a given point.

Parameters

[in]	mult	Multiplier for this objective/constraint function
[in]	x	The point where we need the hessian.
[in]	stor	The Hessian storage information.
[out]	values	The Hessian values to which we add Hessian of this function.
[out]	error	We set it to nonzero if any errors are encountered. Do not change it otherwise.

Implements Minotaur::NonlinearFunction.

◆ fillHessStor()

void CGraph::fillHessStor ( LTHessStor * stor )

virtual

Fill sparsity of hessian into hessian storage.

Parameters

[in,out] stor We add variables into stor->cols

Implements Minotaur::NonlinearFunction.

◆ fillJac()

void CGraph::fillJac	(	const double *	x,
		double *	values,
		int *	error
	)

virtual

Evaluate and add gradient at a given point to the jacobian.

Parameters

[in]	x	The size of the array x must exceed the highest index of the variables used in the function.
[out]	values	The values of jacobian are incremented with the gradient of this function at x. 'values' only contains nonzeros of jacobian. The indices (or offsets) where this nonlinear function should put in the values should be calculated in the prepJac function.
[out]	error	It should be set a zero value if there is error encountered while evaluating. Leave undisturbed otherwise.

Implements Minotaur::NonlinearFunction.

◆ finalHessStor()

void CGraph::finalHessStor ( const LTHessStor * stor )

virtual

Finalize hessian preparation.

Parameters

[in] stor contains the sparsity pattern of hessian of lagrangian. The nonlinear function should save offsets or make other preparation to evaluate hessian.

Implements Minotaur::NonlinearFunction.

◆ finalize()

void CGraph::finalize ( )

After adding all the nodes of the graph, finalize is called to create the forward and backward traversal queues, and related book-keeping.

◆ getFixVarOffset()

double CGraph::getFixVarOffset	(	VariablePtr	,
		double
	)

virtual

If a variable is fixed at a given value and removed, what is the constant (offset) needed to be added.

param [in] v The variable that is fixed.
param [in] val The value at which v is to be fixed.

Returns: Return the value of the offset.

Reimplemented from Minotaur::NonlinearFunction.

◆ getNlString()

std::string CGraph::getNlString ( int * err )

virtual

Return a string in AMPL's .nl format (postfix notation) of this nonlinear function.

param [out] err 0 if no errors were encountered.

Returns: Return the string.

Reimplemented from Minotaur::NonlinearFunction.

◆ getPersp()

NonlinearFunctionPtr CGraph::getPersp	(	VariablePtr	z,
		double	eps,
		int *	err
	)		const

virtual

Take perspective of this function with respect to a given variable.

Perspective of a given function f(x) with respect to a given variable z is g(x,z) = z.f(x/z)

Parameters

[in]	z	The variable for which you take the perspective
[in]	eps	The tolerance to tackle function value at 0 value. If the perspective is approximated in the computational graph, the epsilon is added to the z variable. If the perspective uses exact graph, then an approximation in Hessian is used when z < eps.
[out]	err	must be nonzero if function wasn't cloned.

Returns: A new nonlinear function with an additional variable that gives the perspective of this function

Reimplemented from Minotaur::NonlinearFunction.

◆ getType()

FunctionType CGraph::getType ( ) const

virtual

Return the type of function: polynomial, ...

Reimplemented from Minotaur::NonlinearFunction.

◆ getVars()

void CGraph::getVars ( VariableSet * vars )

virtual

Get variables used in this function.

Parameters

[in] vars A set of variable-pointers into which variables are to be inserted.

Implements Minotaur::NonlinearFunction.

◆ isSumOfSquares()

bool CGraph::isSumOfSquares ( ) const

virtual

Check if the function is a sum of square terms.

Returns: True if this function is a sum of squares, False otherwise

Reimplemented from Minotaur::NonlinearFunction.

◆ multiply()

void CGraph::multiply ( double c )

virtual

Multiply by a constant.

Parameters

[in] c double value with which we want to multiply.

Implements Minotaur::NonlinearFunction.

◆ newNode() [1/5]

CNode * CGraph::newNode ( double d )

Create a new node with constant real value. It does not have any children.

Parameters

[in] d The value.

Returns: The new node created in this function. Its opcode is OpNum

◆ newNode() [2/5]

CNode * CGraph::newNode ( int i )

Create a new node with constant integer value. It does not have any children.

Parameters

[in] i The value.

Returns: The new node created in this function. Its opcode is OpInt

◆ newNode() [3/5]

CNode * CGraph::newNode	(	OpCode	op,
		CNode **	child,
		size_t	n
	)

Create a new node with more than two children, and add it to the graph. The children should already be a nodes of the graph.

Parameters

[in]	op	OpCode of the new node
[in]	child	An array of pointers to children. It should be size 'n'.
[in]	n	The size of array 'child'.

Returns: The new node created in this function.

◆ newNode() [4/5]

CNode * CGraph::newNode	(	OpCode	op,
		CNode *	lchild,
		CNode *	rchild
	)

Create a new node with one or two children, and add it to the graph. The children should already be a nodes of the graph.

Parameters

[in]	op	OpCode of the new node
[in]	lchild	The left child of the new node. It should never be NULL.
[in]	rchild	If the opcode needs two children, e.g. OpPlus, OpMult etc, then rchild should be the right child. For univariate functions like OpSqrt, it should be NULL.

Returns: The new node created in this function.

◆ newNode() [5/5]

CNode * CGraph::newNode ( VariablePtr v )

Create a new node denoting an input variable. It does not have any children.

The function checks if the variable already exists in the graph. If so, it returns the pointer to that node. Otherwise it creates a new node.

Parameters

[in] v The variable.

Returns: The new node found or created in this function. Its opcode is OpVar

◆ prepJac()

void CGraph::prepJac	(	VarSetConstIter	vbeg,
		VarSetConstIter	vend
	)

virtual

Prepare for evaluating sparse jacobian.

All the variables that are in this function can occur in one or more of linear, quadratic and nonlinear functions. All variables that occur in the whole function can be accessed by iterating between vbeg and vend. This function is used to find the offset for variables that occur in the nonlinear function.

Implements Minotaur::NonlinearFunction.

◆ removeVar()

void CGraph::removeVar	(	VariablePtr	,
		double
	)

virtual

Remove a variable v from the function after fixing it to value val.

Reimplemented from Minotaur::NonlinearFunction.

◆ setOut()

void CGraph::setOut ( CNode * node )

Set the node that should be the output of this graph. This node should already be a part of this graph (created by newNode() function).

Parameters

[in] node The node that is the output.

◆ sqrRoot()

void CGraph::sqrRoot ( int & err )

virtual

Change the nonlinear function to its square-root.

Parameters

[out] err must be nonzero if the operation is unsuccessful

Reimplemented from Minotaur::NonlinearFunction.

◆ subst()

void CGraph::subst	(	VariablePtr	,
		VariablePtr	,
		double
	)

virtual

Substitute a variable with another.

Reimplemented from Minotaur::NonlinearFunction.

◆ varBoundMods()

void CGraph::varBoundMods	(	double	,
		double	,
		VarBoundModVector &	,
		SolveStatus *
	)

virtual

Tighten variables based on function bounds.

Given a lower and upper bound on the allowed values of the function, deduce bounds of variables and return the modifications in bounds. The modifications are not applied to the variables.

param [in] lb A lower bound on function values
param [in] ub An upper bound on function values
param [out] mods A vector of modifications deduced by bound propagation/tightening
param [out] status Tells whether there was an error in executing this routine or if the problem is infeasible etc.

Reimplemented from Minotaur::NonlinearFunction.

◆ write()

void CGraph::write ( std::ostream & out ) const

virtual

Display the nonlinear function.

Reimplemented from Minotaur::NonlinearFunction.

The documentation for this class was generated from the following files:

/home/amahajan/tmp/minotaur-test/src/base/CGraph.h
/home/amahajan/tmp/minotaur-test/src/base/CGraph.cpp

Public Member Functions

Additional Inherited Members

Member Function Documentation

◆ addConst()

◆ cloneWithVars()

◆ computeBounds()

◆ eval()

◆ evalGradient()

◆ evalHessian()

◆ fillHessStor()

◆ fillJac()

◆ finalHessStor()

◆ finalize()

◆ getFixVarOffset()

◆ getNlString()

◆ getPersp()

◆ getType()

◆ getVars()

◆ isSumOfSquares()

◆ multiply()

◆ newNode() [1/5]

◆ newNode() [2/5]

◆ newNode() [3/5]

◆ newNode() [4/5]

◆ newNode() [5/5]

◆ prepJac()

◆ removeVar()

◆ setOut()

◆ sqrRoot()

◆ subst()

◆ varBoundMods()

◆ write()