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Minotaur 0.4.1
Docs for developers
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Public Member Functions | |
| PerspCutGenerator () | |
| Default constructor. | |
| PerspCutGenerator (EnvPtr env, ProblemPtr problem, EnginePtr nlpe_) | |
| Constructor. | |
| ~PerspCutGenerator () | |
| Destructor. | |
| bool | addPC (RelaxationPtr rel, const double *y, UInt i, const double *ptToCut, const double *prPt, bool isObj, VariablePtr objVar, CutManagerPtr cutMan, double relVal) |
| Added perspective cut to a constraint at a given point. | |
| std::string | getName () const |
| Returns name of the handler. | |
| UInt | getNumCuts () |
| void | fixedValue (double *prPt, bool isObj, UInt i) |
| void | addCut (RelaxationPtr rel, const double *nlpx, const double *lpx, UInt it, SeparationStatus *pcStatus) |
| void | atIntPt (RelaxationPtr rel, const double *nlpx, const double *lpx, SeparationStatus *pcStatus, CutManager *) |
| void | getCutFun (RelaxationPtr rel, LinearFunctionPtr *lf, UInt it, const double *x, double *c, int *error) |
| bool | addCutToRel (RelaxationPtr rel, const double *ptToCut, LinearFunctionPtr lf, double c, VariablePtr objVar, double relVal, CutManagerPtr) |
| Add PCut torelaxation. | |
| void | oriFeasPt (RelaxationPtr rel, const double *x) |
| Iterate over PR amenable constraints to add PCut;. More... | |
| void | oriInfeasPt (RelaxationPtr rel, const double *x) |
| void | atPtx (RelaxationPtr rel, const double *x) |
| void | cutToCons (RelaxationPtr rel, const double *x, UInt it) |
| bool | bisecPt (double *x, double *newPt, UInt i, bool isObj, double relVal) |
| void | cvxCombPt (RelaxationPtr rel, const double *y, UInt it) |
| bool | changeVarForm (VariablePtr v, double xc, double sb, UInt itn, double *newPt, bool isObj, bool nlin) |
| void | linearAt (RelaxationPtr rel, const double *x, const double *prPt, double *c, LinearFunctionPtr *lf, UInt itn, int *error, bool isObj) |
| std::vector< prCons > | getPRCons () |
| Return vector of perspective amenable constraint. | |
| prObj | getPRObj () |
| UInt | isFeasible (const double *x, UInt i, bool isObj, double relVal) |
| Check feasibility of PR amenable constraints at the given solution. | |
| bool | prVars (const double *y, double *prPt, UInt itn, bool isObj) |
| Generate variables for PR reformulation. Case in which z = 0 fixes x. | |
| void | findPRCons () |
| bool | uniDirZSearch (double *y, double *newPt, UInt i, double zdir) |
| bool | getStatus () |
| Return 1 if there are PR amenable constraints in the problem. | |
| bool | lineSearchAC (double *y, double *newPt, UInt i, bool isObj, double relVal) |
| Perform line search using analytical center solC_. This search happens. | |
| void | writeStats (std::ostream &out) const |
| Writes statistics. | |
| void Minotaur::PerspCutGenerator::addCut | ( | RelaxationPtr | rel, |
| const double * | nlpx, | ||
| const double * | lpx, | ||
| UInt | it, | ||
| SeparationStatus * | pcStatus | ||
| ) |
Add Perspective cut (PCut) to a violated PR amenable constraint whose associated binary variable in integer at the given point (nlpx).
| void Minotaur::PerspCutGenerator::atIntPt | ( | RelaxationPtr | rel, |
| const double * | nlpx, | ||
| const double * | lpx, | ||
| SeparationStatus * | pcStatus, | ||
| CutManager * | |||
| ) |
Add PCut to violated PR amenable constraints whose associated binary variable in integer at the given point (nlpx).
| void Minotaur::PerspCutGenerator::atPtx | ( | RelaxationPtr | rel, |
| const double * | x | ||
| ) |
Add PCut to a PR amenable constraint. If both the original and PR amenable constraints are satisfied at x, PCut is added at x. If only former is satisfied, then a point feasible to latter is obtained using bisection at which PCut is then added. If both the constraints are not satisfied then first a point feasible to original constraint is obtained using which a point satisfying PR amneable constraint is obtained using bisection, at which PCut is added.
| bool PerspCutGenerator::bisecPt | ( | double * | x, |
| double * | newPt, | ||
| UInt | i, | ||
| bool | isObj, | ||
| double | relVal | ||
| ) |
Determine a point feasible to orginal constraint when the given point (x) violates both original and PR reformulated constraints. Give variable values when associated binary variable is 0 for a PR amenable constraint. Find a point (w1) feasible to original constraint using bisection method on points x and w, where former in feasible and latter is infeasible to the original constraint. Given point (x,z) violating PR amenable constraint. Also, known that (x,1) satisfies the PR constraint. Perform the bisection to find boundary point.
| void Minotaur::PerspCutGenerator::getCutFun | ( | RelaxationPtr | rel, |
| LinearFunctionPtr * | lf, | ||
| UInt | it, | ||
| const double * | x, | ||
| double * | c, | ||
| int * | error | ||
| ) |
Add OA cut to original constraint of a violated PR constraint whose associated binary variable has value 0. Add PCut to a PR amenable constraint whose associated binary variable in integer at the given point (nlpx).
| void PerspCutGenerator::linearAt | ( | RelaxationPtr | rel, |
| const double * | x, | ||
| const double * | prPt, | ||
| double * | c, | ||
| LinearFunctionPtr * | lf, | ||
| UInt | itn, | ||
| int * | error, | ||
| bool | isObj | ||
| ) |
Given outer-approximatio to a violated PR constraint
| void Minotaur::PerspCutGenerator::oriFeasPt | ( | RelaxationPtr | rel, |
| const double * | x | ||
| ) |
Iterate over PR amenable constraints to add PCut;.
Add PCut to a PR amenable constraint. At point (x) original constraint is known to be satisfied but not necessarily PR constraint. If PR constraint is satisfied at x then PCut is added at x. Otherwise, a feasible point to add PCut is obtained using bisection.