bool ParQGHandler::isFeasible(ConstSolutionPtr sol, RelaxationPtr, bool &,
double &)
{
int error=0;
double act, cUb;
ConstraintPtr c;
const double *x = sol->getPrimal();
for (CCIter it=nlCons_.begin(); it!=nlCons_.end(); ++it) {
c = *it;
act = c->getActivity(x, &error);
if (error == 0) {
cUb = c->getUb();
if ((act > cUb + solAbsTol_) &&
(cUb == 0 || act > cUb + fabs(cUb)*solRelTol_)) {
#if SPEW
logger_->msgStream(LogDebug) << me_ << "constraint " <<
c->getName() << " violated with violation = " << act - cUb <<
std::endl;
#endif
return false;
}
} else {
logger_->msgStream(LogError) << me_ << c->getName() <<
"constraint not defined at this point."<< std::endl;
#if SPEW
logger_->msgStream(LogDebug) << me_ << "constraint " << c->getName() <<
" not defined at this point." << std::endl;
#endif
return false;
}
}
if (oNl_) {
error = 0;
relobj_ = x[objVar_->getIndex()];
act = minlp_->getObjValue(x, &error);
if (error == 0) {
if ((act > relobj_ + solAbsTol_) &&
(relobj_ == 0 || (act > relobj_ + fabs(relobj_)*solRelTol_))) {
#if SPEW
logger_->msgStream(LogDebug) << me_ << "objective violated with "
<< "violation = " << act - relobj_ << std::endl;
#endif
return false;
}
} else {
logger_->msgStream(LogError) << me_
<<"objective not defined at this point."<< std::endl;
return false;
}
}
return true;
}
void ParQGHandler::addCut_(const double *nlpx, const double *lpx,
ConstraintPtr con, CutManager *cutman,
SeparationStatus *status)
{
int error=0;
ConstraintPtr newcon;
std::stringstream sstm;
double c, lpvio, act, cUb;
FunctionPtr f = con->getFunction();
LinearFunctionPtr lf = LinearFunctionPtr();
act = con->getActivity(nlpx, &error);
if (error == 0) {
linearAt_(f, act, nlpx, &c, &lf, &error);
if (error==0) {
cUb = con->getUb();
lpvio = std::max(lf->eval(lpx)-cUb+c, 0.0);
if ((lpvio>solAbsTol_) &&
((cUb-c)==0 || (lpvio>fabs(cUb-c)*solRelTol_))) {
#if SPEW
logger_->msgStream(LogDebug) << me_ << " linearization of constraint "
<< con->getName() << " violated at LP solution with violation = " <<
lpvio << ". OA cut added." << std::endl;
#endif
++(stats_->cuts);
sstm << "_OAcut_";
sstm << stats_->cuts;
*status = SepaResolve;
f = (FunctionPtr) new Function(lf);
newcon = rel_->newConstraint(f, -INFINITY, cUb-c, sstm.str());
CutPtr cut = (CutPtr) new Cut(minlp_->getNumVars(),f, -INFINITY,
cUb-c, false,false);
cut->setCons(newcon);
cutman->addCutToPool(cut);
return;
}
}
} else {
logger_->msgStream(LogError) << me_ << "Constraint not defined at"
<< " this point. "<< std::endl;
#if SPEW
logger_->msgStream(LogDebug) << me_ << "constraint " <<
con->getName() << " not defined at this point." << std::endl;
#endif
}
return;
}
void ParQGHandler::oaCutToCons_(const double *nlpx, const double *lpx,
CutManager *cutman, SeparationStatus *status)
{
int error=0;
ConstraintPtr con;
double nlpact, cUb;
for (CCIter it = nlCons_.begin(); it != nlCons_.end(); ++it) {
con = *it;
nlpact = con->getActivity(lpx, &error);
if (error == 0) {
cUb = con->getUb();
if ((nlpact > cUb + solAbsTol_) &&
(cUb == 0 || nlpact > cUb+fabs(cUb)*solRelTol_)) {
#if SPEW
logger_->msgStream(LogDebug) << me_ << " constraint " <<
con->getName() << " violated at LP solution with violation = " <<
nlpact - cUb << std::endl;
#endif
addCut_(nlpx, lpx, con, cutman, status);
} else {
#if SPEW
logger_->msgStream(LogDebug) << me_ << " constraint " << con->getName() <<
" feasible at LP solution. No OA cut to be added." << std::endl;
#endif
}
} else {
logger_->msgStream(LogError) << me_ << "Constraint not defined at"
<< " this point. "<< std::endl;
#if SPEW
logger_->msgStream(LogDebug) << me_ << "constraint " <<
con->getName() << " not defined at this point." << std::endl;
#endif
}
}
return;
}