ruby-cbc 0.1.9 → 0.2.1

data/ext/ruby-cbc/install/include/coin/CglRedSplit2Param.hpp

@@ -1,495 +0,0 @@
-// Name:     CglRedSplit2Param.hpp
-// Author:   Giacomo Nannicini
-//           Singapore University of Technology and Design
-//           Singapore
-//           email: nannicini@sutd.edu.sg
-// Date:     03/09/09
-//-----------------------------------------------------------------------------
-// Copyright (C) 2010, Giacomo Nannicini and others.  All Rights Reserved.
-
-#ifndef CglRedSplit2Param_H
-#define CglRedSplit2Param_H
-
-#include "CglParam.hpp"
-#include <vector>
-
-  /**@name CglRedSplit2 Parameters */
-  //@{
-
-  /** Class collecting parameters the Reduced-and-split cut generator.
-
-      An important thing to note is that the cut generator allows for
-      the selection of a number of strategies that can be combined
-      together. By default, a selection that typically yields a good
-      compromise between speed and cut strenght is made. The selection
-      can be changed by resetting the default choices (see the
-      functions whose name starts with "reset") or by setting the
-      parameter use_default_strategies to false in the
-      constructors. After this, the chosen strategies can be added to
-      the list by using the functions whose name starts with
-      "add". All strategies will be combined together: if we choose 3
-      row selection strategies, 2 column selection strategies, and 2
-      possible numbers of rows, we end up with a total of 3*2*2
-      combinations.
-
-      For a detailed explanation of the parameters and their meaning,
-      see the paper by Cornuejols and Nannicini: "Practical strategies
-      for generating rank-1 split cuts in mixed-integer linear
-      programming", on Mathematical Programming Computation.
-
-      Parameters of the generator are listed below. 
-
-      - MAXDYN: Maximum ratio between largest and smallest non zero 
-                coefficients in a cut. See method setMAXDYN().
-      - EPS_ELIM: Precision for deciding if a coefficient is zero when 
-                  eliminating slack variables. See method setEPS_ELIM().
-      - MINVIOL: Minimum violation for the current basic solution in 
-                 a generated cut. See method setMINVIOL().
-      - EPS_RELAX_ABS: Absolute relaxation of cut rhs.
-      - EPS_RELAX_REL: Relative relaxation of cut rhs.
-      - MAX_SUPP_ABS: Maximum cut support (absolute).
-      - MAX_SUPP_REL: Maximum cut support (relative): the formula to 
-                      compute maximum cut support is 
-		      MAX_SUPP_ABS + ncol*MAX_SUPP_REL.
-      - USE_INTSLACKS: Use integer slacks to generate cuts. (not implemented).
-                       See method setUSE_INTSLACKS().
-      - normIsZero: Norm of a vector is considered zero if smaller than
-                    this value. See method setNormIsZero(). 
-      - minNormReduction: a cut is generated if the new norm of the row on the
-                          continuous nonbasics is reduced by at least
-			  this factor (relative reduction).
-      - away: Look only at basic integer variables whose current value
-              is at least this value from being integer. See method setAway().
-      - maxSumMultipliers: maximum sum (in absolute value) of row multipliers
-      - normalization: normalization factor for the norm of lambda in the
-                       coefficient reduction algorithm (convex min problem)
-      - numRowsReduction: Maximum number of rows in the linear system for
-                          norm reduction.
-      - columnSelectionStrategy: parameter to select which columns should be
-                                 used for coefficient reduction.
-      - rowSelectionStrategy: parameter to select which rows should be
-                              used for coefficient reduction.
-      - timeLimit: Time limit (in seconds) for cut generation.
-      - maxNumCuts: Maximum number of cuts that can be returned at each pass;
-                    we could generate more cuts than this number (see below)
-      - maxNumComputedCuts: Maximum number of cuts that can be computed
-                            by the generator at each pass
-      - maxNonzeroesTab : Rows of the simplex tableau with more than
-                          this number of nonzeroes will not be
-                          considered for reduction. Only works if
-                          RS_FAST_* are defined in CglRedSplit2.
-      - skipGomory: Skip traditional Gomory cuts, i.e. GMI cuts arising from
-                    a single row of the tableau (instead of a combination).
-                    Default is 1 (true), because we assume that they are 
-		    generated by a traditional Gomory generator anyway. 
-  */
-  //@}
-
-class CglRedSplit2Param : public CglParam {
-
-public:
-  /** Enumerations for parameters */
-
-  /** Row selection strategies; same names as in the paper */
-  enum RowSelectionStrategy{
-    /* Pick rows that introduce the fewest nonzeroes on integer nonbasics */
-    RS1, 
-    /* Pick rows that introduce the fewest nonzeroes on the set of working
-       continuous nonbasics */
-    RS2,
-    /* Pick rows that introduce the fewest nonzeroes on both integer and
-       working continuous nonbasics */
-    RS3,
-    /* Same as RS0 but with greedy algorithm */
-    RS4,
-    /* Same as RS1 but with greedy algorithm */
-    RS5,
-    /* Same as RS2 but with greedy algorithm */
-    RS6,
-    /* Pick rows with smallest angle in the space of integer and working
-       continuous nonbasics */
-    RS7,
-    /* Pick rows with smallest angle in the space of working
-       continuous nonbasics */
-    RS8,
-    /* Use all strategies */
-    RS_ALL,
-    /* Use best ones - that is, RS8 and RS7 */
-    RS_BEST
-  };
-
-  /** Column selection strategies; again, look them up in the paper. */
-  enum ColumnSelectionStrategy{
-    /* C-3P */
-    CS1, CS2, CS3,
-    /* C-5P */
-    CS4, CS5, CS6, CS7, CS8,
-    /* I-2P-2/3 */
-    CS9, CS10,
-    /* I-2P-4/5 */
-    CS11, CS12,
-    /* I-2P-1/2 */
-    CS13, CS14,
-    /* I-3P */
-    CS15, CS16, CS17,
-    /* I-4P */
-    CS18, CS19, CS20, CS21,
-    /* Use all strategies up to this point */
-    CS_ALL,
-    /* Use best strategies (same effect as CS_ALL, because it turns out that
-       using all strategies is the best thing to do) */
-    CS_BEST,
-    /* Optimize over all continuous nonbasic columns; this does not give
-       good results, but we use it for testing Lift & Project + RedSplit */
-    CS_ALLCONT,
-    /* Lift & Project specific strategy: only select variables which
-       are nonbasic in the tableau but are basic in the point to cut
-       off.  This strategy cannot be used outside L&P. It is not very
-       effective even with L&P, but is left here for testing.*/
-    CS_LAP_NONBASICS
-  };
-
-  /** Scaling strategies for new nonbasic columns for Lift & Project;
-   *  "factor" is the value of columnScalingBoundLAP_ */
-  enum ColumnScalingStrategy{
-    /* No scaling */
-    SC_NONE,
-    /* Multiply by |xbar[i]| where xbar[i] is the value of the 
-       corresponding component of the point that we want to cut off */
-    SC_LINEAR,
-    /* Multiply by min(factor,|xbar[i]|) */
-    SC_LINEAR_BOUNDED,
-    /* Multiply by min(factor,log(|xbar[i]|)) */
-    SC_LOG_BOUNDED,
-    /* Multiply all new nonbasics by factor */
-    SC_UNIFORM,
-    /* Multiply only nonzero coefficients by factor */
-    SC_UNIFORM_NZ
-  };
-
-  /**@name Set/get methods */
-  //@{
-  /** Set away, the minimum distance from being integer used for selecting 
-      rows for cut generation;  all rows whose pivot variable should be 
-      integer but is more than away from integrality will be selected; 
-      Default: 0.005 */
-  virtual void setAway(double value);
-  /// Get value of away
-  inline double getAway() const {return away_;}
-
-  /** Set the value of EPS_ELIM, epsilon for values of coefficients when 
-      eliminating slack variables;
-      Default: 0.0 */
-  void setEPS_ELIM(double value);
-  /** Get the value of EPS_ELIM */
-  double getEPS_ELIM() const {return EPS_ELIM;}
-  
-  /** Set EPS_RELAX_ABS */
-  virtual void setEPS_RELAX_ABS(double eps_ra);
-  /** Get value of EPS_RELAX_ABS */
-  inline double getEPS_RELAX_ABS() const {return EPS_RELAX_ABS;}
-
-  /** Set EPS_RELAX_REL */
-  virtual void setEPS_RELAX_REL(double eps_rr);
-  /** Get value of EPS_RELAX_REL */
-  inline double getEPS_RELAX_REL() const {return EPS_RELAX_REL;}
-
-  // Set the maximum ratio between largest and smallest non zero 
-  // coefficients in a cut. Default: 1e6.
-  virtual void setMAXDYN(double value);
-  /** Get the value of MAXDYN */
-  inline double getMAXDYN() const {return MAXDYN;}
-
-  /** Set the value of MINVIOL, the minimum violation for the current 
-      basic solution in a generated cut. Default: 1e-3 */
-  virtual void setMINVIOL(double value);
-  /** Get the value of MINVIOL */
-  inline double getMINVIOL() const {return MINVIOL;}
-
-  /** Maximum absolute support of the cutting planes. Default: INT_MAX.
-      Aliases for consistency with our naming scheme. */
-  inline void setMAX_SUPP_ABS(int value) {setMAX_SUPPORT(value);}
-  inline int getMAX_SUPP_ABS() const {return MAX_SUPPORT;}
-
-  /** Maximum relative support of the cutting planes. Default: 0.0.
-      The maximum support is MAX_SUPP_ABS + MAX_SUPPREL*ncols. */
-  inline void setMAX_SUPP_REL(double value); 
-  inline double getMAX_SUPP_REL() const {return MAX_SUPP_REL;}
-
-  /** Set the value of USE_INTSLACKS. Default: 0 */
-  virtual void setUSE_INTSLACKS(int value);
-  /** Get the value of USE_INTSLACKS */
-  inline int getUSE_INTSLACKS() const {return USE_INTSLACKS;}
-
-  /** Set the value of normIsZero, the threshold for considering a norm to be 
-      0; Default: 1e-5 */
-  virtual void setNormIsZero(double value);
-  /** Get the value of normIsZero */
-  inline double getNormIsZero() const {return normIsZero_;}
-
-  /** Set the value of minNormReduction; Default: 0.1 */
-  virtual void setMinNormReduction(double value);
-  /** Get the value of normIsZero */
-  inline double getMinNormReduction() const {return minNormReduction_;}
-
-  /** Set the value of maxSumMultipliers; Default: 10 */
-  virtual void setMaxSumMultipliers(int value);
-  /** Get the value of maxSumMultipliers */
-  inline int getMaxSumMultipliers() const {return maxSumMultipliers_;}
-
-  /** Set the value of normalization; Default: 0.0001 */
-  virtual void setNormalization(double value);
-  /** Get the value of normalization */
-  inline double getNormalization() const {return normalization_;}
-
-  /** Set the value of numRowsReduction, max number of rows that are used
-   *  for each row reduction step. In particular, the linear system will
-   *  involve a numRowsReduction*numRowsReduction matrix */
-  virtual void addNumRowsReduction(int value);
-  /// get the value
-  inline std::vector<int> getNumRowsReduction() const {return numRowsReduction_;}
-  /// reset
-  inline void resetNumRowsReduction() {numRowsReduction_.clear();}
-
-  /** Add the value of columnSelectionStrategy */
-  virtual void addColumnSelectionStrategy(ColumnSelectionStrategy value);
-  /// get the value
-  inline std::vector<ColumnSelectionStrategy> getColumnSelectionStrategy() const {return columnSelectionStrategy_;}
-  /// reset
-  inline void resetColumnSelectionStrategy(){columnSelectionStrategy_.clear();}
-
-  /** Set the value for rowSelectionStrategy, which changes the way we choose
-   *  the rows for the reduction step */
-  virtual void addRowSelectionStrategy(RowSelectionStrategy value);
-  /// get the value
-  inline std::vector<RowSelectionStrategy> getRowSelectionStrategy() const {return rowSelectionStrategy_;};
-  /// reset
-  inline void resetRowSelectionStrategy() {rowSelectionStrategy_.clear();}
-
-  /** Set the value of numRowsReductionLAP, max number of rows that are used
-   *  for each row reduction step during Lift & Project. 
-   *  In particular, the linear system will involve a 
-   *  numRowsReduction*numRowsReduction matrix */
-  virtual void addNumRowsReductionLAP(int value);
-  /// get the value
-  inline std::vector<int> getNumRowsReductionLAP() const {return numRowsReductionLAP_;}
-  /// reset
-  inline void resetNumRowsReductionLAP() {numRowsReductionLAP_.clear();}
-
-  /** Add the value of columnSelectionStrategyLAP */
-  virtual void addColumnSelectionStrategyLAP(ColumnSelectionStrategy value);
-  /// get the value
-  inline std::vector<ColumnSelectionStrategy> getColumnSelectionStrategyLAP() const {return columnSelectionStrategyLAP_;}
-  /// reset
-  inline void resetColumnSelectionStrategyLAP(){columnSelectionStrategyLAP_.clear();}
-
-  /** Set the value for rowSelectionStrategyLAP, which changes the way we 
-   *  choose the rows for the reduction step */
-  virtual void addRowSelectionStrategyLAP(RowSelectionStrategy value);
-  /// get the value
-  inline std::vector<RowSelectionStrategy> getRowSelectionStrategyLAP() const {return rowSelectionStrategyLAP_;};
-  /// reset
-  inline void resetRowSelectionStrategyLAP() {rowSelectionStrategyLAP_.clear();}
-
-  /** Set the value for columnScalingStrategyLAP, which sets the way nonbasic
-   *  columns that are basic in the fractional point to cut off are scaled */
-  virtual void setColumnScalingStrategyLAP(ColumnScalingStrategy value);
-  /// get the value
-  inline ColumnScalingStrategy getColumnScalingStrategyLAP() const {return columnScalingStrategyLAP_; };
-
-  /** Set the value for the bound in the column scaling factor */
-  virtual void setColumnScalingBoundLAP(double value);
-  /// get the value
-  inline double getColumnScalingBoundLAP() const {return columnScalingBoundLAP_;};
-
-  /** Set the value of the time limit for cut generation (in seconds) */
-  virtual void setTimeLimit(double value);
-  /// get the value
-  inline double getTimeLimit() const {return timeLimit_;}
-
-  /** Set the value for the maximum number of cuts that can be returned */
-  virtual void setMaxNumCuts(int value);
-  /// get the value
-  inline int getMaxNumCuts() const {return maxNumCuts_;}
-
-  /** Set the value for the maximum number of cuts that can be computed */
-  virtual void setMaxNumComputedCuts(int value);
-  /// get the value
-  inline int getMaxNumComputedCuts() const {return maxNumComputedCuts_;}
-
-  /** Set the value for the maximum number of nonzeroes in a row of
-   * the simplex tableau for the row to be considered */
-  virtual void setMaxNonzeroesTab(int value);
-  /// get the value
-  inline int getMaxNonzeroesTab() const {return maxNonzeroesTab_;}
-
-  /** Set the value of skipGomory: should we skip simple Gomory cuts,
-   *  i.e. GMI cuts derived from a single row of the simple tableau?
-   *  This is 1 (true) by default: we only generate cuts from linear
-   *  combinations of at least two rows. */
-  virtual void setSkipGomory(int value);
-  /// get the value
-  inline int getSkipGomory() const {return skipGomory_;}
-
-  //@}
-
-  /**@name Constructors and destructors */
-  //@{
-  /// Default constructor. If use_default_strategies is true, we add
-  /// to the list of strategies the default ones. If is false, the
-  /// list of strategies is left empty (must be populated before usage!).
-  CglRedSplit2Param(bool use_default_strategies = true,
-		    double eps = 1e-12,
-		    double eps_coeff = 1e-11,
-		    double eps_elim = 0.0,
-		    double eps_relax_abs = 1e-11,
-		    double eps_relax_rel = 1e-13,
-		    double max_dyn = 1e6,
-		    double min_viol = 1e-3,
-		    int max_supp_abs = 1000,
-		    double max_supp_rel = 0.1,
-		    int use_int_slacks = 0,
-		    double norm_zero = 1e-5,
-		    double minNormReduction = 0.1,
-		    int maxSumMultipliers = 10,
-		    double normalization = 0.0001,
-		    double away = 0.005,
-		    double timeLimit = 60,
-		    int maxNumCuts = 10000,
-		    int maxNumComputedCuts = 10000,
-		    int maxNonzeroesTab = 1000,
-		    double columnScalingBoundLAP = 5.0,
-		    int skipGomory = 1);
-
-  /// Constructor from CglParam. If use_default_strategies is true, we
-  /// add to the list of strategies the default ones. If is false, the
-  /// list of strategies is left empty (must be populated before
-  /// usage!).
-  CglRedSplit2Param(const CglParam &source,
-		    bool use_default_strategies = true,
-		    double eps_elim = 0.0,
-		    double eps_relax_abs = 1e-11,
-		    double eps_relax_rel = 1e-13,
-		    double max_dyn = 1e6,
-		    double min_viol = 1e-3,
-		    double max_supp_rel = 0.1,
-		    int use_int_slacks = 0,
-		    double norm_zero = 1e-5,
-		    double minNormReduction = 0.1,
-		    int maxSumMultipliers = 10,
-		    double normalization = 0.0001,
-		    double away = 0.005,
-		    double timeLimit = 60,
-		    int maxNumCuts = 10000,
-		    int maxNumComputedCuts = 10000,
-		    int maxNonzeroesTab = 1000,
-		    double columnScalingBoundLAP = 5.0,
-		    int skipGomory = 1);
-
-  /// Copy constructor 
-  CglRedSplit2Param(const CglRedSplit2Param &source);
-
-  /// Clone
-  virtual CglRedSplit2Param* clone() const;
-
-  /// Assignment operator 
-  virtual CglRedSplit2Param& operator=(const CglRedSplit2Param &rhs);
-
-  /// Destructor 
-  virtual ~CglRedSplit2Param();
-  //@}
-
-protected:
-
-  /**@name Parameters */
-  //@{
-
-  /** Epsilon for value of coefficients when eliminating slack variables. 
-      Default: 0.0. */
-  double EPS_ELIM;
-
-  /** Value added to the right hand side of each generated cut to relax it.
-      Default: 1e-11 */
-  double EPS_RELAX_ABS;
-
-  /** For a generated cut with right hand side rhs_val, 
-      EPS_RELAX_EPS * fabs(rhs_val) is used to relax the constraint.
-      Default: 1e-13 */
-  double EPS_RELAX_REL;
-
-  // Maximum ratio between largest and smallest non zero 
-  // coefficients in a cut. Default: 1e6.
-  double MAXDYN;
-
-  /// Minimum violation for the current basic solution in a generated cut.
-  /// Default: 1e-3.
-  double MINVIOL;
-
-  /// Maximum support - relative part of the formula
-  double MAX_SUPP_REL;
-
-  /// Use integer slacks to generate cuts if USE_INTSLACKS = 1. Default: 0.
-  int USE_INTSLACKS;
-
-  /// Norm of a vector is considered zero if smaller than normIsZero;
-  /// Default: 1e-5.
-  double normIsZero_;
-
-  /// Minimum reduction to accept a new row.
-  double minNormReduction_;
-
-  /// Maximum sum of the vector of row multipliers to generate a cut
-  int maxSumMultipliers_;
-
-  /// Normalization factor for the norm of lambda in the quadratic
-  /// minimization problem that is solved during the coefficient reduction step
-  double normalization_;
-
-  /// Use row only if pivot variable should be integer but is more 
-  /// than away_ from being integer. Default: 0.005
-  double away_;
-  
-  /// Maximum number of rows to use for the reduction of a given row.
-  std::vector<int> numRowsReduction_;
-
-  /// Column selection method
-  std::vector<ColumnSelectionStrategy> columnSelectionStrategy_;
-
-  /// Row selection method
-  std::vector<RowSelectionStrategy> rowSelectionStrategy_;
-
-  /// Maximum number of rows to use for the reduction during Lift & Project
-  std::vector<int> numRowsReductionLAP_;
-
-  /// Column selection method for Lift & Project
-  std::vector<ColumnSelectionStrategy> columnSelectionStrategyLAP_;
-
-  /// Row selection method for Lift & Project
-  std::vector<RowSelectionStrategy> rowSelectionStrategyLAP_;
-
-  /// Column scaling strategy for the nonbasics columns that were basic in
-  /// the point that we want to cut off (Lift & Project only)
-  ColumnScalingStrategy columnScalingStrategyLAP_;
-
-  /// Minimum value for column scaling (Lift & Project only)
-  double columnScalingBoundLAP_;
-
-  /// Time limit
-  double timeLimit_;
-
-  /// Maximum number of returned cuts
-  int maxNumCuts_;
-
-  /// Maximum number of computed cuts
-  int maxNumComputedCuts_;
-
-  /// Maximum number of nonzeroes in tableau row for reduction
-  int maxNonzeroesTab_;
-
-  /// Skip simple Gomory cuts
-  int skipGomory_;
-
-  //@}
-};
-
-#endif