McCormick Relaxations


Functions

 McCormick::McCormick (const double c)
 Constructor for a constant value c.
 McCormick::McCormick (const double l, const double u, const double c, const int ip=-1)
 Constructor for a variable that belongs to the interval [l,u], has the value c, and has index ip.
 McCormick::McCormick (const double l, const double u, const double cv, const double cc, const int icv=-1, const int icc=-1)
 Constructor for an intermediate variable, that belongs to the interval [l,u], has convex underestimator value cv with index icv, and concave overestimator cc with index icc.
 McCormick::McCormick (const McCormick &)
 Copy constructor.
 McCormick::~McCormick ()
 Destructor.
int McCormick::np () const
 Returns the number of variables in the original function.
double McCormick::l () const
 Returns the lower bounding value.
double McCormick::u () const
 Returns the upper bounding value.
double McCormick::cv () const
 Returns the value of the McCormick's convex underestimator.
double McCormick::cc () const
 Returns the value of the McCormick's concave overestimator.
const double * McCormick::dcvdp () const
 Returns a pointer to a subgradient of the McCormick's convex underestimator.
const double * McCormick::dccdp () const
 Returns a pointer to a subgradient of the McCormick's concave overestimator.
double McCormick::dcvdp (const int ip) const
 Returns the ip-th component of a subgradient of the McCormick's convex underestimator.
double McCormick::dccdp (const int ip) const
 Returns the ip-th component of a subgradient of the McCormick's concave overestimator.
void McCormick::l (double l)
 Sets the lower bounding value.
void McCormick::u (double u)
 Sets the upper bounding value.
void McCormick::cv (double cv)
 Sets the value of the McCormick's convex underestimator.
void McCormick::cc (double cc)
 Sets the value of the McCormick's concave overestimator.
static void McCormick::np (int npar)
 Sets the number of variables in the original function; needed to calculate a subgradient of a McCormick relaxation.


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