Couenne  0.5.8
CouenneExprMultiLin.hpp
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1 /* $Id: CouenneExprMultiLin.hpp 615 2011-06-08 20:36:24Z pbelotti $
2  *
3  * Name: CouenneExprMultilin.hpp
4  * Author: Pietro Belotti
5  * Purpose: Multilinear terms
6  *
7  * This file is licensed under the Eclipse Public License (EPL)
8  */
9 
10 #ifndef COUENNE_EXPRMULTILIN_H
11 #define COUENNE_EXPRMULTILIN_H
12 
13 #include <vector>
14 
15 #include "CouenneExprOp.hpp"
16 
17 namespace Couenne {
18 
20 
21  class exprMultiLin: public exprMul {
22 
23  public:
24 
27 
30 
32  CouNumber gradientNorm (const double *x);
33 
35  expression *differentiate (int index);
36 
39 
41  virtual int Linearity ();
42 
44  virtual void getBounds (expression *&, expression *&);
45 
47  virtual void getBounds (CouNumber &lb, CouNumber &ub);
48 
51  virtual exprAux *standardize (CouenneProblem *p, bool addAux = true);
52 
54  void generateCuts (expression *w, //const OsiSolverInterface &si,
55  OsiCuts &cs, const CouenneCutGenerator *cg,
56  t_chg_bounds * = NULL, int = -1,
59 
61  virtual enum expr_type code ()
62  {return COU_EXPRMUL;}
63 
66 
69  virtual CouNumber selectBranch (const CouenneObject *obj,
70  const OsiBranchingInformation *info,
71  expression * &var,
72  double * &brpts,
73  double * &brDist, // distance of current LP
74  // point to new convexifications
75  int &way);
76 
78  virtual void closestFeasible (expression *varind,
79  expression *vardep,
80  CouNumber &left,
81  CouNumber &right) const;
82  protected:
83 
86  CouNumber wu,
87  std::vector <CouNumber> &xl,
88  std::vector <CouNumber> &xu,
89  std::vector <std::pair <int, CouNumber> > &nl,
90  std::vector <std::pair <int, CouNumber> > &nu);
91 
93  CouNumber balancedMul (const OsiBranchingInformation *info, int index, int wind);
94 
97  virtual bool isCuttable (CouenneProblem *problem, int index) const
98  {return false;} // concave on both sides, as for products
99  };
100 }
101 
102 #endif
Couenne::t_chg_bounds
status of lower/upper bound of a variable, to be checked/modified in bound tightening
Definition: CouenneTypes.hpp:67
Couenne::exprMultiLin::impliedBoundMul
int impliedBoundMul(CouNumber wl, CouNumber wu, std::vector< CouNumber > &xl, std::vector< CouNumber > &xu, std::vector< std::pair< int, CouNumber > > &nl, std::vector< std::pair< int, CouNumber > > &nu)
inferring bounds on factors of a product
Couenne::exprMul
class for multiplications,
Definition: CouenneExprMul.hpp:24
Couenne::exprMultiLin::generateCuts
void generateCuts(expression *w, OsiCuts &cs, const CouenneCutGenerator *cg, t_chg_bounds *=NULL, int=-1, CouNumber=-COUENNE_INFINITY, CouNumber=COUENNE_INFINITY)
generate equality between *this and *w
Couenne::expr_type
expr_type
code returned by the method expression::code()
Definition: CouenneTypes.hpp:40
Couenne::exprMultiLin::selectBranch
virtual CouNumber selectBranch(const CouenneObject *obj, const OsiBranchingInformation *info, expression *&var, double *&brpts, double *&brDist, int &way)
set up branching object by evaluating many branching points for each expression's arguments
COUENNE_INFINITY
#define COUENNE_INFINITY
Definition: CouennePrecisions.hpp:32
Couenne::COU_EXPRMUL
@ COU_EXPRMUL
Definition: CouenneTypes.hpp:46
Couenne::expression::AUX_EQ
@ AUX_EQ
Definition: CouenneExpression.hpp:55
Couenne::exprMultiLin::isCuttable
virtual bool isCuttable(CouenneProblem *problem, int index) const
can this expression be further linearized or are we on its concave ("bad") side
Definition: CouenneExprMultiLin.hpp:97
Couenne::exprMultiLin::exprMultiLin
exprMultiLin(expression *, expression *)
Constructor with two arguments.
Couenne::CouenneCutGenerator
Cut Generator for linear convexifications.
Definition: CouenneCutGenerator.hpp:49
Couenne::exprMultiLin::getBounds
virtual void getBounds(CouNumber &lb, CouNumber &ub)
Get value of lower and upper bound of an expression (if any)
Couenne::exprMultiLin::getBounds
virtual void getBounds(expression *&, expression *&)
Get lower and upper bound of an expression (if any)
Couenne
general include file for different compilers
Definition: CouenneAggrProbing.hpp:24
Couenne::exprMultiLin::Linearity
virtual int Linearity()
get a measure of "how linear" the expression is:
Couenne::CouenneObject
OsiObject for auxiliary variables $w=f(x)$.
Definition: CouenneObject.hpp:57
Couenne::exprMultiLin
another class for multiplications,
Definition: CouenneExprMultiLin.hpp:21
Couenne::CouNumber
double CouNumber
main number type in Couenne
Definition: CouenneTypes.hpp:100
Couenne::exprMultiLin::gradientNorm
CouNumber gradientNorm(const double *x)
return l-2 norm of gradient at given point
OsiCuts
Couenne::exprMultiLin::impliedBound
bool impliedBound(int, CouNumber *, CouNumber *, t_chg_bounds *, enum Couenne::expression::auxSign=Couenne::expression::AUX_EQ)
implied bound processing
Couenne::expression::auxSign
auxSign
"sign" of the constraint defining an auxiliary.
Definition: CouenneExpression.hpp:55
Couenne::exprMultiLin::closestFeasible
virtual void closestFeasible(expression *varind, expression *vardep, CouNumber &left, CouNumber &right) const
compute and for Violation Transfer algorithm
OsiBranchingInformation
Couenne::exprMultiLin::differentiate
expression * differentiate(int index)
differentiation
Couenne::exprMultiLin::standardize
virtual exprAux * standardize(CouenneProblem *p, bool addAux=true)
reduce expression in standard form, creating additional aux variables (and constraints)
Couenne::exprMultiLin::balancedMul
CouNumber balancedMul(const OsiBranchingInformation *info, int index, int wind)
balanced strategy for branching point selection in products
Couenne::CouenneProblem
Class for MINLP problems with symbolic information.
Definition: CouenneProblem.hpp:169
CouenneExprOp.hpp
Couenne::exprAux
Auxiliary variable.
Definition: CouenneExprAux.hpp:32
Couenne::expression
Expression base class.
Definition: CouenneExpression.hpp:48
Couenne::exprMultiLin::simplify
expression * simplify()
simplification
Couenne::exprMultiLin::code
virtual enum expr_type code()
code for comparison
Definition: CouenneExprMultiLin.hpp:61
Couenne::exprMultiLin::exprMultiLin
exprMultiLin(expression **, int)
Constructor.