Inheritance diagram for Minotaur::PerspCutHandler:

Collaboration diagram for Minotaur::PerspCutHandler:

Public Member Functions
	PerspCutHandler ()
	Default constructor.

	PerspCutHandler (EnvPtr env, ProblemPtr problem)
	Constructor.

	~PerspCutHandler ()
	Destructor.

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

virtual void	getBranchingCandidates (RelaxationPtr, const DoubleVector &, ModVector &, BrVarCandSet &, BrCandVector &, bool &)
	find branching candidates. More...

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

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

SolveStatus	presolve (PreModQ , bool , Solution **sol)
	Does nothing. More...

virtual bool	presolveNode (RelaxationPtr, NodePtr, SolutionPoolPtr, ModVector &, ModVector &)
	Does nothing. More...

void	relaxInitFull (RelaxationPtr, bool *)
	Does nothing.

void	relaxInitInc (RelaxationPtr, bool *)
	Does nothing.

void	relaxNodeFull (NodePtr, RelaxationPtr, bool *)
	Does nothing. More...

void	relaxNodeInc (NodePtr, RelaxationPtr, bool *)
	Does nothing. More...

void	separate (ConstSolutionPtr sol, NodePtr node, RelaxationPtr rel, CutManager cutman, SolutionPoolPtr s_pool, ModVector &p_mods, ModVector &r_mods, bool sol_found, SeparationStatus *status)
	Separates current solution. More...

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	linearAt (RelaxationPtr rel, FunctionPtr f, double fval, const double x, double c, LinearFunctionPtr lf, int error)

void	getCutFun (RelaxationPtr rel, LinearFunctionPtr lf, UInt it, const double x, double c, int error)

void	addCutToRel (RelaxationPtr rel, LinearFunctionPtr lf, double c)
	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)

void	bisecPt (const double x, double y, UInt it)

void	cvxCombPt (RelaxationPtr rel, const double *y, UInt it)

double	changeVarForm (VariablePtr v, double xc, double xb, UInt itn, int *error)

void	linearAt (RelaxationPtr rel, const double y, double c, LinearFunctionPtr lf, UInt itn, int error)

std::vector< ConstraintPtr >	getPRCons ()
	Return vector of perspective amenable constraint.

bool	isFeasible (ConstSolutionPtr, RelaxationPtr, bool &, double &)
	Check feasibility of PR amenable constraints at the given solution. More...

void	prVars (const double x, double y, UInt itn, int *error)
	Generate variables for PR reformulation.

void	findPRCons ()

bool	getStatus ()
	Return 1 if there are PR amenable constraints in the problem.

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

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.

Member Function Documentation

◆ addCut()

void Minotaur::PerspCutHandler::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).

◆ atIntPt()

void PerspCutHandler::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).

◆ atPtx()

void PerspCutHandler::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.

◆ bisecPt()

void PerspCutHandler::bisecPt	(	const double *	x,
		double *	y,
		UInt	it
	)

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 violating PR amenable constraint give a feasible point using bisection.

◆ getBranches()

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

inlinevirtual

Does nothing.

Implements Minotaur::Handler.

◆ getBranchingCandidates()

virtual void Minotaur::PerspCutHandler::getBranchingCandidates	(	RelaxationPtr	rel,
		const DoubleVector &	x,
		ModVector &	mods,
		BrVarCandSet &	cands,
		BrCandVector &	gencands,
		bool &	is_inf
	)

inlinevirtual

find branching candidates.

A brancher will ask each handler by calling this function to list branching candidates.

Parameters

[in]	rel	Relaxation being solved at current node.
[in]	x	Solution of the relaxation.
[out]	mods	Any modifications that the handler found (Unused).
[out]	cands	The set of candidates to which branching candidates must be inserted. This set has candidates that want to branch on a single variable only. Other candidates must go into gencands.
[out]	gencands	The vector of general branching candidates. All candidates that do not want to branch on a variable dichotomy must be added in this vector.
[out]	is_inf	true if the handler finds that the problem is infeasible and the node can be pruned.

Implements Minotaur::Handler.

◆ getBrMod()

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

inlinevirtual

Does nothing.

Implements Minotaur::Handler.

◆ getCutFun()

void PerspCutHandler::getCutFun	(	RelaxationPtr	rel,
		LinearFunctionPtr *	lf,
		UInt	it,
		const double *	x,
		double *	c,
		int *	error
	)

Add PCut to a PR amenable constraint whose associated binary variable in integer at the given point (nlpx).

◆ getName()

std::string PerspCutHandler::getName ( ) const

virtual

Returns name of the handler.

Implements Minotaur::Handler.

◆ isFeasible()

bool PerspCutHandler::isFeasible	(	ConstSolutionPtr	sol,
		RelaxationPtr	,
		bool &	,
		double &
	)

virtual

Check feasibility of PR amenable constraints at the given solution.

Implements Minotaur::Handler.

◆ linearAt() [1/2]

void PerspCutHandler::linearAt	(	RelaxationPtr	rel,
		const double *	y,
		double *	c,
		LinearFunctionPtr *	lf,
		UInt	itn,
		int *	error
	)

Given outer-approximatio to a violated PR constraint

◆ linearAt() [2/2]

void PerspCutHandler::linearAt	(	RelaxationPtr	rel,
		FunctionPtr	f,
		double	fval,
		const double *	x,
		double *	c,
		LinearFunctionPtr *	lf,
		int *	error
	)

Add OA cut to original constraint of a violated PR constraint whose associated binary variable has value 0.

◆ oriFeasPt()

void PerspCutHandler::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.

◆ presolve()

SolveStatus Minotaur::PerspCutHandler::presolve	(	PreModQ *	,
		bool *	,
		Solution **	sol
	)

inlinevirtual

Does nothing.

Implements Minotaur::Handler.

◆ presolveNode()

virtual bool Minotaur::PerspCutHandler::presolveNode	(	RelaxationPtr	,
		NodePtr	,
		SolutionPoolPtr	,
		ModVector &	,
		ModVector &
	)

inlinevirtual

Does nothing.

Implements Minotaur::Handler.

◆ relaxNodeFull()

void Minotaur::PerspCutHandler::relaxNodeFull	(	NodePtr	,
		RelaxationPtr	,
		bool *
	)

inlinevirtual

Does nothing.

Implements Minotaur::Handler.

◆ relaxNodeInc()

void Minotaur::PerspCutHandler::relaxNodeInc	(	NodePtr	,
		RelaxationPtr	,
		bool *
	)

inlinevirtual

Does nothing.

Implements Minotaur::Handler.

◆ separate()

void PerspCutHandler::separate	(	ConstSolutionPtr	sol,
		NodePtr	node,
		RelaxationPtr	rel,
		CutManager *	cutman,
		SolutionPoolPtr	s_pool,
		ModVector &	p_mods,
		ModVector &	r_mods,
		bool *	sol_found,
		SeparationStatus *	status
	)

virtual

Separates current solution.

Implements Minotaur::Handler.

◆ writeStats()

void PerspCutHandler::writeStats ( std::ostream & out ) const

virtual

Writes statistics.

Reimplemented from Minotaur::Handler.

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

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

Public Member Functions

Additional Inherited Members

Member Function Documentation

◆ addCut()

◆ atIntPt()

◆ atPtx()

◆ bisecPt()

◆ getBranches()

◆ getBranchingCandidates()

◆ getBrMod()

◆ getCutFun()

◆ getName()

◆ isFeasible()

◆ linearAt() [1/2]

◆ linearAt() [2/2]

◆ oriFeasPt()

◆ presolve()

◆ presolveNode()

◆ relaxNodeFull()

◆ relaxNodeInc()

◆ separate()

◆ writeStats()