Domain Reduction
Duality-Based Bound Tightening
Variable bound tightening based on the duality multipliers are supported.
EAGO.variable_dbbt!
— Functionvariable_dbbt!
Tightens the bounds of the _current_node
using the current global upper bound and the duality information obtained from the relaxation.
Special Forms
Bound tightening for linear forms, univariate quadratic forms, and bivariate quadratic forms are also supported.
EAGO.classify_quadratics!
— Functionclassify_quadratics!
Classifies constraints as univariate or bivariate and adds them to storage vectors.
EAGO.lp_bound_tighten
— Functionlp_bound_tighten
Performs the linear bound tightening.
EAGO.univariate_kernel
— Functionunivariate_kernel
Kernel of the bound tightening operation on univariant qudaratic functions. Called for each univariate function.
EAGO.univariate_quadratic
— Functionunivariate_quadratic
Performs bound tightening on all univariate quadratic functions.
Constraint Propagation
EAGO contains a constraint propagation architecture that supported forward and reverse evaluation of set-valued functions on the directed acyclic graph (DAG). The interval contractor and reverse McCormick relaxation-based contractors are currently available.
EAGO.cpwalk
— Functioncpwalk
Performs forward-reverse pass on directed graph as part of constraint propagation.
Optimization-Based Bound Tightening
EAGO makes use of an optimization-based bound tightening scheme using filtering and greedy ordering as detailed in: Gleixner, A.M., Berthold, T., Müller, B. et al. J Glob Optim (2017) 67: 731. https://doi.org/10.1007/s10898-016-0450-4
EAGO.aggressive_filtering!
— Functionaggressive_filtering!
Excludes OBBT on variable indices after a search in a filtering direction.
EAGO.aggressive_obbt_on_heurestic
— Functionaggressive_obbt_on_heurestic
Routine that determines if aggressive filtering should be used. Currently, a user-specified option.
EAGO.bool_indx_diff
— Functionbool_indx_diff
Utility function used to set vector of booleans z to x & ~y. Avoids the generation of conversion of the BitArray created by broadcasting logical operators.
EAGO.obbt
— Functionobbt
Performs OBBT with filtering and greedy ordering as detailed in: Gleixner, A.M., Berthold, T., Müller, B. et al. J Glob Optim (2017) 67: 731. https://doi.org/10.1007/s10898-016-0450-4
EAGO.trivial_filtering!
— Functiontrivial_filtering!
Excludes OBBT on variable indices that are tight for the solution of the relaxation.