idol
A C++ Framework for Optimization
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Public Member Functions | Protected Member Functions | List of all members
idol::Optimizers::Robust::ColumnAndConstraintGeneration Class Reference
Inheritance diagram for idol::Optimizers::Robust::ColumnAndConstraintGeneration:
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Collaboration diagram for idol::Optimizers::Robust::ColumnAndConstraintGeneration:
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Public Member Functions

 ColumnAndConstraintGeneration (const Model &t_parent, const ::idol::Robust::Description &t_robust_description, const ::idol::Bilevel::Description &t_bilevel_description, const OptimizerFactory &t_master_optimizer, std::vector< Point< Var > > t_initial_scenarios, OptimizerFactory *t_initial_scenario_by_minimization, OptimizerFactory *t_initial_scenario_by_maximization, const std::list< std::unique_ptr< OptimizerFactory > > &t_optimizer_feasibility_separation, const std::list< std::unique_ptr< OptimizerFactory > > &t_optimizer_optimality_separation, const std::list< std::unique_ptr< OptimizerFactory > > &t_optimizer_joint_separation)
 
std::string name () const override
 
double get_var_primal (const Var &t_var) const override
 
double get_var_reduced_cost (const Var &t_var) const override
 
double get_var_ray (const Var &t_var) const override
 
double get_ctr_dual (const Ctr &t_ctr) const override
 
double get_ctr_farkas (const Ctr &t_ctr) const override
 
unsigned int get_n_solutions () const override
 
unsigned int get_solution_index () const override
 
unsigned int get_n_scenarios () const
 
unsigned int get_n_iterations () const
 
const Timer & get_master_timer () const
 
const Timer & get_separation_timer () const
 
SolutionStatus get_status () const override
 
SolutionReason get_reason () const override
 
double get_best_obj () const override
 
double get_best_bound () const override
 
double get_relative_gap () const override
 
double get_absolute_gap () const override
 

Protected Member Functions

void add (const Var &t_var) override
 
void add (const Ctr &t_ctr) override
 
void add (const QCtr &t_ctr) override
 
void remove (const Var &t_var) override
 
void remove (const Ctr &t_ctr) override
 
void remove (const QCtr &t_ctr) override
 
void update () override
 
void write (const std::string &t_name) override
 
void hook_before_optimize () override
 
void hook_optimize () override
 
void set_solution_index (unsigned int t_index) override
 
void update_obj_sense () override
 
void update_obj () override
 
void update_rhs () override
 
void update_obj_constant () override
 
void update_mat_coeff (const Ctr &t_ctr, const Var &t_var) override
 
void update_ctr_type (const Ctr &t_ctr) override
 
void update_ctr_rhs (const Ctr &t_ctr) override
 
void update_var_type (const Var &t_var) override
 
void update_var_lb (const Var &t_var) override
 
void update_var_ub (const Var &t_var) override
 
void update_var_obj (const Var &t_var) override
 
void add_initial_scenarios ()
 
void add_initial_scenario_by_min_or_max (const OptimizerFactory &t_optimizer, double t_coefficient)
 
void solve_master_problem ()
 
void check_termination_criteria ()
 
void log_banner ()
 
void log_iteration (bool t_is_feasibility_separation, const std::string &t_optimizer_name, const SolutionStatus &t_status, const SolutionReason &t_reason, bool t_separation_outcome)
 
void log_iteration_separator ()
 
void solve_adversarial_problem ()
 
unsigned int solve_feasibility_adversarial_problem ()
 
unsigned int solve_optimality_adversarial_problem ()
 
unsigned int solve_joint_adversarial_problem ()
 
void build () override
 
virtual void set_status (SolutionStatus t_status)
 
virtual void set_reason (SolutionReason t_reason)
 
virtual void set_best_bound (double t_value)
 
virtual void set_best_obj (double t_value)
 

Detailed Description

Definition at line 18 of file Optimizers_ColumnAndConstraintGeneration.h.

Member Function Documentation

◆ build()

void idol::Algorithm::build ( )
inlineoverrideprotectedinherited

Definition at line 21 of file Algorithm.h.

◆ get_master_timer()

const Timer & idol::Optimizers::Robust::ColumnAndConstraintGeneration::get_master_timer ( ) const
inline

Definition at line 82 of file Optimizers_ColumnAndConstraintGeneration.h.

◆ get_n_iterations()

unsigned int idol::Optimizers::Robust::ColumnAndConstraintGeneration::get_n_iterations ( ) const
inline

Definition at line 80 of file Optimizers_ColumnAndConstraintGeneration.h.

◆ get_n_scenarios()

unsigned int idol::Optimizers::Robust::ColumnAndConstraintGeneration::get_n_scenarios ( ) const
inline

Definition at line 78 of file Optimizers_ColumnAndConstraintGeneration.h.

◆ get_separation_timer()

const Timer & idol::Optimizers::Robust::ColumnAndConstraintGeneration::get_separation_timer ( ) const
inline

Definition at line 84 of file Optimizers_ColumnAndConstraintGeneration.h.

◆ set_best_bound()

virtual void idol::Algorithm::set_best_bound ( double  t_value)
inlineprotectedvirtualinherited

Definition at line 25 of file Algorithm.h.

◆ set_best_obj()

virtual void idol::Algorithm::set_best_obj ( double  t_value)
inlineprotectedvirtualinherited

Definition at line 26 of file Algorithm.h.

◆ set_reason()

virtual void idol::Algorithm::set_reason ( SolutionReason  t_reason)
inlineprotectedvirtualinherited

Definition at line 24 of file Algorithm.h.

◆ set_status()

virtual void idol::Algorithm::set_status ( SolutionStatus  t_status)
inlineprotectedvirtualinherited

Definition at line 23 of file Algorithm.h.