void ParQGHandler::oaCutToObj_(const double *nlpx, const double *lpx,
CutManager *, SeparationStatus *status)
{
if (oNl_) {
int error=0;
FunctionPtr f;
double c, vio, act;
ConstraintPtr newcon;
std::stringstream sstm;
ObjectivePtr o = minlp_->getObjective();
act = o->eval(lpx, &error);
if (error == 0) {
vio = std::max(act-relobj_, 0.0);
if ((vio > solAbsTol_) &&
(relobj_ == 0 || vio > fabs(relobj_)*solRelTol_)) {
#if SPEW
logger_->msgStream(LogDebug) << me_ << " objective violated at LP "
<< " solution with violation = " << vio << std::endl;
#endif
act = o->eval(nlpx, &error);
if (error == 0) {
f = o->getFunction();
LinearFunctionPtr lf = LinearFunctionPtr();
linearAt_(f, act, nlpx, &c, &lf, &error);
if (error == 0) {
vio = std::max(c+lf->eval(lpx)-relobj_, 0.0);
if ((vio > solAbsTol_) && ((relobj_-c)==0
|| vio > fabs(relobj_-c)*solRelTol_)) {
#if SPEW
logger_->msgStream(LogDebug) << me_ << "linearization of "
"objective violated at LP solution with violation = " <<
vio << ". OA cut added." << std::endl;
#endif
++(stats_->cuts);
sstm << "_OAObjcut_";
sstm << stats_->cuts;
lf->addTerm(objVar_, -1.0);
*status = SepaResolve;
f = (FunctionPtr) new Function(lf);
newcon = rel_->newConstraint(f, -INFINITY, -1.0*c, sstm.str());
}
}
}
} else {
#if SPEW
logger_->msgStream(LogDebug) << me_ << " objective feasible at LP "
<< " solution. No OA cut to be added." << std::endl;
#endif
}
} else {
logger_->msgStream(LogError) << me_
<< " objective not defined at this solution point." << std::endl;
#if SPEW
logger_->msgStream(LogDebug) << me_ << " objective not defined at this "
<< " point." << std::endl;
#endif
}
}
return;
}
void ParQGHandler::addInitLinearX_(const double *x)
{
int error=0;
FunctionPtr f;
double c, act, cUb;
std::stringstream sstm;
ConstraintPtr con, newcon;
LinearFunctionPtr lf = LinearFunctionPtr();
for (CCIter it=nlCons_.begin(); it!=nlCons_.end(); ++it) {
con = *it;
act = con->getActivity(x, &error);
if (error == 0) {
f = con->getFunction();
linearAt_(f, act, x, &c, &lf, &error);
if (error == 0) {
cUb = con->getUb();
#if USE_OPENMP
sstm << "Thr_" << omp_get_thread_num();
#endif
++(stats_->cuts);
sstm << "_OAcut_";
sstm << stats_->cuts;
sstm << "_AtRoot";
f = (FunctionPtr) new Function(lf);
newcon = rel_->newConstraint(f, -INFINITY, cUb-c, sstm.str());
sstm.str("");
}
} else {
logger_->msgStream(LogError) << me_ << "Constraint" << con->getName() <<
" is not defined at this point." << std::endl;
#if SPEW
logger_->msgStream(LogDebug) << me_ << "constraint " <<
con->getName() << " is not defined at this point." << std::endl;
#endif
}
}
if (oNl_) {
error = 0;
ObjectivePtr o = minlp_->getObjective();
act = o->eval(x, &error);
if (error==0) {
++(stats_->cuts);
sstm << "_OAObjcut_";
sstm << stats_->cuts;
sstm << "_AtRoot";
f = o->getFunction();
linearAt_(f, act, x, &c, &lf, &error);
if (error == 0) {
lf->addTerm(objVar_, -1.0);
f = (FunctionPtr) new Function(lf);
newcon = rel_->newConstraint(f, -INFINITY, -1.0*c, sstm.str());
}
} else {
logger_->msgStream(LogError) << me_ <<
"Objective not defined at this point." << std::endl;
#if SPEW
logger_->msgStream(LogDebug) << me_ <<
"Objective not defined at this point." << std::endl;
#endif
}
}
return;
}
