Пример #1
0
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;
}
Пример #2
0
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;
}
Пример #3
0
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;
}