Commit 99772e76 authored by Antonio Frangioni's avatar Antonio Frangioni 🤖

initial commit

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**/*.dSYM
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*.sw[oprst]
????-*.patch
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##############################################################################
################################ makefile ####################################
##############################################################################
# #
# makefile of Bundle #
# #
# Input: $(CC) = compiler command #
# $(SW) = compiler options #
# $(NDOSFH) = the .h files to include for NDOSolver/FiOracle #
# $(NDOSFINC) = the -I$(NDOSolver/FiOracle directories) #
# $(BndleSDR) = the directory where the Bundle/MPSolver source is #
# #
# Output: $(BndleOBJ) = the final object(s) / library #
# $(BndleLIB) = external libreries + -L<libdirs> #
# $(BndleH) = the .h files to include for Bundle/MPSolver #
# $(MPSlvH) = the .h files to include for MPSolver (only) #
# $(BndleINC) = the -I$(Bundle/MPSolver directory) #
# #
# VERSION 4.00 #
# 25 - 01 - 2019 #
# #
# Antonio Frangioni #
# Operations Research Group #
# Dipartimento di Informatica #
# Universita' di Pisa #
# #
##############################################################################
# clean - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - -
clean::
rm -f $(BndleSDR)*.o $(BndleSDR)*~
# macroes to be exported- - - - - - - - - - - - - - - - - - - - - - - - - - -
BndleLIB =
BndleOBJ = $(BndleSDR)Bundle.o
BndleINC = -I$(BndleSDR)
MPSlvH = $(BndleSDR)MPSolver.h
BndleH = $(BndleSDR)Bundle.h $(MPSlvH)
# dependencies: every .o from its .C + every recursively included .h- - - - -
$(BndleOBJ): $(BndleSDR)Bundle.C $(MPSlvH) $(NDOSFH)
$(CC) -c $*.C -o $@ $(NDOSFINC) $(SW)
########################## End of makefile ###################################
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##############################################################################
################################ makefile ####################################
##############################################################################
# #
# makefile of CutPlane #
# #
# Input: $(CC) = compiler command #
# $(SW) = compiler options #
# $(NDOSFH) = the .h files to include for NDOSolver/FiOracle #
# $(NDOSFINC) = the -I$(NDOSolver/FiOracle directories) #
# $(libOSIINC) = the -I$(include directories) for libOSI #
# $(CutPlSDR) = the directory where the source is #
# #
# Output: $(CutPlOBJ) = the final object(s) / library #
# $(CutPlLIB) = external libreries + -L<libdirs> #
# $(CutPlH) = the .h files to include for CutPlane #
# $(CutPlINC) = the -I$(CutPlane directory) #
# #
# VERSION 3.00 #
# 25 - 01 - 2019 #
# #
# Antonio Frangioni #
# Operations Research Group #
# Dipartimento di Informatica #
# Universita' di Pisa #
# #
##############################################################################
# clean - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - -
clean::
rm -f $(CutPlSDR)*.o $(CutPlSDR)*~
# macroes to be exported- - - - - - - - - - - - - - - - - - - - - - - - - - -
CutPlOBJ = $(CutPlSDR)CutPlane.o
CutPlLIB =
CutPlH = $(CutPlSDR)CutPlane.h
CutPlINC = -I$(CutPlSDR)
# dependencies: every .o from its .C + every recursively included .h- - - - -
$(CutPlOBJ): $(CutPlSDR)CutPlane.C $(CutPlH) $(NDOSFH)
$(CC) -c $*.C -o $@ $(NDOSFINC) $(libOSIINC) $(SW)
########################## End of makefile ###################################
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##############################################################################
################################ makefile ####################################
##############################################################################
# #
# makefile of LukFi #
# #
# Input: $(CC) = compiler command #
# $(SW) = compiler options #
# $(NDOFiH) = the include files for FiOracle #
# $(NDOSFINC) = the -I$(NDOSolver/FiOracle directories) #
# $(LukFiSDR) = the directory where the LukFiOrcl source is #
# #
# Output: $(LukFiOBJ) = the final object(s) - library #
# $(LukFiLIB) = external libreries + -L<libdirs> #
# $(LukFiH) = the .h files to include #
# $(LukFiINC) = the -I$(LUKFiOrcl directory) #
# #
# VERSION 2.00 #
# 25 - 01 - 2019 #
#
# Antonio Frangioni #
# Operations Research Group #
# Dipartimento di Informatica #
# Universita' di Pisa #
# #
##############################################################################
# clean - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - -
clean::
rm -f $(LukFiSDR)*.o $(LukFiSDR)*~
# macroes to be exported- - - - - - - - - - - - - - - - - - - - - - - - - - -
LukFiOBJ = $(LukFiSDR)LukFiOrcl.o
LukFiLIB =
LukFiH = $(LukFiSDR)LukFiOrcl.h
LukFiINC = -I$(LukFiSDR)
# dependencies: every .o from its .C + every recursively included .h- - - - -
$(LukFiOBJ): $(LukFiSDR)LukFiOrcl.C $(LukFiH) $(NDOFiH)
$(CC) -c $*.C -o $@ $(NDOSFINC) $(SW)
########################## End of makefile ###################################
##############################################################################
################################# makefile ###################################
##############################################################################
# #
# makefile of LukFiOrcl #
# all modules are defined here #
# #
# Input: $(CC) = compiler command #
# $(SW) = compiler options #
# $(OPTH) = the OPT****.h files to include #
# $(OPTINC) = the -I$(OPT****.h directory) #
# $(LUKDIR) = the directory where the source is #
# #
# Output: $(LUKOBJ) = the final object file(s) #
# $(LUKLIB) = external libreries + -L<libdirs> #
# $(LUKH) = the .h files to include #
# $(LUKINC) = the -I$(include directories) #
# #
# VERSION 2.00 #
# 23 - 05 - 2012 #
# #
# Antonio Frangioni #
# Operations Research Group #
# Dipartimento di Informatica #
# Universita' di Pisa #
# #
##############################################################################
# define & include the necessary modules- - - - - - - - - - - - - - - - - - -
# if a module is not used in the current configuration, just comment out the
# corresponding include line
# each module outputs some macros to be used here:
# *LIB external libreries + -L<libdirs>
# *OBJ the final object(s) / library
# *H is the list of all include files
# *INC is the -I<include directories>
# the whole libNDO, with all required external libreries
libNDODIR = $(LUKDIR)../
include $(libNDODIR)lib/makefile-c
# LukFiOrcl (the makefile requiring all external modules in input)
include $(LUKDIR)makefile
# macroes to be exported- - - - - - - - - - - - - - - - - - - - - - - - - - -
# append external libreries to CQKnPCplex as defined in the makefile, thus
# the := assignment has to be used (hope you have GNU make)
LUKOBJ := $(LUKOBJ) $(libNDOOBJ)
LUKLIB := $(LUKLIB) $(libNDOLIB)
LUKH := $(LUKH) $(libNDOH)
LUKINC := $(LUKINC) $(libNDOINC)
############################ End of makefile #################################
############################### File ParValue ###############################
# #
# Antonio Frangioni, 27/01/2019 #
# #
# NDOSolver = Bundle, MPSolver = OsiMPSolver #
# #
#############################################################################
# parameters of test- - - - - - - - - - - - - - - - - - - - - - - - - - - - -
# - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - -
# NDOSolver-independent parameters- - - - - - - - - - - - - - - - - - - - - -
1 which NDOSolver: 0 = CutPlane, 1 = Bundle, 2 = SubGrad
2 verbosity of the NDOSolver log
# parameters of LukFiOrcl - - - - - - - - - - - - - - - - - - - - - - - - - -
# - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - -
1 which function (1, ..., 29)
2 n. of variables for functions 26, 27 and 28
2 n. of components for function 28 (MaxQR)
1 seed for function 28 (MaxQR)
# NDOSolver-specific parameters - - - - - - - - - - - - - - - - - - - - - - -
# - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - -
1 which MPSolver:
# 0 = QPPenaltyMP, 1 = OsiMPSolver(box), 2 = OsiMPSolver(penalty)
0 which OsiXXXSolverInterface (for OsiMPSolver): 0 = Clp, 1 = Cplex
# parameters of Bundle- - - - - - - - - - - - - - - - - - - - - - - - - - - -
# - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - -
# parameters of NDOSolver - - - - - - - - - - - - - - - - - - - - - - - - - -
30 max number of iterations for each call to Solve()
500 max time limit (in seconds) for each call to Solve()
1e1 tStar: stopping parameter
1e-6 EpsLin: stopping parameter
1e-8 initial (minimal) precision required to the FiOracle
1e-8 final (maximal) precision required to the FiOracle
.95 the precision is multiplied by <this> ...
0 ... every <this> steps (0 = fixed precision)
# parameters of Bundle- - - - - - - - - - - - - - - - - - - - - - - - - - - -
20 discard items when they have been useless for <this> iterations
400 max bundle size
1 max n. of items to fetch from Fi() at each iteration
1 min n. of items to fetch from Fi() at each iteration
4 first ...
0 ... and second parameter for dynamic max n. of items per iteration
-0.1 m1 parameter: SS if improvement >= | m1 | * ( predicted improvement )
.9 m3 parameter: if Alfa1 >= m3 * Sigma, decrease t
10 max increase of t
1.5 min increase of t (each time it is increased)
0 min number of consecutive SS with the same t for a t increase
.1 max decrease of t
.66 min decrease of t (each time it is decreased)
3 min number of consecutive NS with the same t for a t decrease
1e+6 maximum value for t
1e-4 minimum value for t
100 initial value for t
0 long-term t-strategy (0 = none, 4 = soft, 8 = hard, 12 = balancing)
.001 parameter for the long-term t-strategy
10 pricing parameter: do pricing for the first <this> iterations ...
0 ... and afterwards every <this> iterations (0 ==> no pricing)
5 remove variables if inactive for <this> consecutive pricings
1e-12 relative "feasibility" precision required to the MPSolver
1e-12 relative "optimality" precision required to the MPSolver
# parameters of OsiMPSolver - - - - - - - - - - - - - - - - - - - - - - - - -
# - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - -
# (it has none)
############################# End File ParValue #############################
############################### File ParValue ###############################
# #
# Antonio Frangioni, 27/01/2019 #
# #
# NDOSolver = Bundle, MPSolver = QPPnltMP #
# #
#############################################################################
# parameters of test- - - - - - - - - - - - - - - - - - - - - - - - - - - - -
# - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - -
# NDOSolver-independent parameters- - - - - - - - - - - - - - - - - - - - - -
1 which NDOSolver: 0 = CutPlane, 1 = Bundle, 2 = SubGrad
2 verbosity of the NDOSolver log
# parameters of LukFiOrcl - - - - - - - - - - - - - - - - - - - - - - - - - -
# - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - -
3 which function (1, ..., 29)
2 n. of variables for functions 26, 27 and 28
2 n. of components for function 28 (MaxQR)
1 seed for function 28 (MaxQR)
# NDOSolver-specific parameters - - - - - - - - - - - - - - - - - - - - - - -
# - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - -
0 which MPSolver:
# 0 = QPPenaltyMP, 1 = OsiMPSolver(box), 2 = OsiMPSolver(penalty)
0 which OsiXXXSolverInterface (for OsiMPSolver): 0 = Clp, 1 = Cplex
# parameters of Bundle- - - - - - - - - - - - - - - - - - - - - - - - - - - -
# - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - -
# parameters of NDOSolver - - - - - - - - - - - - - - - - - - - - - - - - - -
1000000 max number of iterations for each call to Solve()
500 max time limit (in seconds) for each call to Solve()
1e2 tStar: stopping parameter
1e-8 EpsLin: stopping parameter
1e-8 initial (minimal) precision required to the FiOracle
1e-8 final (maximal) precision required to the FiOracle
.95 the precision is multiplied by <this> ...
0 ... every <this> steps (0 = fixed precision)
# parameters of Bundle- - - - - - - - - - - - - - - - - - - - - - - - - - - -
20 discard items when they have been useless for <this> iterations
400 max bundle size
1 max n. of items to fetch from Fi() at each iteration
1 min n. of items to fetch from Fi() at each iteration
4 first ...
0 ... and second parameter for dynamic max n. of items per iteration
-0.1 m1 parameter: SS if improvement >= | m1 | * ( predicted improvement )
.9 m3 parameter: if Alfa1 >= m3 * Sigma, decrease t
10 max increase of t
1.5 min increase of t (each time it is increased)
0 min number of consecutive SS with the same t for a t increase
.1 max decrease of t
.66 min decrease of t (each time it is decreased)
3 min number of consecutive NS with the same t for a t decrease
1e+6 maximum value for t
1e-4 minimum value for t
100 initial value for t
12 long-term t-strategy (0 = none, 4 = soft, 8 = hard, 12 = balancing)
.001 parameter for the long-term t-strategy
10 pricing parameter: do pricing for the first <this> iterations ...
0 ... and afterwards every <this> iterations (0 ==> no pricing)
5 remove variables if inactive for <this> consecutive pricings
1e-12 relative "feasibility" precision required to the MPSolver
1e-12 relative "optimality" precision required to the MPSolver
# parameters of QPPnltMP- - - - - - - - - - - - - - - - - - - - - - - - - - -
# - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - -
.01 cut-off factor for pricing in MinQuad
0 how many variables can be added to / removed from the base at each
0 iteration in BMinQuad (0 = at will)
############################# End File ParValue #############################
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