CglGomory Class Reference

Gomory Cut Generator Class. More...

#include <CglGomory.hpp>

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List of all members.

Public Member Functions

Generate Cuts



virtual void generateCuts (const OsiSolverInterface &si, OsiCuts &cs, const CglTreeInfo info=CglTreeInfo()) const
 Generate Mixed Integer Gomory cuts for the model of the solver interface, si.
int generateCuts (const OsiRowCutDebugger *debugger, OsiCuts &cs, const CoinPackedMatrix &columnCopy, const CoinPackedMatrix &rowCopy, const double *objective, const double *colsol, const double *colLower, const double *colUpper, const double *rowLower, const double *rowUpper, const char *intVar, const CoinWarmStartBasis *warm, const CglTreeInfo info=CglTreeInfo()) const
 Generates cuts given matrix and solution etc, returns number of cuts generated.
int generateCuts (const OsiRowCutDebugger *debugger, OsiCuts &cs, const CoinPackedMatrix &columnCopy, const double *objective, const double *colsol, const double *colLower, const double *colUpper, const double *rowLower, const double *rowUpper, const char *intVar, const CoinWarmStartBasis *warm, const CglTreeInfo info=CglTreeInfo()) const
 Generates cuts given matrix and solution etc, returns number of cuts generated (no row copy passed in).
virtual bool needsOptimalBasis () const
 Return true if needs optimal basis to do cuts (will return true).
Change limit on how many variables in cut (default 50)



void setLimit (int limit)
 Set.
int getLimit () const
 Get.
void setLimitAtRoot (int limit)
 Set at root (if <normal then use normal).
int getLimitAtRoot () const
 Get at root.
Change criterion on which variables to look at. All ones

more than "away" away from integrality will be investigated (default 0.05)



void setAway (double value)
 Set away.
double getAway () const
 Get away.
void setAwayAtRoot (double value)
 Set away at root.
double getAwayAtRoot () const
 Get away at root.
Change criterion on which the cut id relaxed if the code

thinks the factorization has inaccuracies.

The relaxation to RHS is smallest of - 1) 1.0e-4 2) conditionNumberMultiplier * condition number of factorization 3) largestFactorMultiplier * largest (dual*element) forming tableau row



void setConditionNumberMultiplier (double value)
 Set ConditionNumberMultiplier.
double getConditionNumberMultiplier () const
 Get ConditionNumberMultiplier.
void setLargestFactorMultiplier (double value)
 Set LargestFactorMultiplier.
double getLargestFactorMultiplier () const
 Get LargestFactorMultiplier.
Constructors and destructors



 CglGomory ()
 Default constructor.
 CglGomory (const CglGomory &)
 Copy constructor.
virtual CglCutGeneratorclone () const
 Clone.
CglGomoryoperator= (const CglGomory &rhs)
 Assignment operator.
virtual ~CglGomory ()
 Destructor.
virtual std::string generateCpp (FILE *fp)
 Create C++ lines to get to current state.

Private Attributes

Private member data



double away_
 Only investigate if more than this away from integrality.
double awayAtRoot_
 Only investigate if more than this away from integrality (at root).
double conditionNumberMultiplier_
 Multiplier for conditionNumber cut relaxation.
double largestFactorMultiplier_
 Multiplier for largest factor cut relaxation.
int limit_
 Limit - only generate if fewer than this in cut.
int limitAtRoot_
 Limit - only generate if fewer than this in cut (at root).

Friends

void CglGomoryUnitTest (const OsiSolverInterface *siP, const std::string mpdDir)
 A function that tests the methods in the CglGomory class.

Detailed Description

Gomory Cut Generator Class.

Definition at line 12 of file CglGomory.hpp.


Constructor & Destructor Documentation

CglGomory::CglGomory (  ) 

Default constructor.

CglGomory::CglGomory ( const CglGomory  ) 

Copy constructor.

virtual CglGomory::~CglGomory (  )  [virtual]

Destructor.


Member Function Documentation

virtual void CglGomory::generateCuts ( const OsiSolverInterface &  si,
OsiCuts &  cs,
const CglTreeInfo  info = CglTreeInfo() 
) const [virtual]

Generate Mixed Integer Gomory cuts for the model of the solver interface, si.

Insert the generated cuts into OsiCut, cs.

There is a limit option, which will only generate cuts with less than this number of entries.

We can also only look at 0-1 variables a certain distance from integer.

Implements CglCutGenerator.

int CglGomory::generateCuts ( const OsiRowCutDebugger *  debugger,
OsiCuts &  cs,
const CoinPackedMatrix &  columnCopy,
const CoinPackedMatrix &  rowCopy,
const double *  objective,
const double *  colsol,
const double *  colLower,
const double *  colUpper,
const double *  rowLower,
const double *  rowUpper,
const char *  intVar,
const CoinWarmStartBasis *  warm,
const CglTreeInfo  info = CglTreeInfo() 
) const

Generates cuts given matrix and solution etc, returns number of cuts generated.

int CglGomory::generateCuts ( const OsiRowCutDebugger *  debugger,
OsiCuts &  cs,
const CoinPackedMatrix &  columnCopy,
const double *  objective,
const double *  colsol,
const double *  colLower,
const double *  colUpper,
const double *  rowLower,
const double *  rowUpper,
const char *  intVar,
const CoinWarmStartBasis *  warm,
const CglTreeInfo  info = CglTreeInfo() 
) const

Generates cuts given matrix and solution etc, returns number of cuts generated (no row copy passed in).

virtual bool CglGomory::needsOptimalBasis (  )  const [virtual]

Return true if needs optimal basis to do cuts (will return true).

Reimplemented from CglCutGenerator.

void CglGomory::setLimit ( int  limit  ) 

Set.

int CglGomory::getLimit (  )  const

Get.

void CglGomory::setLimitAtRoot ( int  limit  ) 

Set at root (if <normal then use normal).

int CglGomory::getLimitAtRoot (  )  const

Get at root.

void CglGomory::setAway ( double  value  ) 

Set away.

double CglGomory::getAway (  )  const

Get away.

void CglGomory::setAwayAtRoot ( double  value  ) 

Set away at root.

double CglGomory::getAwayAtRoot (  )  const

Get away at root.

void CglGomory::setConditionNumberMultiplier ( double  value  ) 

Set ConditionNumberMultiplier.

double CglGomory::getConditionNumberMultiplier (  )  const

Get ConditionNumberMultiplier.

void CglGomory::setLargestFactorMultiplier ( double  value  ) 

Set LargestFactorMultiplier.

double CglGomory::getLargestFactorMultiplier (  )  const

Get LargestFactorMultiplier.

virtual CglCutGenerator* CglGomory::clone (  )  const [virtual]

Clone.

Implements CglCutGenerator.

CglGomory& CglGomory::operator= ( const CglGomory rhs  ) 

Assignment operator.

Reimplemented from CglCutGenerator.

virtual std::string CglGomory::generateCpp ( FILE *  fp  )  [virtual]

Create C++ lines to get to current state.

Reimplemented from CglCutGenerator.


Friends And Related Function Documentation

void CglGomoryUnitTest ( const OsiSolverInterface *  siP,
const std::string  mpdDir 
) [friend]

A function that tests the methods in the CglGomory class.

The only reason for it not to be a member method is that this way it doesn't have to be compiled into the library. And that's a gain, because the library should be compiled with optimization on, but this method should be compiled with debugging.


Member Data Documentation

double CglGomory::away_ [private]

Only investigate if more than this away from integrality.

Definition at line 140 of file CglGomory.hpp.

double CglGomory::awayAtRoot_ [private]

Only investigate if more than this away from integrality (at root).

Definition at line 142 of file CglGomory.hpp.

Multiplier for conditionNumber cut relaxation.

Definition at line 144 of file CglGomory.hpp.

Multiplier for largest factor cut relaxation.

Definition at line 146 of file CglGomory.hpp.

int CglGomory::limit_ [private]

Limit - only generate if fewer than this in cut.

Definition at line 148 of file CglGomory.hpp.

int CglGomory::limitAtRoot_ [private]

Limit - only generate if fewer than this in cut (at root).

Definition at line 150 of file CglGomory.hpp.


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

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