CglRedSplitParam.hpp

// Name:     CglRedSplitParam.hpp
// Author:   Francois Margot
//           Tepper School of Business
//           Carnegie Mellon University, Pittsburgh, PA 15213
//           email: fmargot@andrew.cmu.edu
// Date:     11/24/06
//
// $Id$
//-----------------------------------------------------------------------------
// Copyright (C) 2006, Francois Margot and others.  All Rights Reserved.
// This code is licensed under the terms of the Eclipse Public License (EPL).

#ifndef CglRedSplitParam_H
#define CglRedSplitParam_H

#include "CglParam.hpp"


  /**@name CglRedSplit Parameters */
  //@{

  /** Class collecting parameters the Reduced-and-split cut generator.

      Parameters of the generator are listed below. Modifying the default 
      values for parameters other than the last four might result in 
      invalid cuts.

      - LUB: Value considered large for the absolute value of a lower or upper
             bound on a variable. See method setLUB().
      - MAXDYN: Maximum ratio between largest and smallest non zero 
                coefficients in a cut. See method setMAXDYN().
      - MAXDYN_LUB: Maximum ratio between largest and smallest non zero 
                    coefficients in a cut involving structural variables with
		    lower or upper bound in absolute value larger than LUB.
                    Should logically be larger or equal to MAXDYN.
                    See method setMAXDYN_LUB().
      - EPS_ELIM: Precision for deciding if a coefficient is zero when 
                  eliminating slack variables. See method setEPS_ELIM().
      - EPS_COEFF_LUB: Precision for deciding if a coefficient of a 
                       generated cut is zero when the corresponding 
                       variable has a lower or upper bound larger than 
                       LUB in absolute value. See method setEPS_COEFF_LUB().
      - MINVIOL: Minimum violation for the current basic solution in 
                 a generated cut. See method setMINVIOL().
      - USE_INTSLACKS: Use integer slacks to generate cuts. (not implemented).
                       See method setUSE_INTSLACKS().
      - USE_CG2: Use alternative formula to generate a mixed integer Gomory
                 cut (see methods CglRedSPlit::generate_cgcut() 
                 and CglRedSPlit::generate_cgcut_2()). See method setUSE_CG2().
      - normIsZero: Norm of a vector is considered zero if smaller than
                    this value. See method setNormIsZero(). 
      - minReduc: Reduction is performed only if the norm of the vector is
                  reduced by this fraction. See method setMinReduc().
      - away: Look only at basic integer variables whose current value
              is at least this value from being integer. See method setAway().
      - maxTab: Controls the number of rows selected for the generation. See
                method setMaxTab().
  */
  //@}

class CglRedSplitParam : public CglParam {

public:

  /**@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: 0.05 */
  virtual void setAway(const double value);
  /// Get value of away
  inline double getAway() const {return away_;}

 /** Set the value of LUB, value considered large for the absolute value of
      a lower or upper bound on a variable;
      Default: 1000 */
  virtual void setLUB(const double value);
  /** Get the value of LUB */
  inline double getLUB() const {return LUB;}

  /** Set the value of EPS_ELIM, epsilon for values of coefficients when 
      eliminating slack variables;
      Default: 1e-12 */
  void setEPS_ELIM(const double value);
  /** Get the value of EPS_ELIM */
  double getEPS_ELIM() const {return EPS_ELIM;}
  
  /** Set EPS_RELAX_ABS */
  virtual void setEPS_RELAX_ABS(const 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(const 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: 1e8.
  virtual void setMAXDYN(double value);
  /** Get the value of MAXDYN */
  inline double getMAXDYN() const {return MAXDYN_LUB;}

  // Set the maximum ratio between largest and smallest non zero 
  // coefficient in a cut involving structural variables with
  // lower or upper bound in absolute value larger than LUB.
  // Should logically be larger or equal to MAXDYN. Default: 1e13.
  virtual void setMAXDYN_LUB(double value);
  /** Get the value of MAXDYN_LUB */
  inline double getMAXDYN_LUB() const {return MAXDYN_LUB;}

  /** Set the value of EPS_COEFF_LUB, epsilon for values of coefficients for 
      variables with absolute value of lower or upper bound larger than LUB;
      Default: 1e-13 */
  virtual void setEPS_COEFF_LUB(const double value);
  /** Get the value of EPS_COEFF_LUB */
  inline double getEPS_COEFF_LUB() const {return EPS_COEFF_LUB;}

  /** Set the value of MINVIOL, the minimum violation for the current 
      basic solution in a generated cut. Default: 1e-7 */
  virtual void setMINVIOL(double value);
  /** Get the value of MINVIOL */
  inline double getMINVIOL() const {return MINVIOL;}

  /** 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 USE_CG2. Default: 0 */
  virtual void setUSE_CG2(int value);
  /** Get the value of USE_CG2 */
  inline int getUSE_CG2() const {return USE_CG2;}

  /** Set the value of normIsZero, the threshold for considering a norm to be 
      0; Default: 1e-5 */
  virtual void setNormIsZero(const double value);
  /** Get the value of normIsZero */
  inline double getNormIsZero() const {return normIsZero;}

  /** Set the value of minReduc, threshold for relative norm improvement for
   performing  a reduction; Default: 0.05 */
  virtual void setMinReduc(const double value);
  /// Get the value of minReduc
  inline double getMinReduc() const {return minReduc;}

  /** Set the maximum allowed value for (mTab * mTab * CoinMax(mTab, nTab)) where 
      mTab is the number of rows used in the combinations and nTab is the 
      number of continuous non basic variables. The work of the generator is 
      proportional to (mTab * mTab * CoinMax(mTab, nTab)). Reducing the value of 
      maxTab makes the generator faster, but weaker. Default: 1e7. */
  virtual void setMaxTab(const double value);
  /// Get the value of maxTab
  inline double getMaxTab() const {return maxTab_;}
  //@}

  /**@name Constructors and destructors */
  //@{
  /// Default constructor 
  CglRedSplitParam(const double lub = 1000.0,
		   const double eps_elim = 1e-12,
		   const double eps_relax_abs = 1e-8,
		   const double eps_relax_rel = 0.0,
		   const double max_dyn = 1e8,
		   const double max_dyn_lub = 1e13,
		   const double eps_coeff_lub = 1e-13,
		   const double min_viol = 1e-7,
		   const int use_int_slacks = 0,
		   const int use_cg2 = 0,
		   const double norm_zero = 1e-5,
		   const double min_reduc = 0.05,
		   const double away = 0.05,
		   const double max_tab = 1e7);

   /// Constructor from CglParam
  CglRedSplitParam(const CglParam &source,
		   const double lub = 1000.0,
		   const double eps_elim = 1e-12,
		   const double eps_relax_abs = 1e-8,
		   const double eps_relax_rel = 0.0,
		   const double max_dyn = 1e8,
		   const double max_dyn_lub = 1e13,
		   const double eps_coeff_lub = 1e-13,
		   const double min_viol = 1e-7,
		   const int use_int_slacks = 0,
		   const int use_cg2 = 0,
		   const double norm_zero = 1e-5,
		   const double min_reduc = 0.05,
		   const double away = 0.05,
		   const double max_tab = 1e7);

  /// Copy constructor 
  CglRedSplitParam(const CglRedSplitParam &source);

  /// Clone
  virtual CglRedSplitParam* clone() const;

  /// Assignment operator 
  virtual CglRedSplitParam& operator=(const CglRedSplitParam &rhs);

  /// Destructor 
  virtual ~CglRedSplitParam();
  //@}

protected:

  /**@name Parameters */
  //@{

  /** Value considered large for the absolute value of lower or upper 
      bound on a variable. Default: 1000. */
  double LUB;

  /** Epsilon for value of coefficients when eliminating slack variables. 
      Default: 1e-12. */
   double EPS_ELIM;

  /** Value added to the right hand side of each generated cut to relax it.
      Default: 1e-8 */
  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: 0 */
  double EPS_RELAX_REL;

  // Maximum ratio between largest and smallest non zero 
  // coefficients in a cut. Default: 1e8.
  double MAXDYN;

  // Maximum ratio between largest and smallest non zero 
  // coefficients in a cut involving structural variables with
  // lower or upper bound in absolute value larger than LUB.
  // Should logically be larger or equal to MAXDYN. Default: 1e13.
  double MAXDYN_LUB;

  /// Epsilon for value of coefficients for variables with absolute value of
  /// lower or upper bound larger than LUB. Default: 1e-13.
  double EPS_COEFF_LUB;

  /// Minimum violation for the current basic solution in a generated cut.
  /// Default: 1e-7.
  double MINVIOL;

  /// Use integer slacks to generate cuts if USE_INTSLACKS = 1. Default: 0.
  int USE_INTSLACKS;

  /// Use second way to generate a mixed integer Gomory cut 
  /// (see methods generate_cgcut()) and generate_cgcut_2()). Default: 0.
  int USE_CG2;

  /// Norm of a vector is considered zero if smaller than normIsZero;
  /// Default: 1e-5.
  double normIsZero;

  /// Minimum reduction in percent that must be achieved by a potential 
  /// reduction step in order to be performed; Between 0 and 1, default: 0.05.
  double minReduc;

  /// Use row only if pivot variable should be integer but is more 
  /// than away_ from being integer.
  double away_;
  
  /// Maximum value for (mTab * mTab * CoinMax(mTab, nTab)). See method 
  /// setMaxTab().
  double maxTab_;

  //@}
};

#endif