Module ojalgo

Package org.ojalgo.optimisation.integer

Class ModelStrategy

java.lang.Object

org.ojalgo.optimisation.integer.ModelStrategy

All Implemented Interfaces:

IntegerStrategy

Direct Known Subclasses:

ModelStrategy.AbstractStrategy, ModelStrategy.DefaultStrategy

public abstract class ModelStrategy
extends java.lang.Object
implements IntegerStrategy

This base class contains some model/problem specific data required by the IntegerSolver. The "strategies" are implemented in subclasses. If you plan to implement a custom strategy it may be helpful to extend ModelStrategy.AbstractStrategy instead.

Nested Class Summary

Nested Classes

Modifier and Type	Class	Description
static class	ModelStrategy.AbstractStrategy	When implementing your own ModelStrategy extending this abstract class is a good starting point.
(package private) static class	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
protected boolean	cutting	Indicates if cut generation is turned on, or not.
private int[]	myIndices	One entry per integer variable, the entry is the global index of that integer variable
private Optimisation.Sense	myOptimisationSense
private IntegerStrategy	myStrategy
private java.util.List<java.util.Comparator<NodeKey>>	myWorkerPriorities

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

DEFAULT

Constructor Summary

Constructors

Modifier	Constructor	Description
protected	ModelStrategy(ExpressionsBasedModel model, IntegerStrategy strategy)

Method Summary

Modifier and Type	Method	Description
protected int	countIntegerVariables()
int	countUniqueStrategies()
NumberContext	getGapTolerance()	The MIP gap is the difference between the best integer solution found so far and a node's relaxed non-integer solution.
IntegerStrategy.GMICutConfiguration	getGMICutConfiguration()
protected int	getIndex(int idx)
NumberContext	getIntegralityTolerance()	Used to determine if a variable value is integer or not
java.util.List<java.util.Comparator<NodeKey>>	getWorkerPriorities()	There will be 1 worker thread per item in the returned List.
protected abstract ModelStrategy	initialise(MultiaryFunction.TwiceDifferentiable<java.lang.Double> function, Access1D<?> point)
protected abstract boolean	isCutRatherThanBranch(NodeKey nodeKey, int branchIntegerIndex, double variableValue, double nodeValue, Optimisation.Result bestResultSoFar)	Decide if cuts should be attempted at this node.
protected boolean	isGoodEnough(Optimisation.Result bestResultSoFar, double relaxedNodeValue)
(package private) boolean	isMinimisation()
protected abstract void	markInfeasible(NodeKey key, boolean found, double incumbentValue)
protected abstract void	markInteger(NodeKey key, Optimisation.Result result)
ModelStrategy	newModelStrategy(ExpressionsBasedModel model)
protected abstract void	onCutFailure()	Called when cut generation produced no cuts (default: disable further cutting).
protected abstract void	onCutSuccess(NodeKey nodeKey)	Called when cut generation added at least one cut (default: no-op).
protected abstract void	onNodeSolved(NodeKey key, Optimisation.Result child, double childObj, boolean minimisation)	Hook to update pseudo-costs after a node is solved.
protected abstract double	scoreBranch(int idx, double distanceDown, double distanceUp, boolean found)
protected abstract double	scoreBranchDown(int idx, double distanceDown, boolean found)
protected abstract double	scoreBranchUp(int idx, double distanceUp, boolean found)
java.lang.String	toString()

Methods inherited from class java.lang.Object

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

Field Detail

myIndices

private final int[] myIndices

One entry per integer variable, the entry is the global index of that integer variable

myOptimisationSense

private final Optimisation.Sense myOptimisationSense

myStrategy

private final IntegerStrategy myStrategy

myWorkerPriorities

private final java.util.List<java.util.Comparator<NodeKey>> myWorkerPriorities

cutting

protected boolean cutting

Indicates if cut generation is turned on, or not. On by default. Algorithms can turn off when/if no longer useful.

Constructor Detail

ModelStrategy

protected ModelStrategy(ExpressionsBasedModel model,
                        IntegerStrategy strategy)

Method Detail

countUniqueStrategies

public int countUniqueStrategies()

Specified by:

countUniqueStrategies in interface IntegerStrategy

getGapTolerance

public NumberContext getGapTolerance()

Description copied from interface: IntegerStrategy

The MIP gap is the difference between the best integer solution found so far and a node's relaxed non-integer solution. The relative MIP gap is that difference divided by the optimal value (approximated by the currently best integer solution). If the gap (absolute or relative) is too small, then the corresponding branch is terminated as it is deemed unlikely or too "expensive" to find better integer solutions there.

Specified by:

getGapTolerance in interface IntegerStrategy

Returns:

The tolerance context used to determine if the gap is too small or not

getGMICutConfiguration

public IntegerStrategy.GMICutConfiguration getGMICutConfiguration()

Specified by:

getGMICutConfiguration in interface IntegerStrategy

getIntegralityTolerance

public NumberContext getIntegralityTolerance()

Description copied from interface: IntegerStrategy

Used to determine if a variable value is integer or not

Specified by:

getIntegralityTolerance in interface IntegerStrategy

getWorkerPriorities

public java.util.List<java.util.Comparator<NodeKey>> getWorkerPriorities()

Description copied from interface: IntegerStrategy

There will be 1 worker thread per item in the returned List. The Comparator instances need not be unique. Used to prioritise among the nodes waiting to be evaluated.

Specified by:

getWorkerPriorities in interface IntegerStrategy

newModelStrategy

public ModelStrategy newModelStrategy(ExpressionsBasedModel model)

Specified by:

newModelStrategy in interface IntegerStrategy

toString

public final java.lang.String toString()

Overrides:

toString in class java.lang.Object

countIntegerVariables

protected int countIntegerVariables()

getIndex

protected int getIndex(int idx)

initialise

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

isCutRatherThanBranch

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

Decide if cuts should be attempted at this node.

isGoodEnough

protected boolean isGoodEnough(Optimisation.Result bestResultSoFar,
                               double relaxedNodeValue)

markInfeasible

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

markInteger

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

onCutFailure

protected abstract void onCutFailure()

Called when cut generation produced no cuts (default: disable further cutting).

onCutSuccess

protected abstract void onCutSuccess(NodeKey nodeKey)

Called when cut generation added at least one cut (default: no-op).

onNodeSolved

protected abstract void onNodeSolved(NodeKey key,
                                     Optimisation.Result child,
                                     double childObj,
                                     boolean minimisation)

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

scoreBranch

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

scoreBranchDown

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

scoreBranchUp

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

isMinimisation

boolean isMinimisation()