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CglKnapsackCover Class Reference

Knapsack Cover Cut Generator Class. More...

#include <CglKnapsackCover.hpp>

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List of all members.

Classes

struct  cliqueType
 Clique type. More...

Public Member Functions

void setTestedRowIndices (int num, const int *ind)
 A method to set which rows should be tested for knapsack covers.
Generate Cuts

virtual void generateCuts (const OsiSolverInterface &si, OsiCuts &cs, const CglTreeInfo info=CglTreeInfo()) const
 Generate knapsack cover cuts for the model of the solver interface, si.
Constructors and destructors

 CglKnapsackCover ()
 Default constructor.
 CglKnapsackCover (const CglKnapsackCover &)
 Copy constructor.
virtual CglCutGeneratorclone () const
 Clone.
CglKnapsackCoveroperator= (const CglKnapsackCover &rhs)
 Assignment operator.
virtual ~CglKnapsackCover ()
 Destructor.
virtual std::string generateCpp (FILE *fp)
 Create C++ lines to get to current state.
virtual void refreshSolver (OsiSolverInterface *solver)
 This can be used to refresh any information.
Sets and gets

void setMaxInKnapsack (int value)
 Set limit on number in knapsack.
int getMaxInKnapsack () const
 get limit on number in knapsack
void switchOffExpensive ()
 Switch off expensive cuts.
void switchOnExpensive ()
 Switch on expensive cuts.

Private Member Functions

Private methods

int deriveAKnapsack (const OsiSolverInterface &si, OsiCuts &cs, CoinPackedVector &krow, bool treatAsLRow, double &b, int *complement, double *xstar, int rowIndex, int numberElements, const int *index, const double *element) const
 deriveAKnapsack returns 1 if it is able to derive a (canonical) knapsack inequality in binary variables of the form ax<=b from the rowIndex-th row in the model, returns 0 otherwise.
int deriveAKnapsack (const OsiSolverInterface &si, OsiCuts &cs, CoinPackedVector &krow, double &b, int *complement, double *xstar, int rowIndex, const CoinPackedVectorBase &matrixRow) const
 deriveAKnapsack returns 1 if it is able to derive a (canonical) knapsack inequality in binary variables of the form ax<=b from the rowIndex-th row in the model, returns 0 otherwise.
int findExactMostViolatedMinCover (int nCols, int row, CoinPackedVector &krow, double b, double *xstar, CoinPackedVector &cover, CoinPackedVector &remainder) const
 Find a violated minimal cover from a canonical form knapsack inequality by solving the -most- violated cover problem and postprocess to ensure minimality.
int findLPMostViolatedMinCover (int nCols, int row, CoinPackedVector &krow, double &b, double *xstar, CoinPackedVector &cover, CoinPackedVector &remainder) const
 Find the most violate minimum cover by solving the lp-relaxation of the most-violate-min-cover problem.
int findGreedyCover (int row, CoinPackedVector &krow, double &b, double *xstar, CoinPackedVector &cover, CoinPackedVector &remainder) const
 find a minimum cover by a simple greedy approach
int liftCoverCut (double &b, int nRowElem, CoinPackedVector &cover, CoinPackedVector &remainder, CoinPackedVector &cut) const
 lift the cover inequality
int liftAndUncomplementAndAdd (double rowub, CoinPackedVector &krow, double &b, int *complement, int row, CoinPackedVector &cover, CoinPackedVector &remainder, OsiCuts &cs) const
 sequence-independent lift and uncomplement and add the resulting cut to the cut set
void seqLiftAndUncomplementAndAdd (int nCols, double *xstar, int *complement, int row, int nRowElem, double &b, CoinPackedVector &cover, CoinPackedVector &remainder, OsiCuts &cs) const
 sequence-dependent lift, uncomplement and add the resulting cut to the cut set
void liftUpDownAndUncomplementAndAdd (int nCols, double *xstar, int *complement, int row, int nRowElem, double &b, CoinPackedVector &fracCover, CoinPackedVector &atOne, CoinPackedVector &remainder, OsiCuts &cs) const
 sequence-dependent lift binary variables either up or down, uncomplement and add to the cut set
int findPseudoJohnAndEllisCover (int row, CoinPackedVector &krow, double &b, double *xstar, CoinPackedVector &cover, CoinPackedVector &remainder) const
 find a cover using a variation of the logic found in OSL (w/o SOS)
int findJohnAndEllisCover (int row, CoinPackedVector &krow, double &b, double *xstar, CoinPackedVector &fracCover, CoinPackedVector &atOnes, CoinPackedVector &remainder) const
 find a cover using the basic logic found in OSL (w/o SOS)
int exactSolveKnapsack (int n, double c, double const *pp, double const *ww, double &z, int *x) const
 A C-style implementation of the Horowitz-Sahni exact solution procedure for solving knapsack problem.
int createCliques (OsiSolverInterface &si, int minimumSize=2, int maximumSize=100, bool extendCliques=false)
 Creates cliques for use by probing.
void deleteCliques ()
 Delete all clique information.

Private Attributes

Private member data

double epsilon_
 epsilon
double epsilon2_
 Tolerance to use for violation - bigger than epsilon_.
double onetol_
 1-epsilon
int maxInKnapsack_
 Maximum in knapsack.
int numRowsToCheck_
 which rows to look at.
int * rowsToCheck_
 epsilon
bool expensiveCuts_
 exactKnapsack can be expensive - this switches off some
const OsiSolverInterface * solver_
 Cliques TEMP so can reference from listing.
int whichRow_
 epsilon
int * complement_
 epsilon
double * elements_
 epsilon
int numberCliques_
 Number of cliques.
cliqueTypecliqueType_
 epsilon
int * cliqueStart_
 Start of each clique.
cliqueEntrycliqueEntry_
 Entries for clique.
int * oneFixStart_
 Start of oneFixes cliques for a column in matrix or -1 if not in any clique.
int * zeroFixStart_
 Start of zeroFixes cliques for a column in matrix or -1 if not in any clique.
int * endFixStart_
 End of fixes for a column.
int * whichClique_
 Clique numbers for one or zero fixes.
int numberColumns_
 Number of columns.

Friends

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

Detailed Description

Knapsack Cover Cut Generator Class.

Definition at line 12 of file CglKnapsackCover.hpp.


Constructor & Destructor Documentation

CglKnapsackCover::CglKnapsackCover (  ) 

Default constructor.

CglKnapsackCover::CglKnapsackCover ( const CglKnapsackCover  ) 

Copy constructor.

virtual CglKnapsackCover::~CglKnapsackCover (  )  [virtual]

Destructor.


Member Function Documentation

void CglKnapsackCover::setTestedRowIndices ( int  num,
const int *  ind 
)

A method to set which rows should be tested for knapsack covers.

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

Generate knapsack cover cuts for the model of the solver interface, si.

Insert the generated cuts into OsiCut, cs.

Implements CglCutGenerator.

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

Clone.

Implements CglCutGenerator.

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

Assignment operator.

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

Create C++ lines to get to current state.

Reimplemented from CglCutGenerator.

virtual void CglKnapsackCover::refreshSolver ( OsiSolverInterface *  solver  )  [virtual]

This can be used to refresh any information.

Reimplemented from CglCutGenerator.

void CglKnapsackCover::setMaxInKnapsack ( int  value  )  [inline]

Set limit on number in knapsack.

Definition at line 59 of file CglKnapsackCover.hpp.

References maxInKnapsack_.

int CglKnapsackCover::getMaxInKnapsack (  )  const [inline]

get limit on number in knapsack

Definition at line 62 of file CglKnapsackCover.hpp.

References maxInKnapsack_.

void CglKnapsackCover::switchOffExpensive (  )  [inline]

Switch off expensive cuts.

Definition at line 65 of file CglKnapsackCover.hpp.

References expensiveCuts_.

void CglKnapsackCover::switchOnExpensive (  )  [inline]

Switch on expensive cuts.

Definition at line 68 of file CglKnapsackCover.hpp.

References expensiveCuts_.

int CglKnapsackCover::deriveAKnapsack ( const OsiSolverInterface &  si,
OsiCuts &  cs,
CoinPackedVector &  krow,
bool  treatAsLRow,
double &  b,
int *  complement,
double *  xstar,
int  rowIndex,
int  numberElements,
const int *  index,
const double *  element 
) const [private]

deriveAKnapsack returns 1 if it is able to derive a (canonical) knapsack inequality in binary variables of the form ax<=b from the rowIndex-th row in the model, returns 0 otherwise.

int CglKnapsackCover::deriveAKnapsack ( const OsiSolverInterface &  si,
OsiCuts &  cs,
CoinPackedVector &  krow,
double &  b,
int *  complement,
double *  xstar,
int  rowIndex,
const CoinPackedVectorBase &  matrixRow 
) const [private]

deriveAKnapsack returns 1 if it is able to derive a (canonical) knapsack inequality in binary variables of the form ax<=b from the rowIndex-th row in the model, returns 0 otherwise.

int CglKnapsackCover::findExactMostViolatedMinCover ( int  nCols,
int  row,
CoinPackedVector &  krow,
double  b,
double *  xstar,
CoinPackedVector &  cover,
CoinPackedVector &  remainder 
) const [private]

Find a violated minimal cover from a canonical form knapsack inequality by solving the -most- violated cover problem and postprocess to ensure minimality.

int CglKnapsackCover::findLPMostViolatedMinCover ( int  nCols,
int  row,
CoinPackedVector &  krow,
double &  b,
double *  xstar,
CoinPackedVector &  cover,
CoinPackedVector &  remainder 
) const [private]

Find the most violate minimum cover by solving the lp-relaxation of the most-violate-min-cover problem.

int CglKnapsackCover::findGreedyCover ( int  row,
CoinPackedVector &  krow,
double &  b,
double *  xstar,
CoinPackedVector &  cover,
CoinPackedVector &  remainder 
) const [private]

find a minimum cover by a simple greedy approach

int CglKnapsackCover::liftCoverCut ( double &  b,
int  nRowElem,
CoinPackedVector &  cover,
CoinPackedVector &  remainder,
CoinPackedVector &  cut 
) const [private]

lift the cover inequality

int CglKnapsackCover::liftAndUncomplementAndAdd ( double  rowub,
CoinPackedVector &  krow,
double &  b,
int *  complement,
int  row,
CoinPackedVector &  cover,
CoinPackedVector &  remainder,
OsiCuts &  cs 
) const [private]

sequence-independent lift and uncomplement and add the resulting cut to the cut set

void CglKnapsackCover::seqLiftAndUncomplementAndAdd ( int  nCols,
double *  xstar,
int *  complement,
int  row,
int  nRowElem,
double &  b,
CoinPackedVector &  cover,
CoinPackedVector &  remainder,
OsiCuts &  cs 
) const [private]

sequence-dependent lift, uncomplement and add the resulting cut to the cut set

void CglKnapsackCover::liftUpDownAndUncomplementAndAdd ( int  nCols,
double *  xstar,
int *  complement,
int  row,
int  nRowElem,
double &  b,
CoinPackedVector &  fracCover,
CoinPackedVector &  atOne,
CoinPackedVector &  remainder,
OsiCuts &  cs 
) const [private]

sequence-dependent lift binary variables either up or down, uncomplement and add to the cut set

int CglKnapsackCover::findPseudoJohnAndEllisCover ( int  row,
CoinPackedVector &  krow,
double &  b,
double *  xstar,
CoinPackedVector &  cover,
CoinPackedVector &  remainder 
) const [private]

find a cover using a variation of the logic found in OSL (w/o SOS)

int CglKnapsackCover::findJohnAndEllisCover ( int  row,
CoinPackedVector &  krow,
double &  b,
double *  xstar,
CoinPackedVector &  fracCover,
CoinPackedVector &  atOnes,
CoinPackedVector &  remainder 
) const [private]

find a cover using the basic logic found in OSL (w/o SOS)

int CglKnapsackCover::exactSolveKnapsack ( int  n,
double  c,
double const *  pp,
double const *  ww,
double &  z,
int *  x 
) const [private]

A C-style implementation of the Horowitz-Sahni exact solution procedure for solving knapsack problem.

(ToDo: implement the more efficient dynamic programming approach)

(Reference: Martello and Toth, Knapsack Problems, Wiley, 1990, p30.)

int CglKnapsackCover::createCliques ( OsiSolverInterface &  si,
int  minimumSize = 2,
int  maximumSize = 100,
bool  extendCliques = false 
) [private]

Creates cliques for use by probing.

Only cliques >= minimumSize and < maximumSize created Can also try and extend cliques as a result of probing (root node). Returns number of cliques found.

void CglKnapsackCover::deleteCliques (  )  [private]

Delete all clique information.


Friends And Related Function Documentation

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

A function that tests the methods in the CglKnapsackCover 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 CglKnapsackCover::epsilon_ [private]

epsilon

Definition at line 243 of file CglKnapsackCover.hpp.

double CglKnapsackCover::epsilon2_ [private]

Tolerance to use for violation - bigger than epsilon_.

Definition at line 245 of file CglKnapsackCover.hpp.

double CglKnapsackCover::onetol_ [private]

1-epsilon

Definition at line 247 of file CglKnapsackCover.hpp.

Maximum in knapsack.

Definition at line 249 of file CglKnapsackCover.hpp.

Referenced by getMaxInKnapsack(), and setMaxInKnapsack().

which rows to look at.

If specified, only these rows will be considered for generating knapsack covers. Otherwise all rows will be tried

Definition at line 252 of file CglKnapsackCover.hpp.

epsilon

Definition at line 253 of file CglKnapsackCover.hpp.

exactKnapsack can be expensive - this switches off some

Definition at line 255 of file CglKnapsackCover.hpp.

Referenced by switchOffExpensive(), and switchOnExpensive().

const OsiSolverInterface* CglKnapsackCover::solver_ [mutable, private]

Cliques TEMP so can reference from listing.

Definition at line 258 of file CglKnapsackCover.hpp.

int CglKnapsackCover::whichRow_ [mutable, private]

epsilon

Definition at line 259 of file CglKnapsackCover.hpp.

int* CglKnapsackCover::complement_ [mutable, private]

epsilon

Definition at line 260 of file CglKnapsackCover.hpp.

double* CglKnapsackCover::elements_ [mutable, private]

epsilon

Definition at line 261 of file CglKnapsackCover.hpp.

Number of cliques.

Definition at line 263 of file CglKnapsackCover.hpp.

epsilon

Definition at line 268 of file CglKnapsackCover.hpp.

Start of each clique.

Definition at line 270 of file CglKnapsackCover.hpp.

Entries for clique.

Definition at line 272 of file CglKnapsackCover.hpp.

Start of oneFixes cliques for a column in matrix or -1 if not in any clique.

Definition at line 275 of file CglKnapsackCover.hpp.

Start of zeroFixes cliques for a column in matrix or -1 if not in any clique.

Definition at line 278 of file CglKnapsackCover.hpp.

End of fixes for a column.

Definition at line 280 of file CglKnapsackCover.hpp.

Clique numbers for one or zero fixes.

Definition at line 282 of file CglKnapsackCover.hpp.

Number of columns.

Definition at line 284 of file CglKnapsackCover.hpp.


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