Module ojalgo

Package org.ojalgo.optimisation.integer

Class ModelStrategy.DefaultStrategy

java.lang.Object

org.ojalgo.optimisation.integer.ModelStrategy

org.ojalgo.optimisation.integer.ModelStrategy.DefaultStrategy

All Implemented Interfaces:

IntegerStrategy

Enclosing class:

ModelStrategy

static final class ModelStrategy.DefaultStrategy
extends ModelStrategy

Nested Class Summary

Nested classes/interfaces inherited from class org.ojalgo.optimisation.integer.ModelStrategy

ModelStrategy.AbstractStrategy, ModelStrategy.DefaultStrategy

Nested classes/interfaces inherited from interface org.ojalgo.optimisation.integer.IntegerStrategy

IntegerStrategy.ConfigurableStrategy, IntegerStrategy.GMICutConfiguration

Field Summary

Fields

Modifier and Type	Field	Description
private static double	DEFAULT_INFEASIBLE_PENALTY
private int	myCutFailedStreak	Adaptive cut generation state
private int	myCutLastDepth	Adaptive cut generation state
private long	myCutNodesSinceLastSuccess	Adaptive cut generation state
private int[]	myLowerCount
private double[]	myLowerPseudoWeight	Pseudo-costs when down
private int[]	myUpperCount
private double[]	myUpperPseudoWeight	Pseudo-costs when up
private static int	RELIABILITY_MIN
private static NumberContext	ROUGHLY

Fields inherited from class org.ojalgo.optimisation.integer.ModelStrategy

cutting

Fields inherited from interface org.ojalgo.optimisation.integer.IntegerStrategy

DEFAULT

Constructor Summary

Constructors

Constructor	Description
DefaultStrategy(ExpressionsBasedModel model, IntegerStrategy strategy)

Method Summary

Modifier and Type	Method	Description
protected ModelStrategy	initialise(MultiaryFunction.TwiceDifferentiable<java.lang.Double> function, Access1D<?> point)	Initialise the integer significances, based on the objective function gradient.
protected boolean	isCutRatherThanBranch(NodeKey nodeKey, int branchIntegerIndex, double variableValue, double nodeValue, Optimisation.Result bestResultSoFar)	Decide if cuts should be attempted at this node.
protected void	markInfeasible(NodeKey key, boolean found, double incumbentValue)	scale-aware infeasible update using any available cutoff (incumbent or best bound)
protected void	markInteger(NodeKey key, Optimisation.Result result)
protected void	onCutFailure()	Called after a failed cut generation attempt (no cuts added).
protected void	onCutSuccess(NodeKey nodeKey)	Called after a successful cut generation attempt.
protected void	onNodeSolved(NodeKey key, Optimisation.Result result, double objective, boolean minimisation)	Hook to update pseudo-costs after a node is solved.
private static double	productScore(double wDown, double wUp, double distDn, double distUp)
protected double	scoreBranch(int idx, double distanceDown, double distanceUp, boolean found)
protected double	scoreBranchDown(int idx, double distanceDown, boolean found)
protected double	scoreBranchUp(int idx, double distanceUp, boolean found)
private void	updatePseudo(int idx, boolean upper, double observation)

Methods inherited from class org.ojalgo.optimisation.integer.ModelStrategy

countIntegerVariables, countUniqueStrategies, getGapTolerance, getGMICutConfiguration, getIndex, getIntegralityTolerance, getWorkerPriorities, isGoodEnough, isMinimisation, newModelStrategy, toString

Methods inherited from class java.lang.Object

clone, equals, finalize, getClass, hashCode, notify, notifyAll, wait, wait, wait

Field Detail

DEFAULT_INFEASIBLE_PENALTY

private static final double DEFAULT_INFEASIBLE_PENALTY

RELIABILITY_MIN

private static final int RELIABILITY_MIN

See Also:

Constant Field Values

ROUGHLY

private static final NumberContext ROUGHLY

myCutFailedStreak

private volatile int myCutFailedStreak

Adaptive cut generation state

myCutLastDepth

private volatile int myCutLastDepth

Adaptive cut generation state

myCutNodesSinceLastSuccess

private volatile long myCutNodesSinceLastSuccess

Adaptive cut generation state

myLowerCount

private final int[] myLowerCount

myLowerPseudoWeight

private final double[] myLowerPseudoWeight

Pseudo-costs when down

myUpperCount

private final int[] myUpperCount

myUpperPseudoWeight

private final double[] myUpperPseudoWeight

Pseudo-costs when up

Constructor Detail

DefaultStrategy

DefaultStrategy(ExpressionsBasedModel model,
                IntegerStrategy strategy)

Method Detail

productScore

private static double productScore(double wDown,
                                   double wUp,
                                   double distDn,
                                   double distUp)

updatePseudo

private void updatePseudo(int idx,
                          boolean upper,
                          double observation)

initialise

protected ModelStrategy initialise(MultiaryFunction.TwiceDifferentiable<java.lang.Double> function,
                                   Access1D<?> point)

Initialise the integer significances, based on the objective function gradient.

Specified by:

initialise in class ModelStrategy

isCutRatherThanBranch

protected boolean isCutRatherThanBranch(NodeKey nodeKey,
                                        int branchIntegerIndex,
                                        double variableValue,
                                        double nodeValue,
                                        Optimisation.Result bestResultSoFar)

Description copied from class: ModelStrategy

Decide if cuts should be attempted at this node.

Specified by:

isCutRatherThanBranch in class ModelStrategy

markInfeasible

protected void markInfeasible(NodeKey key,
                              boolean found,
                              double incumbentValue)

scale-aware infeasible update using any available cutoff (incumbent or best bound)

Specified by:

markInfeasible in class ModelStrategy

markInteger

protected void markInteger(NodeKey key,
                           Optimisation.Result result)

Specified by:

markInteger in class ModelStrategy

onCutFailure

protected void onCutFailure()

Called after a failed cut generation attempt (no cuts added). Original behaviour was to disable.

Specified by:

onCutFailure in class ModelStrategy

onCutSuccess

protected void onCutSuccess(NodeKey nodeKey)

Called after a successful cut generation attempt.

Specified by:

onCutSuccess in class ModelStrategy

onNodeSolved

protected void onNodeSolved(NodeKey key,
                            Optimisation.Result result,
                            double objective,
                            boolean minimisation)

Description copied from class: ModelStrategy

Hook to update pseudo-costs after a node is solved.

Specified by:

onNodeSolved in class ModelStrategy

scoreBranch

protected double scoreBranch(int idx,
                             double distanceDown,
                             double distanceUp,
                             boolean found)

Specified by:

scoreBranch in class ModelStrategy

scoreBranchDown

protected double scoreBranchDown(int idx,
                                 double distanceDown,
                                 boolean found)

Specified by:

scoreBranchDown in class ModelStrategy

scoreBranchUp

protected double scoreBranchUp(int idx,
                               double distanceUp,
                               boolean found)

Specified by:

scoreBranchUp in class ModelStrategy