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10 #ifndef CglRedSplit2Param_H
11 #define CglRedSplit2Param_H
176 virtual void setAway(
double value);
343 double eps_coeff = 1e-11,
344 double eps_elim = 0.0,
345 double eps_relax_abs = 1e-11,
346 double eps_relax_rel = 1e-13,
347 double max_dyn = 1e6,
348 double min_viol = 1e-3,
349 int max_supp_abs = 1000,
350 double max_supp_rel = 0.1,
351 int use_int_slacks = 0,
352 double norm_zero = 1e-5,
353 double minNormReduction = 0.1,
354 int maxSumMultipliers = 10,
355 double normalization = 0.0001,
357 double timeLimit = 60,
358 int maxNumCuts = 10000,
359 int maxNumComputedCuts = 10000,
360 int maxNonzeroesTab = 1000,
361 double columnScalingBoundLAP = 5.0,
369 bool use_default_strategies =
true,
370 double eps_elim = 0.0,
371 double eps_relax_abs = 1e-11,
372 double eps_relax_rel = 1e-13,
373 double max_dyn = 1e6,
374 double min_viol = 1e-3,
375 double max_supp_rel = 0.1,
376 int use_int_slacks = 0,
377 double norm_zero = 1e-5,
378 double minNormReduction = 0.1,
379 int maxSumMultipliers = 10,
380 double normalization = 0.0001,
382 double timeLimit = 60,
383 int maxNumCuts = 10000,
384 int maxNumComputedCuts = 10000,
385 int maxNonzeroesTab = 1000,
386 double columnScalingBoundLAP = 5.0,
RowSelectionStrategy
Enumerations for parameters.
virtual void setColumnScalingStrategyLAP(ColumnScalingStrategy value)
Set the value for columnScalingStrategyLAP, which sets the way nonbasic columns that are basic in the...
int maxSumMultipliers_
Maximum sum of the vector of row multipliers to generate a cut.
int getMaxNonzeroesTab() const
get the value
virtual void addNumRowsReduction(int value)
Set the value of numRowsReduction, max number of rows that are used for each row reduction step.
std::vector< ColumnSelectionStrategy > columnSelectionStrategyLAP_
Column selection method for Lift & Project.
std::vector< RowSelectionStrategy > getRowSelectionStrategyLAP() const
get the value
void setMAX_SUPP_REL(double value)
Maximum relative support of the cutting planes.
Class collecting parameters for all cut generators.
void resetNumRowsReductionLAP()
reset
std::vector< int > numRowsReduction_
Maximum number of rows to use for the reduction of a given row.
double away_
Use row only if pivot variable should be integer but is more than away_ from being integer.
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)
Default constructor.
virtual ~CglRedSplit2Param()
Destructor.
double MAX_SUPP_REL
Maximum support - relative part of the formula.
void resetColumnSelectionStrategy()
reset
double getEPS_ELIM() const
Get the value of EPS_ELIM.
virtual void setEPS_RELAX_REL(double eps_rr)
Set EPS_RELAX_REL.
virtual void setMINVIOL(double value)
Set the value of MINVIOL, the minimum violation for the current basic solution in a generated cut.
virtual void setMaxSumMultipliers(int value)
Set the value of maxSumMultipliers; Default: 10.
int getMAX_SUPP_ABS() const
virtual void addNumRowsReductionLAP(int value)
Set the value of numRowsReductionLAP, max number of rows that are used for each row reduction step du...
int USE_INTSLACKS
Use integer slacks to generate cuts if USE_INTSLACKS = 1. Default: 0.
int getMaxSumMultipliers() const
Get the value of maxSumMultipliers.
virtual void setMinNormReduction(double value)
Set the value of minNormReduction; Default: 0.1.
double EPS_RELAX_REL
For a generated cut with right hand side rhs_val, EPS_RELAX_EPS * fabs(rhs_val) is used to relax the ...
virtual void addColumnSelectionStrategy(ColumnSelectionStrategy value)
Add the value of columnSelectionStrategy.
double EPS_ELIM
Epsilon for value of coefficients when eliminating slack variables.
virtual CglRedSplit2Param & operator=(const CglRedSplit2Param &rhs)
Assignment operator.
int skipGomory_
Skip simple Gomory cuts.
std::vector< ColumnSelectionStrategy > columnSelectionStrategy_
Column selection method.
std::vector< RowSelectionStrategy > rowSelectionStrategy_
Row selection method.
virtual void addRowSelectionStrategy(RowSelectionStrategy value)
Set the value for rowSelectionStrategy, which changes the way we choose the rows for the reduction st...
int getMaxNumComputedCuts() const
get the value
virtual void setTimeLimit(double value)
Set the value of the time limit for cut generation (in seconds)
ColumnScalingStrategy
Scaling strategies for new nonbasic columns for Lift & Project; "factor" is the value of columnScalin...
int getSkipGomory() const
get the value
virtual void setEPS_RELAX_ABS(double eps_ra)
Set EPS_RELAX_ABS.
virtual void setUSE_INTSLACKS(int value)
Set the value of USE_INTSLACKS.
double getNormIsZero() const
Get the value of normIsZero.
void resetRowSelectionStrategy()
reset
std::vector< int > getNumRowsReductionLAP() const
get the value
int maxNumCuts_
Maximum number of returned cuts.
std::vector< RowSelectionStrategy > rowSelectionStrategyLAP_
Row selection method for Lift & Project.
void setMAX_SUPP_ABS(int value)
Maximum absolute support of the cutting planes.
double getMAX_SUPP_REL() const
int MAX_SUPPORT
Maximum number of non zero coefficients in a generated cut; Default: COIN_INT_MAX.
virtual void setMaxNumCuts(int value)
Set the value for the maximum number of cuts that can be returned.
double getEPS_RELAX_ABS() const
Get value of EPS_RELAX_ABS.
double getEPS_RELAX_REL() const
Get value of EPS_RELAX_REL.
double getAway() const
Get value of away.
double getTimeLimit() const
get the value
virtual void setAway(double value)
Set away, the minimum distance from being integer used for selecting rows for cut generation; all row...
Class collecting parameters the Reduced-and-split cut generator.
void setEPS_ELIM(double value)
Set the value of EPS_ELIM, epsilon for values of coefficients when eliminating slack variables; Defau...
virtual void setMAXDYN(double value)
ColumnSelectionStrategy
Column selection strategies; again, look them up in the paper.
int getUSE_INTSLACKS() const
Get the value of USE_INTSLACKS.
int maxNumComputedCuts_
Maximum number of computed cuts.
ColumnScalingStrategy getColumnScalingStrategyLAP() const
get the value
double getMAXDYN() const
Get the value of MAXDYN.
void resetRowSelectionStrategyLAP()
reset
int getMaxNumCuts() const
get the value
std::vector< ColumnSelectionStrategy > getColumnSelectionStrategyLAP() const
get the value
virtual void setSkipGomory(int value)
Set the value of skipGomory: should we skip simple Gomory cuts, i.e.
ColumnScalingStrategy columnScalingStrategyLAP_
Column scaling strategy for the nonbasics columns that were basic in the point that we want to cut of...
virtual void setMAX_SUPPORT(const int max_s)
Set MAX_SUPPORT.
virtual void addRowSelectionStrategyLAP(RowSelectionStrategy value)
Set the value for rowSelectionStrategyLAP, which changes the way we choose the rows for the reduction...
double EPS_RELAX_ABS
Value added to the right hand side of each generated cut to relax it.
double normIsZero_
Norm of a vector is considered zero if smaller than normIsZero; Default: 1e-5.
double columnScalingBoundLAP_
Minimum value for column scaling (Lift & Project only)
double timeLimit_
Time limit.
std::vector< ColumnSelectionStrategy > getColumnSelectionStrategy() const
get the value
virtual void setMaxNumComputedCuts(int value)
Set the value for the maximum number of cuts that can be computed.
virtual void setMaxNonzeroesTab(int value)
Set the value for the maximum number of nonzeroes in a row of the simplex tableau for the row to be c...
virtual void setColumnScalingBoundLAP(double value)
Set the value for the bound in the column scaling factor.
virtual void setNormalization(double value)
Set the value of normalization; Default: 0.0001.
double getMinNormReduction() const
Get the value of normIsZero.
double getNormalization() const
Get the value of normalization.
double normalization_
Normalization factor for the norm of lambda in the quadratic minimization problem that is solved duri...
virtual void setNormIsZero(double value)
Set the value of normIsZero, the threshold for considering a norm to be 0; Default: 1e-5.
void resetColumnSelectionStrategyLAP()
reset
double MINVIOL
Minimum violation for the current basic solution in a generated cut.
int maxNonzeroesTab_
Maximum number of nonzeroes in tableau row for reduction.
double getColumnScalingBoundLAP() const
get the value
void resetNumRowsReduction()
reset
std::vector< RowSelectionStrategy > getRowSelectionStrategy() const
get the value
virtual CglRedSplit2Param * clone() const
Clone.
double getMINVIOL() const
Get the value of MINVIOL.
std::vector< int > getNumRowsReduction() const
get the value
double minNormReduction_
Minimum reduction to accept a new row.
virtual void addColumnSelectionStrategyLAP(ColumnSelectionStrategy value)
Add the value of columnSelectionStrategyLAP.
std::vector< int > numRowsReductionLAP_
Maximum number of rows to use for the reduction during Lift & Project.