Handler for convex constraints, based on quesada-grossmann algorithm. More...

#include <STOAHandler.h>

Inheritance diagram for Minotaur::STOAHandler:

Collaboration diagram for Minotaur::STOAHandler:

Public Member Functions
	STOAHandler (EnvPtr env, ProblemPtr minlp, EnginePtr nlpe, MILPEnginePtr milpe, SolutionPoolPtr solPool)
	Default Constructor. More...

	~STOAHandler ()
	Destroy.

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

UInt	getNumCalls ()
	Return number of callbacks till now.

double	getCbTime ()
	Return the time taken in callbacks till now.

void	setCbTime (double timeval)
	Set the time taken in callbacks till now.

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

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

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

bool	isFeasible (ConstSolutionPtr, RelaxationPtr, bool &, double &)
	Check if a solution is feasible. More...

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

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

void	postsolveGetX (const double , UInt, DoubleVector )
	Does nothing.

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

void	relaxInitInc (RelaxationPtr rel, 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...

void	separate (ConstSolutionPtr, NodePtr, RelaxationPtr, CutManager , SolutionPoolPtr, ModVector &, ModVector &, bool , SeparationStatus *)
	add cuts to separate a given point. More...

void	solveMILP (double objfLb, ConstSolutionPtr sol, SolutionPoolPtr solPool, CutManager *cutMan)

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

RelaxationPtr	getRel ()

bool	fixedNLP (const double *lpx, EnginePtr &nlpe, ProblemPtr &minlp)

double	newUb (std::vector< UInt > varIdx, std::vector< double > varCoeff)

ConstraintConstIterator	consBegin () const
	Iterate over constraints. Returns the 'begin' iterator. More...

ConstraintConstIterator	consEnd () const
	Iterate over constraints. Returns the 'end' iterator. More...

void	OACutToCons (const double lpx, ConstraintPtr con, double rhs, std::vector< UInt > varIdx, std::vector< double > varCoeff, EnginePtr nlpe)

void	OACutToObj (const double lpx, double rhs, std::vector< UInt > varIdx, std::vector< double > varCoeff, double ub, EnginePtr nlpe)

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

Handler for convex constraints, based on quesada-grossmann algorithm.

STOAHandler is a derived class of Handler. It adds cuts generated by solving an NLP whenever an integer (but infeasible) solution of LP relaxation is found.

Constructor & Destructor Documentation

◆ STOAHandler()

STOAHandler::STOAHandler	(	EnvPtr	env,
		ProblemPtr	minlp,
		EnginePtr	nlpe,
		MILPEnginePtr	milpe,
		SolutionPoolPtr	solPool
	)

Default Constructor.

Parameters

[in]	env	Environment pointer.
[in]	minlp	The minlp for which cuts are generated (Not the relaxation.)
[in]	nlpe	The engine to solve nonlinear continuous problem.

Member Function Documentation

◆ consBegin()

ConstraintConstIterator Minotaur::STOAHandler::consBegin ( ) const

inlinevirtual

Iterate over constraints. Returns the 'begin' iterator.

Reimplemented from Minotaur::Handler.

◆ consEnd()

ConstraintConstIterator Minotaur::STOAHandler::consEnd ( ) const

inlinevirtual

Iterate over constraints. Returns the 'end' iterator.

Reimplemented from Minotaur::Handler.

◆ getBranches()

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

inlinevirtual

Does nothing.

Implements Minotaur::Handler.

◆ getBranchingCandidates()

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

inlinevirtual

Does nothing.

Implements Minotaur::Handler.

◆ getBrMod()

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

inlinevirtual

Does nothing.

Implements Minotaur::Handler.

◆ getName()

std::string STOAHandler::getName ( ) const

virtual

Return the name of the handler.

Implements Minotaur::Handler.

◆ isFeasible()

bool Minotaur::STOAHandler::isFeasible	(	ConstSolutionPtr	sol,
		RelaxationPtr	rel,
		bool &	should_prune,
		double &	inf_meas
	)

inlinevirtual

Check if a solution is feasible.

Check if a given solution is feasible for the constraints that are handled by this handler. should_prune is true if the handler finds that the problem itself is infeasible and the current node can be pruned (which is different from a solution not being feasible).

Parameters

[in]	sol	The solution of the relaxation whose feasibility we want to test.
[in]	rel	The relaxation.
[out]	should_prune	True if the relaxation is infeasible and we can prune the node associated.
[out]	inf_meas	A measure of infeasibility. It may be used by heuristics and other code to make the tree-search faster. Computing this value is optional.

Returns: True if sol is feasible for constraints/objective asociated with this handler. False if sol is not feasible.

Implements Minotaur::Handler.

◆ presolve()

SolveStatus Minotaur::STOAHandler::presolve	(	PreModQ *	,
		bool *	,
		Solution **
	)

inlinevirtual

Does nothing.

Implements Minotaur::Handler.

◆ presolveNode()

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

inlinevirtual

Does nothing.

Implements Minotaur::Handler.

◆ relaxInitFull()

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

virtual

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

inlinevirtual

add cuts to separate a given point.

Add cuts to the relaxation to cutoff a solution. We assume that all cuts are globally valid.

Parameters

[in]	sol	The solution that needs to be cut off
[in]	node	The node that we are currently solving.
[in]	rel	The relaxation at this node.
[in]	cutman	The CutManager where cuts should be sent.
[in]	s_pool	The SolutionPool containing solutions found so far.
[out]	sol_found	True if a new solution has been found while separating
[out]	status	SeparationStatus returned by this routine.

Implements Minotaur::Handler.

◆ writeStats()

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

virtual

Write statistics to ostream out.

Reimplemented from Minotaur::Handler.

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

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

Public Member Functions

Additional Inherited Members

Detailed Description

Constructor & Destructor Documentation

◆ STOAHandler()

Member Function Documentation

◆ consBegin()

◆ consEnd()

◆ getBranches()

◆ getBranchingCandidates()

◆ getBrMod()

◆ getName()

◆ isFeasible()

◆ presolve()

◆ presolveNode()

◆ relaxInitFull()

◆ relaxInitInc()

◆ relaxNodeFull()

◆ relaxNodeInc()

◆ separate()

◆ writeStats()