idol::OptimizerFactoryWithDefaultParameters< CRTP > Class Template Reference

Inheritance diagram for idol::OptimizerFactoryWithDefaultParameters< CRTP >:

Collaboration diagram for idol::OptimizerFactoryWithDefaultParameters< CRTP >:

Public Member Functions
CRTP &	with_logs (bool t_value)
CRTP &	with_time_limit (double t_time_limit)
CRTP &	with_thread_limit (unsigned int t_max_n_threads)
CRTP &	with_iteration_limit (unsigned int t_iteration_count_limit)
CRTP &	with_best_bound_stop (double t_best_bound_stop)
CRTP &	with_best_obj_stop (double t_user_best_obj)
CRTP &	with_relative_gap_tolerance (double t_relative_gap_tolerance)
CRTP &	with_absolute_gap_tolerance (double t_absolute_gap_tolerance)
CRTP &	with_presolve (bool t_value)
CRTP &	with_infeasible_or_unbounded_info (bool t_value)
CRTP &	conditional (bool t_conditional_value, const std::function< void(CRTP &)> &t_if)
CRTP &	conditional (bool t_conditional_value, const std::function< void(CRTP &)> &t_if, const std::function< void(CRTP &)> &t_else)
virtual Optimizer *	operator() (const Model &t_model) const =0
virtual OptimizerFactory *	clone () const =0
template<class T >
T &	as ()
template<class T >
const T &	as () const
template<class T >
bool	is () const

Protected Member Functions
CRTP &	crtp ()
const CRTP &	crtp () const
void	handle_default_parameters (Optimizer *t_optimizer) const

Detailed Description

template<class CRTP>
class idol::OptimizerFactoryWithDefaultParameters< CRTP >

Definition at line 66 of file OptimizerFactory.h.

Member Function Documentation

as() [1/2]

template<class T >

T & idol::OptimizerFactory::as ( )

inlineinherited

Definition at line 44 of file OptimizerFactory.h.

as() [2/2]

template<class T >

const T & idol::OptimizerFactory::as ( ) const

inlineinherited

Definition at line 52 of file OptimizerFactory.h.

clone()

virtual OptimizerFactory * idol::OptimizerFactory::clone ( ) const

pure virtualinherited

Creates and return a copy of the optimizer factory. This is used for polymorphism.

Returns

A copied object of the current object (i.e., *this)

Implemented in idol::Bilevel::BranchAndCut, idol::Bilevel::KKT, idol::Bilevel::MinMax::Dualize, idol::Bilevel::PessimisticAsOptimistic, idol::Bilevel::StrongDuality, idol::Bilevel::MibS, idol::BranchAndBound< NodeT >, idol::DantzigWolfeDecomposition, idol::PADM, idol::PenaltyMethod, idol::Cplex, idol::GLPK, idol::Gurobi, idol::HiGHS, idol::JuMP, idol::Mosek, idol::Osi, idol::Robust::AffineDecisionRule, idol::Robust::Benders, idol::Robust::ColumnAndConstraintGeneration, idol::Robust::Deterministic, and idol::Robust::ScenarioBasedKAdaptabilityProblemSolver.

conditional() [1/2]

template<class CRTP >

CRTP & idol::OptimizerFactoryWithDefaultParameters< CRTP >::conditional	(	bool	t_conditional_value,
		const std::function< void(CRTP &)> &	t_if
	)

Executes the lambda function given as second parameter if and only if its first argument is true. This function can be used to build different optimizer factories depending on some external variable.

Example:

for (const bool use_presolve : {true, false}) {
     auto algorithm = GLPK()
                         .conditional(use_presolve, [](auto& x){ x.with_presolve(true); })
      model.use(algorithm);
      model.optimize();
}

Parameters

t_conditional_value	if true, the t_if lambda function is executed, if false, nothing happens.
t_if	lambda function to execute in case t_conditional_value is true

Returns

the optimizer factory itself

Definition at line 273 of file OptimizerFactory.h.

conditional() [2/2]

template<class CRTP >

CRTP & idol::OptimizerFactoryWithDefaultParameters< CRTP >::conditional	(	bool	t_conditional_value,
		const std::function< void(CRTP &)> &	t_if,
		const std::function< void(CRTP &)> &	t_else
	)

Executes the lambda function given as second parameter if and only if its first argument is true. This function can be used to build different optimizer factories depending on some external variable.

Example:

for (const bool use_presolve : {true, false}) {
     auto algorithm = GLPK()
                         .conditional(use_presolve,
                                         [](auto& x){ x.with_presolve(true); },
                                         [](auto& x){ x.with_presolve(false); })
      model.use(algorithm);
      model.optimize();
}

Parameters

t_conditional_value	if true, the t_if lambda function is executed, if false, the t_else lambda function is.
t_if	lambda function to execute in case t_conditional_value is true
t_else	lambda function to execute in case t_conditional_value is false

Returns

the optimizer factory itself

Definition at line 266 of file OptimizerFactory.h.

crtp() [1/2]

template<class CRTP >

CRTP & idol::OptimizerFactoryWithDefaultParameters< CRTP >::crtp ( )

inlineprotected

Definition at line 78 of file OptimizerFactory.h.

crtp() [2/2]

template<class CRTP >

const CRTP & idol::OptimizerFactoryWithDefaultParameters< CRTP >::crtp ( ) const

inlineprotected

Definition at line 79 of file OptimizerFactory.h.

handle_default_parameters()

template<class CRTP >

void idol::OptimizerFactoryWithDefaultParameters< CRTP >::handle_default_parameters ( Optimizer *  t_optimizer ) const

protected

Definition at line 398 of file OptimizerFactory.h.

is()

template<class T >

bool idol::OptimizerFactory::is ( ) const

inlineinherited

Definition at line 60 of file OptimizerFactory.h.

operator()()

virtual Optimizer * idol::OptimizerFactory::operator() ( const Model &  t_model ) const

pure virtualinherited

Creates and returns a new optimizer to solve the model given as parameter.

Parameters

t_model

The model which the optimizer will solve

Returns

A new optimizer for the model

Implemented in idol::Bilevel::BranchAndCut, idol::Bilevel::KKT, idol::Bilevel::MinMax::Dualize, idol::Bilevel::PessimisticAsOptimistic, idol::Bilevel::StrongDuality, idol::Bilevel::MibS, idol::BranchAndBound< NodeT >, idol::DantzigWolfeDecomposition, idol::PADM, idol::PenaltyMethod, idol::Cplex, idol::GLPK, idol::Gurobi, idol::HiGHS, idol::JuMP, idol::Mosek, idol::Osi, idol::Robust::AffineDecisionRule, idol::Robust::Benders, idol::Robust::ColumnAndConstraintGeneration, idol::Robust::Deterministic, and idol::Robust::ScenarioBasedKAdaptabilityProblemSolver.

with_absolute_gap_tolerance()

template<class CRTP >

CRTP & idol::OptimizerFactoryWithDefaultParameters< CRTP >::with_absolute_gap_tolerance

(

double

t_absolute_gap_tolerance

)

Sets the absolute gap tolerance for the optimizer. When the optimizer proves that the absolute optimality gap is less than this threshold, the optimizer stops.

Example:

auto algorithm = GLPK()
                     .with_absolute_gap_tolerance(1e-4);

Parameters

t_absolute_gap_tolerance

the absolute gap tolerance

Returns

the optimizer factory itself

Definition at line 302 of file OptimizerFactory.h.

with_best_bound_stop()

template<class CRTP >

CRTP & idol::OptimizerFactoryWithDefaultParameters< CRTP >::with_best_bound_stop

(

double

t_best_bound_stop

)

Sets a threshold on the best bound for stopping the optimizer. When the optimizer have found a best bound which is greater than this threshold, the optimizer stops.

Example:

const double my_known_best_obj = 0.;
auto algorithm = GLPK()
                     .with_best_bound_stop(my_known_best_obj);

Parameters

t_best_bound_stop

the threshold

Returns

the optimizer factory itself

Definition at line 338 of file OptimizerFactory.h.

with_best_obj_stop()

template<class CRTP >

CRTP & idol::OptimizerFactoryWithDefaultParameters< CRTP >::with_best_obj_stop

(

double

t_user_best_obj

)

Sets a threshold on the best objective value for stopping the optimizer. When the optimizer have found a best objective value which is less than this threshold, the optimizer stops.

Example:

const double my_known_best_bound = 0;
auto algorithm = GLPK()
                     .with_best_obj_stop(my_known_best_bound);

Parameters

t_user_best_obj

the threshold

Returns

the optimizer factory itself

Definition at line 326 of file OptimizerFactory.h.

with_infeasible_or_unbounded_info()

template<class CRTP >

CRTP & idol::OptimizerFactoryWithDefaultParameters< CRTP >::with_infeasible_or_unbounded_info

(

bool

t_value

)

Sets the behaviour of the optimizer when a model is shown to be infeasible or unbounded. When set to true, the optimizer is forced to prove feasibility or unboundedness by providing a certificate.

Example:

auto algorithm = GLPK()
                     .with_infeasible_or_unbounded_info(true);

Parameters

t_value

the activation level

Returns

the optimizer factory itself

Definition at line 278 of file OptimizerFactory.h.

with_iteration_limit()

template<class CRTP >

CRTP & idol::OptimizerFactoryWithDefaultParameters< CRTP >::with_iteration_limit

(

unsigned int

t_iteration_count_limit

)

Sets the maximum number of iterations which the optimizer go through

Example:

auto algorithm = GLPK()
                     .with_iteration_limit(200);

Parameters

t_iteration_count_limit

the maximum number of iterations

Returns

the optimizer factory itself

Definition at line 350 of file OptimizerFactory.h.

with_logs()

template<class CRTP >

CRTP & idol::OptimizerFactoryWithDefaultParameters< CRTP >::with_logs

(

bool

t_value

)

Sets the log_master level and color for the optimizer

Example:

auto algorithm = GLPK()
                     .with_logs(true);

Parameters

t_log_level	the log_master level
t_log_color	the output color

Returns

the optimizer factory itself

Definition at line 386 of file OptimizerFactory.h.

with_presolve()

template<class CRTP >

CRTP & idol::OptimizerFactoryWithDefaultParameters< CRTP >::with_presolve

(

bool

t_value

)

Sets the get_param_presolve activation for the optimizer.

Example:

auto algorithm = GLPK()
                     .with_presolve(false); // turns off get_param_presolve phase

Parameters

t_value

the activation level for the optimizer's get_param_presolve (0 for disabling, 1 for enabling)

Returns

the optimizer factory itself

Definition at line 290 of file OptimizerFactory.h.

with_relative_gap_tolerance()

template<class CRTP >

CRTP & idol::OptimizerFactoryWithDefaultParameters< CRTP >::with_relative_gap_tolerance

(

double

t_relative_gap_tolerance

)

Sets the relative gap tolerance for the optimizer. When the optimizer proves that the relative optimality gap is less than this threshold, the optimizer stops.

Example:

auto algorithm = GLPK()
                     .with_relative_gap_tolerance(.05); // sets a gap tolerance of 5%

Parameters

t_relative_gap_tolerance

the relative gap tolerance

Returns

the optimizer factory itself

Definition at line 314 of file OptimizerFactory.h.

with_thread_limit()

template<class CRTP >

CRTP & idol::OptimizerFactoryWithDefaultParameters< CRTP >::with_thread_limit

(

unsigned int

t_max_n_threads

)

Sets the maximum number of threads which the optimizer can use

Example:

auto algorithm = GLPK()
                     .with_thread_limit(5);

Parameters

t_max_n_threads

the number of threads which can be used

Returns

the optimizer factory itself

Definition at line 362 of file OptimizerFactory.h.

with_time_limit()

template<class CRTP >

CRTP & idol::OptimizerFactoryWithDefaultParameters< CRTP >::with_time_limit

(

double

t_time_limit

)

Sets the time limit for the optimizer

Example:

auto algorithm = GLPK()
                     .with_time_limit(3600);

Parameters

t_time_limit

the time limit (in seconds)

Returns

the optimizer factory itself

Definition at line 374 of file OptimizerFactory.h.