void Transformer::copyLinear_(ConstProblemPtr p, ProblemPtr newp)
{
FunctionPtr f;
LinearFunctionPtr newlf;
ConstConstraintPtr c;
ConstraintPtr newc;
ObjectivePtr obj;
// copy linear constraints.
for (ConstraintConstIterator it=p->consBegin(); it!=p->consEnd(); ++it) {
c = *it;
if (Linear==c->getFunction()->getType()) {
// create a clone of this linear function.
newlf = c->getLinearFunction()->cloneWithVars(newp->varsBegin());
f = (FunctionPtr) new Function(newlf);
newc = newp->newConstraint(f, c->getLb(), c->getUb());
lHandler_->addConstraint(newc);
}
}
// copy linear objective.
obj = p->getObjective();
if (!obj) {
f.reset();
newp_->newObjective(f, 0.0, Minimize);
} else {
switch (obj->getFunctionType()) {
case (Constant):
f = FunctionPtr(); // NULL
newp->newObjective(f, obj->getConstant(), obj->getObjectiveType(),
obj->getName());
break;
case (Linear):
newlf = obj->getFunction()->getLinearFunction()->
cloneWithVars(newp->varsBegin());
f = (FunctionPtr) new Function(newlf);
newp->newObjective(f, obj->getConstant(), obj->getObjectiveType(),
obj->getName());
break;
default:
break;
}
}
}
void Transformer::makeObjLin_()
{
ObjectivePtr obj;
assert(p_);
assert(newp_);
obj = p_->getObjective();
if (!obj) {
return;
}
if (obj->getFunctionType() != Linear && obj->getFunctionType() != Constant) {
VariablePtr eta = newp_->newVariable(VarTran);
FunctionPtr etaf;
FunctionPtr f = obj->getFunction();
LinearFunctionPtr lz = LinearFunctionPtr(new LinearFunction());
LinearFunctionPtr lz2;
ObjectiveType otype = obj->getObjectiveType();
ConstraintPtr objcon;
lz->addTerm(eta, -1.0);
f->add(lz);
if (otype == Minimize) {
//XXX Do you want to keep track of the objective constraint?
objcon = newp_->newConstraint(f, -INFINITY, 0.0);
if (lHandler_) {
lHandler_->addConstraint(objcon);
}
} else {
objcon = newp_->newConstraint(f, 0.0, INFINITY);
if (lHandler_) {
lHandler_->addConstraint(objcon);
}
}
lz2 = (LinearFunctionPtr) new LinearFunction();
lz2->addTerm(eta, 1.0);
etaf = (FunctionPtr) new Function(lz2);
newp_->newObjective(etaf, obj->getConstant(), otype);
}
}
int
main(int argc, char** argv)
{
if (argc < 2) {
usage();
return -1;
}
// build the name of the output file
string fileName = argv[1];
fileName.erase(fileName.size()-1);
fileName.erase(fileName.size()-1);
fileName.erase(fileName.size()-1);
fileName += ".txt";
char *outFileName = (char*)fileName.c_str();
FILE *pFile;
FILE *qFile;
qFile = fopen("nameList.txt", "a");
fprintf(qFile, "%s\n", outFileName);
fclose(qFile);
pFile = fopen(outFileName, "w");
Minotaur::EnvPtr env = (Minotaur::EnvPtr) new Minotaur::Environment();
MINOTAUR_AMPL::AMPLInterfacePtr iface = new MINOTAUR_AMPL::AMPLInterface(env);
ProblemPtr inst, newInst;
inst = iface->readInstance(argv[1]);
int numVars = inst->getNumVars();
int numCons = inst->getNumCons();
fprintf(pFile,"%d\n", numVars);
// find the number of linear constraints
int numLinCons = 0;
for(ConstraintConstIterator cIter=inst->consBegin(); cIter!=inst->consEnd(); ++cIter) {
FunctionType ct = (*cIter)->getFunctionType();
if(ct == Linear) {
numLinCons++;
}
}
// find the number of quadratic constraints
int numQuadCons = 0;
for(ConstraintConstIterator cIter=inst->consBegin(); cIter!=inst->consEnd(); ++cIter) {
FunctionType ct = (*cIter)->getFunctionType();
if(ct == Quadratic) {
numQuadCons++;
}
}
fprintf(pFile, "%d\n", numQuadCons);
fprintf(pFile, "%d\n", numLinCons);
ObjectivePtr obj = inst->getObjective(0);
FunctionPtr objF = obj->getFunction();
LinearFunctionPtr objLF = objF->getLinearFunction();
QuadraticFunctionPtr objQF = objF->getQuadraticFunction();
double **objQ = new double* [numVars];
for(int i = 0; i < numVars; i++)
objQ[i] = new double[numVars];
for(int i = 0; i < numVars; i++){
for(int j = 0; j < numVars; j++) {
objQ[i][j] = 0;
}
}
double *objA = new double [numVars];
for(int i = 0; i < numVars; i++)
objA[i] = 0;
//find objQ
if(objQF) {
for(VariableConstIterator varit1 = inst->varsBegin(); varit1 != inst->varsEnd(); ++varit1) {
for(VariableConstIterator varit2 = inst->varsBegin(); varit2 != inst->varsEnd(); ++varit2) {
for(VariablePairGroupConstIterator it = objQF->begin(); it != objQF->end(); ++it) {
if(((it->first).first)->getId() == (*varit1)->getId() && ((it->first).second)->getId() == (*varit2)->getId()){
int var1Id = (*varit1)->getId();
int var2Id = (*varit2)->getId();
objQ[var1Id][var2Id] = it->second;
}
}
}
}
}
double ij;
double ji;
for(int i = 0; i < numVars; i++) {
for(int j = i+1; j < numVars; j++) {
ij = objQ[i][j];
ji = objQ[j][i];
objQ[i][j] = (ij+ji)/2;
objQ[j][i] = (ij+ji)/2;
}
}
for(int i = 0; i < numVars; i++) {
for(int j = 0; j < numVars; j++) {
fprintf(pFile, "%f\t", objQ[i][j]);
}
fprintf(pFile, "\n");
}
fprintf(pFile, "\n\n");
//find objA
if(objLF) {
for(VariableConstIterator varit = inst->varsBegin(); varit != inst->varsEnd(); ++varit) {
for(VariableGroupConstIterator it = objLF->termsBegin(); it != objLF->termsEnd(); ++it) {
if((*varit)->getId() == (it->first)->getId()) {
objA[(*varit)->getId()] = it->second;
}
}
}
}
for(int i = 0; i < numVars; i++)
fprintf(pFile, "%f\t", objA[i]);
fprintf(pFile, "\n");
fprintf(pFile, "\n\n");
//take care of the quadratic constraints
for(ConstraintConstIterator cIter=inst->consBegin(); cIter!=inst->consEnd(); ++cIter) {
FunctionType ct = (*cIter)->getFunctionType();
if(ct == Quadratic) {
// if it's an equality constraint
if((*cIter)->getUb() - (*cIter)->getLb() >= -1e-6 && (*cIter)->getUb() - (*cIter)->getLb() <= 1e-6) {
fprintf(pFile, "%d\n", 1);
fprintf(pFile, "%f\n\n", (*cIter)->getUb());
}
// if it's a <= constraint
else if((*cIter)->getUb() <= 1e6) {
fprintf(pFile, "%d\n", 2);
fprintf(pFile, "%f\n\n", (*cIter)->getUb());
}
else if ((*cIter)->getLb() >= -1e6) {
fprintf(pFile, "%d\n", 3);
fprintf(pFile, "%f\n\n", (*cIter)->getLb());
}
FunctionPtr F = (*cIter)->getFunction();
LinearFunctionPtr LF = F->getLinearFunction();
QuadraticFunctionPtr QF = F->getQuadraticFunction();
double **Q = new double* [numVars];
for(int i = 0; i < numVars; i++)
Q[i] = new double[numVars];
for(int i = 0; i < numVars; i++){
for(int j = 0; j < numVars; j++) {
Q[i][j] = 0;
}
}
double *A = new double [numVars];
for(int i = 0; i < numVars; i++)
A[i] = 0;
//find Q
if(QF) {
for(VariableConstIterator varit1 = inst->varsBegin(); varit1 != inst->varsEnd(); ++varit1) {
for(VariableConstIterator varit2 = inst->varsBegin(); varit2 != inst->varsEnd(); ++varit2) {
for(VariablePairGroupConstIterator it = QF->begin(); it != QF->end(); ++it) {
if(((it->first).first)->getId() == (*varit1)->getId() && ((it->first).second)->getId() == (*varit2)->getId()){
int var1Id = (*varit1)->getId();
int var2Id = (*varit2)->getId();
Q[var1Id][var2Id] = it->second;
}
}
}
}
}
double ij;
double ji;
for(int i = 0; i < numVars; i++) {
for(int j = i+1; j < numVars; j++) {
ij = Q[i][j];
ji = Q[j][i];
Q[i][j] = (ij+ji)/2;
Q[j][i] = (ij+ji)/2;
}
}
for(int i = 0; i < numVars; i++) {
for(int j = 0; j < numVars; j++) {
fprintf(pFile, "%f\t", Q[i][j]);
}
fprintf(pFile, "\n");
}
fprintf(pFile, "\n\n");
//find A
if(LF) {
for(VariableConstIterator varit = inst->varsBegin(); varit != inst->varsEnd(); ++varit) {
for(VariableGroupConstIterator it = LF->termsBegin(); it != LF->termsEnd(); ++it) {
if((*varit)->getId() == (it->first)->getId()) {
A[(*varit)->getId()] = it->second;
}
}
}
}
for(int i = 0; i < numVars; i++)
fprintf(pFile, "%f\t", A[i]);
fprintf(pFile, "\n");
fprintf(pFile, "\n\n");
}
}
//take care of the linear constraints
for(ConstraintConstIterator cIter=inst->consBegin(); cIter!=inst->consEnd(); ++cIter) {
FunctionType ct = (*cIter)->getFunctionType();
if(ct == Linear) {
// if it's an equality constraint
if((*cIter)->getUb() - (*cIter)->getLb() >= -1e-6 && (*cIter)->getUb() - (*cIter)->getLb() <= 1e-6) {
fprintf(pFile, "%d\n", 1);
fprintf(pFile, "%f\n\n", (*cIter)->getUb());
}
// if it's a <= constraint
else if((*cIter)->getUb() <= 1e6) {
fprintf(pFile, "%d\n", 2);
fprintf(pFile, "%f\n\n", (*cIter)->getUb());
}
else if ((*cIter)->getLb() >= -1e6) {
fprintf(pFile, "%d\n", 3);
fprintf(pFile, "%f\n\n", (*cIter)->getLb());
}
FunctionPtr F = (*cIter)->getFunction();
LinearFunctionPtr LF = F->getLinearFunction();
double *A = new double [numVars];
for(int i = 0; i < numVars; i++)
A[i] = 0;
if(LF) {
for(VariableConstIterator varit = inst->varsBegin(); varit != inst->varsEnd(); ++varit) {
for(VariableGroupConstIterator it = LF->termsBegin(); it != LF->termsEnd(); ++it) {
if((*varit)->getId() == (it->first)->getId()) {
A[(*varit)->getId()] = it->second;
}
}
}
}
for(int i = 0; i < numVars; i++)
fprintf(pFile, "%f\t", A[i]);
fprintf(pFile, "\n");
fprintf(pFile, "\n\n");
}
}
// get the bound matrices
double **lb = new double *[numVars+1];
for(int i=0; i<numVars+1; i++)
lb[i] = new double [numVars+1];
double **ub = new double *[numVars+1];
for(int i=0; i<numVars+1; i++)
ub[i] = new double [numVars+1];
lb[0][0]=1;
ub[0][0]=1;
for(VariableConstIterator varit1 = inst->varsBegin(); varit1 != inst->varsEnd(); ++varit1) {
int var1Id = (*varit1)->getId();
int var1Lb = (*varit1)->getLb();
int var1Ub = (*varit1)->getUb();
lb[0][var1Id+1] = var1Lb;
ub[0][var1Id+1] = var1Ub;
lb[var1Id+1][0] = var1Lb;
ub[var1Id+1][0] = var1Ub;
for(VariableConstIterator varit2 = inst->varsBegin(); varit2 != inst->varsEnd(); ++varit2) {
int var2Id = (*varit2)->getId();
int var2Lb = (*varit2)->getLb();
int var2Ub = (*varit2)->getUb();
if(var2Id >= var1Id) {
double prodLb;
double prodUb;
BoundsOnProduct(var1Lb, var1Ub, var2Lb, var2Ub, prodLb, prodUb);
lb[var1Id+1][var2Id+1] = prodLb;
ub[var1Id+1][var2Id+1] = prodUb;
lb[var2Id+1][var1Id+1] = prodLb;
ub[var2Id+1][var1Id+1] = prodUb;
}
}
}
//print lb
for(int i = 0; i < numVars+1; i++) {
for(int j = 0; j < numVars+1; j++) {
fprintf(pFile, "%f\t", lb[i][j]);
}
fprintf(pFile, "\n");
}
fprintf(pFile, "\n\n");
//print ub
for(int i = 0; i < numVars+1; i++) {
for(int j = 0; j < numVars+1; j++) {
fprintf(pFile, "%f\t", ub[i][j]);
}
fprintf(pFile, "\n");
}
fprintf(pFile, "\n\n");
/*
///
int newObjVarCnt;
if(obj->getFunctionType() == Linear)
newObjVarCnt = inst->getNumVars();
else
newObjVarCnt = inst->getNumVars() + 1;
printf("newObjVarCnt = %d\n", newObjVarCnt);
printf("inst num vars = %d\n", inst->getNumVars());
printf("inst num cons = %d\n", inst->getNumCons());
LPRelaxationPtr lpr = LPRelaxationPtr(new LPRelaxation());
MultilinearHandlerPtr mhandler = MultilinearHandlerPtr(new MultilinearHandler(inst));
bool isFeasible;
int nCons = inst->getNumCons();
int nVars = inst->getNumVars();
vector<bool> c_list(nCons);
*/
}
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;
}
