#include <NlPresHandler.h>

Inheritance diagram for Minotaur::NlPresHandler:

Collaboration diagram for Minotaur::NlPresHandler:

Public Member Functions
	NlPresHandler ()
	Default constructor.

	NlPresHandler (EnvPtr env, ProblemPtr p)
	Constructor.

	~NlPresHandler ()
	Destroy.

void	relaxInitFull (RelaxationPtr, SolutionPool , bool )
	Create root relaxation if doing full node relaxations. More...

void	relaxInitInc (RelaxationPtr, SolutionPool , bool )
	Create root relaxation if doing incremental node relaxations. More...

void	relaxNodeFull (NodePtr, RelaxationPtr, bool *)
	Create a relaxation for a node, building from scratch. More...

void	relaxNodeInc (NodePtr, RelaxationPtr, bool *)
	Create an incremental relaxation for a node. More...

bool	isFeasible (ConstSolutionPtr, RelaxationPtr, bool &, double &)

void	separate (ConstSolutionPtr, NodePtr, RelaxationPtr, CutManager , SolutionPoolPtr, ModVector &, ModVector &, bool , SeparationStatus *)

void	getBranchingCandidates (RelaxationPtr, const DoubleVector &, ModVector &, BrVarCandSet &, BrCandVector &, bool &)
	Does nothing. More...

ModificationPtr	getBrMod (BrCandPtr, DoubleVector &, RelaxationPtr, BranchDirection)
	Does nothing. More...

Branches	getBranches (BrCandPtr, DoubleVector &, RelaxationPtr, SolutionPoolPtr)
	Does nothing. More...

SolveStatus	presolve (PreModQ pre_mods, bool changed, Solution **sol)
	Initial presolve. More...

bool	presolveNode (RelaxationPtr p, NodePtr node, SolutionPoolPtr s_pool, ModVector &p_mods, ModVector &rmods)
	Presolve the problem and its relaxation at a node. More...

std::string	getName () const
	Return the name of the handler. More...

void	simplePresolve (ProblemPtr p, SolutionPoolPtr s_pool, ModVector &t_mods, SolveStatus &status)

void	writePreStats (std::ostream &out) const
	Write statistics about presolve. More...

void	writeStats (std::ostream &out) const
	Write statistics to ostream out. More...

void	x_bound_with_c (double a, double b, double c, double l, double u, double *l2)

void	linear_var_set (VariableSet lfvars, FunctionPtr f, VariableSet *linear_terms)

void	lin_var_bound (VarBoundModVector lfmod, LinearFunctionPtr lf, QuadraticFunctionPtr qf, VariableSet qfvars, VariableSet linear_terms, double cl, double cu, int &change)

void	get_other_linear_var_bounds (VariablePtr v, double lflb, double lfub, VariableSet linear_tSerms, LinearFunctionPtr lf)

void	quad_var_bound (VarBoundModVector qfmod, LinearFunctionPtr lf, QuadraticFunctionPtr qf, VariableSet qfvars, VariableSet linear_terms, double cl, double cu, int &change)

void	get_other_quad_var_bounds (VariablePtr v, double qflb, double qfub, VariableSet qfvars, QuadraticFunctionPtr qf, LinearFunctionPtr lf)

void	bilinear_bounds (VariablePtr v, double qflb1, double qfub1, VariableSet qfvars, QuadraticFunctionPtr qf)

void	quad_bound (VariablePtr v, double a, double b, double l, double u)

void	quad_bound_range (VariablePtr v, double a, double blb, double bub, double l, double u)

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

virtual	~Handler ()
	Destroy.

virtual void	addConstraint (ConstraintPtr newcon)
	Add constraint to be handled by this handler. More...

virtual ConstraintVector::const_iterator	consBegin () const

virtual ConstraintVector::const_iterator	consEnd () const

virtual int	fixNodeErr (RelaxationPtr, ConstSolutionPtr, SolutionPoolPtr, bool &)

virtual Branches	getBranches (BrCandPtr cand, DoubleVector &x, RelaxationPtr rel, SolutionPoolPtr s_pool)=0
	Return branches for branching. More...

virtual void	getBranchingCandidates (RelaxationPtr rel, const DoubleVector &x, ModVector &mods, BrVarCandSet &cands, BrCandVector &gencands, bool &is_inf)=0
	find branching candidates. More...

virtual ModificationPtr	getBrMod (BrCandPtr cand, DoubleVector &x, RelaxationPtr rel, BranchDirection dir)=0
	Get the modifcation that creates a given (up or down) branch. More...

virtual std::string	getName () const =0
	Return the name of the handler. More...

bool	getStrongerMods (RelaxationPtr rel, NodePtr node, SolutionPoolPtr s_pool, ModVector &p_mods, ModVector &r_mods)
	do node presolve to get mods for stronger branching All params are presolveNode params.

virtual bool	isFeasible (ConstSolutionPtr sol, RelaxationPtr rel, bool &should_prune, double &inf_meas)=0
	Check if a solution is feasible. More...

virtual bool	isNeeded ()
	Return true if this handler is needed for the problem. More...

virtual SolveStatus	presolve (PreModQ pre_mods, bool changed, Solution **sol)=0
	Initial presolve. More...

virtual bool	presolveNode (RelaxationPtr rel, NodePtr node, SolutionPoolPtr s_pool, ModVector &p_mods, ModVector &r_mods)=0
	Presolve the problem and its relaxation at a node. More...

virtual bool	postSolveRootNode (RelaxationPtr, SolutionPoolPtr, ConstSolutionPtr, ModVector &, ModVector &)
	At the root node post solve the problem and its relaxation. LP based bound tightening (OBBT) is employed here after filtering variables for which no OBBT is required. More...

virtual void	relaxInitFull (RelaxationPtr rel, SolutionPool sp, bool is_inf)=0
	Create root relaxation if doing full node relaxations. More...

virtual void	relaxInitInc (RelaxationPtr rel, SolutionPool sp, bool is_inf)=0
	Create root relaxation if doing incremental node relaxations. More...

virtual void	relaxNodeFull (NodePtr node, RelaxationPtr rel, bool *is_inf)=0
	Create a relaxation for a node, building from scratch. More...

virtual void	relaxNodeInc (NodePtr node, RelaxationPtr rel, bool *is_inf)=0
	Create an incremental relaxation for a node. More...

virtual void	removeCuts (RelaxationPtr, ConstSolutionPtr)

virtual void	separate (ConstSolutionPtr sol, NodePtr node, RelaxationPtr rel, CutManager cutman, SolutionPoolPtr s_pool, ModVector &p_mods, ModVector &r_mods, bool sol_found, SeparationStatus *status)=0
	add cuts to separate a given point. More...

virtual void	setModFlags (bool mod_prob, bool mod_rel)
	Tell the handler whether the problem will be modified or the relaxation will be modified or both. These modifications will be saved in the tree as well. More...

virtual void	simplePresolve (ProblemPtr, SolutionPoolPtr, ModVector &, SolveStatus &status)

void	undoStrongerMods (ProblemPtr p, RelaxationPtr rel, ModVector &p_mods, ModVector &r_mods)
	Undo Modifications made during stronger branching. More...

virtual void	writeStats (std::ostream &) const
	Write statistics to ostream out. More...

Additional Inherited Members
Protected Attributes inherited from Minotaur::Handler
ConstraintVector	cons_

bool	modProb_
	If true, modify the original (or transformed) problem.

bool	modRel_
	If true, modify the relaxation of original (or transformed) problem.

Detailed Description

A NlPresHandler presolves nonlinear constraints. Experimental.

Member Function Documentation

◆ bilinear_bounds()

void NlPresHandler::bilinear_bounds	(	VariablePtr	v,
		double *	qflb1,
		double *	qfub1,
		VariableSet	qfvars,
		QuadraticFunctionPtr	qf
	)

Bounds for bilinear variable terms other than the variable given as input to this function to be used for above function, for getting quad var bound

◆ get_other_linear_var_bounds()

void NlPresHandler::get_other_linear_var_bounds	(	VariablePtr	v,
		double *	lflb,
		double *	lfub,
		VariableSet	linear_tSerms,
		LinearFunctionPtr	lf
	)

Bounds for variables with only linear terms in function other than the variable given as input to this function to be used for above function, for getting linear var bound

◆ get_other_quad_var_bounds()

void NlPresHandler::get_other_quad_var_bounds	(	VariablePtr	v,
		double *	qflb,
		double *	qfub,
		VariableSet	qfvars,
		QuadraticFunctionPtr	qf,
		LinearFunctionPtr	lf
	)

Bounds for quadratic variable terms other than the variable given as input to this function to be used for above function, for getting quad var bound

◆ getBranches()

Branches Minotaur::NlPresHandler::getBranches	(	BrCandPtr	,
		DoubleVector &	,
		RelaxationPtr	,
		SolutionPoolPtr
	)

inlinevirtual

Does nothing.

Implements Minotaur::Handler.

◆ getBranchingCandidates()

void Minotaur::NlPresHandler::getBranchingCandidates	(	RelaxationPtr	,
		const DoubleVector &	,
		ModVector &	,
		BrVarCandSet &	,
		BrCandVector &	,
		bool &
	)

inlinevirtual

Does nothing.

Implements Minotaur::Handler.

◆ getBrMod()

ModificationPtr Minotaur::NlPresHandler::getBrMod	(	BrCandPtr	,
		DoubleVector &	,
		RelaxationPtr	,
		BranchDirection
	)

inlinevirtual

Does nothing.

Implements Minotaur::Handler.

◆ getName()

std::string NlPresHandler::getName ( ) const

virtual

Return the name of the handler.

Implements Minotaur::Handler.

◆ isFeasible()

bool Minotaur::NlPresHandler::isFeasible	(	ConstSolutionPtr	,
		RelaxationPtr	,
		bool &	,
		double &
	)

inlinevirtual

We assume that nonlinear presolve handler is never called for checking feasibility. Always return true.

Implements Minotaur::Handler.

◆ lin_var_bound()

void NlPresHandler::lin_var_bound	(	VarBoundModVector	lfmod,
		LinearFunctionPtr	lf,
		QuadraticFunctionPtr	qf,
		VariableSet	qfvars,
		VariableSet	linear_terms,
		double	cl,
		double	cu,
		int &	change
	)

Bounds for variables with only linear terms in function

◆ linear_var_set()

void NlPresHandler::linear_var_set	(	VariableSet	lfvars,
		FunctionPtr	f,
		VariableSet *	linear_terms
	)

Bounds for unvariate case, x>0, b=[blb,bub], for ax^2 +bx >= c get set of variables having only linear terms in fucntion

◆ presolve()

SolveStatus NlPresHandler::presolve	(	PreModQ *	pre_mods,
		bool *	changed,
		Solution **	sol
	)

virtual

Initial presolve.

Do the initial presolve. For now we will assume that presolve modifies the given problem. We do not create a new problem. All modifications that require post-processing for getting the solution back are prepended to 'pre_mods' by the handler.

Parameters

[in]	pre_mods	A pointer to a queue of PreMod objects. Modifications made by the presolver must be prepended (not appended) to pre_mods. The order is important for post-solve.
[out]	changed	True if the presolve modified the problem.

Returns: status of presolve.

Parameters

[out] sol Optimal solution found by the handler, if any. The status must be SolvedOptimal if and only if sol is created.

Implements Minotaur::Handler.

◆ presolveNode()

bool NlPresHandler::presolveNode	(	RelaxationPtr	rel,
		NodePtr	node,
		SolutionPoolPtr	s_pool,
		ModVector &	p_mods,
		ModVector &	r_mods
	)

virtual

Presolve the problem and its relaxation at a node.

Presolve the problem and its relaxation at a given node. Bound propagation and other simple modifications can be made in this function. It is called after the node relaxation is setup but before it is solved. Both the problem and its relaxation are presolved. Changes to the problem are stored in the tree. Changes to the relaxation are optional and may or may not be stored in the tree.

Parameters

[in]	rel	Relaxation at the current node.
[in]	node	Current node.
[in]	s_pool	Pool of solutions.
[in]	p_mods	Unused. Modifications to the problem that must be stored in this node so that they are applied to all descendant nodes as well. All modifications must be appended not prepended.
[out]	r_mods	Modifications to the relaxation that must be stored in this node so that they are applied to all descendant nodes as well. All modifications must be appended not prepended. This may be unnecessary in certain algorithms.

Returns: true if Node can be pruned because infeasibility is detected.

Implements Minotaur::Handler.

◆ quad_bound()

void NlPresHandler::quad_bound	(	VariablePtr	v,
		double	a,
		double	b,
		double *	l,
		double *	u
	)

Bounds for a quadratic function : x>0 for ax^2 +bx

◆ quad_bound_range()

void NlPresHandler::quad_bound_range	(	VariablePtr	v,
		double	a,
		double	blb,
		double	bub,
		double *	l,
		double *	u
	)

Bounds for a quadratic function : x>0, b=[blb,bub] for ax^2 +bx

◆ quad_var_bound()

void NlPresHandler::quad_var_bound	(	VarBoundModVector	qfmod,
		LinearFunctionPtr	lf,
		QuadraticFunctionPtr	qf,
		VariableSet	qfvars,
		VariableSet	linear_terms,
		double	cl,
		double	cu,
		int &	change
	)

Bounds for quadratic variable terms

◆ relaxInitFull()

void Minotaur::NlPresHandler::relaxInitFull	(	RelaxationPtr	rel,
		SolutionPool *	sp,
		bool *	is_inf
	)

inlinevirtual

Create root relaxation if doing full node relaxations.

This method is used to add all the variables and constraints handled by this handler, with the understanding that nodes will also be fully rebuilt. The relaxation is already created, it should not be freed or re-allocated.

Parameters

[in,out]	rel	The relaxation that is being constructed.
[in]	Solution	pool for storing any new solutions found.
[out]	is_inf	is true if the handler finds that the problem is infeasible.

Implements Minotaur::Handler.

◆ relaxInitInc()

void Minotaur::NlPresHandler::relaxInitInc	(	RelaxationPtr	rel,
		SolutionPool *	sp,
		bool *	is_inf
	)

inlinevirtual

Create root relaxation if doing incremental node relaxations.

This method is used to add all the variables and constraints handled by this handler, with the understanding that nodes will incrementally relaxed. The relaxation is already created, it should not be freed or re-allocated.

Parameters

[in,out]	rel	The relaxation that is being constructed.
[in]	Solution	pool for storing any new solutions found.
[out]	is_inf	is true if the handler finds that the problem is infeasible.

Implements Minotaur::Handler.

◆ relaxNodeFull()

void Minotaur::NlPresHandler::relaxNodeFull	(	NodePtr	node,
		RelaxationPtr	rel,
		bool *	is_inf
	)

inlinevirtual

Create a relaxation for a node, building from scratch.

Create a relaxation of the constraints. Either this method, or relaxNodeInc should be called at each node. Here, we only make minor modifications to the same relaxation.

Parameters

[in]	node	is the node for which relaxation is to be created.
[in]	rel	is the relaxation that is being constructed. Do not allocate or re-allocate space for it. Just add new variables or constraints to it.
[out]	is_inf	is true if the node can be pruned.

Implements Minotaur::Handler.

◆ relaxNodeInc()

void Minotaur::NlPresHandler::relaxNodeInc	(	NodePtr	node,
		RelaxationPtr	rel,
		bool *	is_inf
	)

inlinevirtual

Create an incremental relaxation for a node.

Create a relaxation of the constraints. Either this method, or nodeRelaxFull relax should be called at root node. Usually we only make minor modifications to the same relaxation.

Parameters

[in]	node	is the node for which relaxation is to be created.
[in]	rel	is the relaxation that is being constructed. Do not allocate or re-allocate space for it. Just add new variables or constraints to it.
[out]	is_inf	is true if the node can be pruned.

Implements Minotaur::Handler.

◆ separate()

void Minotaur::NlPresHandler::separate	(	ConstSolutionPtr	,
		NodePtr	,
		RelaxationPtr	,
		CutManager *	,
		SolutionPoolPtr	,
		ModVector &	,
		ModVector &	,
		bool *	,
		SeparationStatus *
	)

inlinevirtual

Generate valid cuts using linear constraints.

Implements Minotaur::Handler.

◆ simplePresolve()

void NlPresHandler::simplePresolve	(	ProblemPtr	,
		SolutionPoolPtr	,
		ModVector &	,
		SolveStatus &	status
	)

virtual

Do simple presolve. This may involve quick bound inference and other simple tricks. Can be cheaper than node presolve and root presolve.

Parameters

[in]	p	Problem for which presolving to be done.
[in]	spool	Solution pool.
[out]	t_mods	Modification derived from presolve.
[out]	status	Presolve status.

Reimplemented from Minotaur::Handler.

◆ writePreStats()

void NlPresHandler::writePreStats ( std::ostream & out ) const

Write statistics about presolve.

Parameters

[in] out The output stream to which statistics are printed.

◆ writeStats()

void NlPresHandler::writeStats ( std::ostream & ) const

virtual

Write statistics to ostream out.

Reimplemented from Minotaur::Handler.

◆ x_bound_with_c()

void NlPresHandler::x_bound_with_c	(	double	a,
		double	b,
		double	c,
		double *	l,
		double *	u,
		double *	l2
	)

Bounds for unvariate case, x>0 for ax^2 +bx >= c

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

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

Public Member Functions

Additional Inherited Members

Detailed Description

Member Function Documentation

◆ bilinear_bounds()

◆ get_other_linear_var_bounds()

◆ get_other_quad_var_bounds()

◆ getBranches()

◆ getBranchingCandidates()

◆ getBrMod()

◆ getName()

◆ isFeasible()

◆ lin_var_bound()

◆ linear_var_set()

◆ presolve()

◆ presolveNode()

◆ quad_bound()

◆ quad_bound_range()

◆ quad_var_bound()

◆ relaxInitFull()

◆ relaxInitInc()

◆ relaxNodeFull()

◆ relaxNodeInc()

◆ separate()

◆ simplePresolve()

◆ writePreStats()

◆ writeStats()

◆ x_bound_with_c()