A C++ Framework for Optimization
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Optimizers_PessimisticAsOptimistic.h
1//
2// Created by henri on 20.02.25.
3//
4
5#ifndef IDOL_OPTIMIZERS_PESSIMISTICASOPTIMISTIC_H
6#define IDOL_OPTIMIZERS_PESSIMISTICASOPTIMISTIC_H
7
8#include "idol/general/optimizers/Algorithm.h"
9#include "idol/general/optimizers/OptimizerFactory.h"
10#include "idol/bilevel/modeling/Description.h"
11
12namespace idol::Optimizers::Bilevel {
13 class PessimisticAsOptimistic;
14}
15
17 const ::idol::Bilevel::Description& m_description;
18 std::unique_ptr<OptimizerFactory> m_optimistic_bilevel_optimizer;
19
20 std::optional<Model> m_optimistic_bilevel_model;
21 std::optional<::idol::Bilevel::Description> m_optimistic_bilevel_annotation;
22 std::optional<PrimalPoint> m_follower_solution;
23public:
24 PessimisticAsOptimistic(const Model& t_parent,
25 const ::idol::Bilevel::Description& t_description,
26 const OptimizerFactory& t_optimistic_bilevel_optimizer);
27
28 std::string name() const override;
29
30 SolutionStatus get_status() const override;
31
32 SolutionReason get_reason() const override;
33
34 double get_best_obj() const override;
35
36 double get_best_bound() const override;
37
38 double get_relative_gap() const override;
39
40 double get_absolute_gap() const override;
41
42 double get_var_primal(const Var &t_var) const override;
43
44 double get_var_reduced_cost(const Var &t_var) const override;
45
46 double get_var_ray(const Var &t_var) const override;
47
48 double get_ctr_dual(const Ctr &t_ctr) const override;
49
50 double get_ctr_farkas(const Ctr &t_ctr) const override;
51
52 unsigned int get_n_solutions() const override;
53
54 unsigned int get_solution_index() const override;
55
56protected:
57 void add(const Var &t_var) override;
58
59 void add(const Ctr &t_ctr) override;
60
61 void add(const QCtr &t_ctr) override;
62
63 void remove(const Var &t_var) override;
64
65 void remove(const Ctr &t_ctr) override;
66
67 void remove(const QCtr &t_ctr) override;
68
69 void update() override;
70
71 void write(const std::string &t_name) override;
72
73 void hook_optimize() override;
74
75 void set_solution_index(unsigned int t_index) override;
76
77 void update_obj_sense() override;
78
79 void update_obj() override;
80
81 void update_rhs() override;
82
83 void update_obj_constant() override;
84
85 void update_mat_coeff(const Ctr &t_ctr, const Var &t_var) override;
86
87 void update_ctr_type(const Ctr &t_ctr) override;
88
89 void update_ctr_rhs(const Ctr &t_ctr) override;
90
91 void update_var_type(const Var &t_var) override;
92
93 void update_var_lb(const Var &t_var) override;
94
95 void update_var_ub(const Var &t_var) override;
96
97 void update_var_obj(const Var &t_var) override;
98};
99
100#endif //IDOL_OPTIMIZERS_PESSIMISTICASOPTIMISTIC_H