int main( int argc, char **argv )
{
if ( argc < 2 )
{
printf("Invalid number of parameters!\n");
exit( EXIT_FAILURE );
}
char problemName[ 256 ];
getFileName( problemName, argv[1] );
clock_t start = clock();
OsiClpSolverInterface *realSolver = new OsiClpSolverInterface();
realSolver->getModelPtr()->setPerturbation(50); /* makes CLP faster for hard instances */
OsiSolverInterface *solver = (OsiSolverInterface*) realSolver;
parseParameters( argc, argv );
readLP( solver, argv[1] );
FILE *log = NULL;
if(!output.empty())
{
log = fopen(output.c_str(), "a");
if(!log)
{
printf("Could not open the file!\n");
exit(EXIT_FAILURE);
}
}
const int numCols = solver->getNumCols(), numRows = solver->getNumRows();
int pass = 0, newCuts = 0, totalCuts = 0;
double pTime, opt, cgTime;
CGraph *cgraph = NULL;
if(sepMethod == Npsep)
cgraph = build_cgraph_osi( solver );
if(!optFile.empty())
{
getOptimals();
if(optimals.find(problemName) == optimals.end())
{
fprintf(stderr, "ERROR: optimal value not found!\n");
exit(EXIT_FAILURE);
}
opt = optimals[problemName];
}
solver->initialSolve();
if (!solver->isProvenOptimal())
{
if (solver->isAbandoned())
{
fprintf( stderr, "LP solver abandoned due to numerical dificulties.\n" );
exit( EXIT_FAILURE );
}
if (solver->isProvenPrimalInfeasible())
{
fprintf( stderr, "LP solver says PRIMAL INFEASIBLE.\n" );
exit( EXIT_FAILURE );
}
if (solver->isProvenDualInfeasible())
{
fprintf( stderr, "LP solver says DUAL INFEASIBLE.\n" );
exit( EXIT_FAILURE );
}
if (solver->isPrimalObjectiveLimitReached())
{
fprintf( stderr, "LP solver says isPrimalObjectiveLimitReached.\n" );
exit( EXIT_FAILURE );
}
if (solver->isDualObjectiveLimitReached())
{
fprintf( stderr, "LP solver says isDualObjectiveLimitReached.\n" );
exit( EXIT_FAILURE );
}
if (solver->isIterationLimitReached())
{
fprintf( stderr, "LP solver says isIterationLimitReached.\n" );
exit( EXIT_FAILURE );
}
fprintf( stderr, "ERROR: Could not solve LP relaxation to optimality. Checking status...\n" );
exit( EXIT_FAILURE );
}
double initialBound = solver->getObjValue();
printf("%.2lf %d %d %.7lf", ((double)(clock()-start)) / ((double)CLOCKS_PER_SEC), pass, 0, solver->getObjValue());
if(!optFile.empty())
{
printf(" %.7lf %.7lf", opt, abs_mip_gap(solver->getObjValue(), opt));
}
printf("\n");
do
{
clock_t startSep = clock();
newCuts = 0;
switch (sepMethod)
{
case Npsep:
{
CglEClique cliqueGen;
OsiCuts cuts;
CglTreeInfo info;
info.level = 0;
info.pass = 1;
vector<string> varNames = getVarNames(solver->getColNames(), numCols);
cliqueGen.parseParameters( argc, (const char**)argv );
cliqueGen.setCGraph( cgraph );
cliqueGen.setGenOddHoles( true ); //allow (or not) inserting odd hole cuts
cliqueGen.colNames = &varNames;
cliqueGen.generateCuts( *solver, cuts, info );
newCuts = cuts.sizeCuts();
solver->applyCuts( cuts );
}
break;
case CglSepM:
{
CglClique cliqueGen;
OsiCuts cuts;
CglTreeInfo info;
info.level = 0;
info.pass = 1;
cliqueGen.setMinViolation( MIN_VIOLATION );
cliqueGen.setStarCliqueReport(false);
cliqueGen.setRowCliqueReport(false);
cliqueGen.generateCuts( *solver, cuts, info );
newCuts = cuts.sizeCuts();
solver->applyCuts( cuts );
}
break;
Default:
{
fprintf( stderr, "Separation Method does not recognized!\n" );
exit( EXIT_FAILURE );
}
}
pTime = ((double)(clock()-start)) / ((double)CLOCKS_PER_SEC);
if(pTime > MAX_TIME) break;
totalCuts += newCuts;
++pass;
if (newCuts)
{
solver->resolve();
if (!solver->isProvenOptimal())
{
if (solver->isAbandoned())
{
fprintf( stderr, "LP solver abandoned due to numerical dificulties.\n" );
exit( EXIT_FAILURE );
}
if (solver->isProvenPrimalInfeasible())
{
fprintf( stderr, "LP solver says PRIMAL INFEASIBLE.\n" );
exit( EXIT_FAILURE );
}
if (solver->isProvenDualInfeasible())
{
fprintf( stderr, "LP solver says DUAL INFEASIBLE.\n" );
exit( EXIT_FAILURE );
}
if (solver->isPrimalObjectiveLimitReached())
{
fprintf( stderr, "LP solver says isPrimalObjectiveLimitReached.\n" );
exit( EXIT_FAILURE );
}
if (solver->isDualObjectiveLimitReached())
{
fprintf( stderr, "LP solver says isDualObjectiveLimitReached.\n" );
exit( EXIT_FAILURE );
}
if (solver->isIterationLimitReached())
{
fprintf( stderr, "LP solver says isIterationLimitReached.\n" );
exit( EXIT_FAILURE );
}
fprintf( stderr, "ERROR: Could not solve LP relaxation. Exiting.\n" );
exit( EXIT_FAILURE );
}
pTime = ((double)(clock()-start)) / ((double)CLOCKS_PER_SEC);
if(pTime > MAX_TIME) break;
double sepTime = ((double)(clock()-startSep)) / ((double)CLOCKS_PER_SEC);
printf("%.2lf %d %d %.7lf", sepTime, pass, newCuts, solver->getObjValue());
if(!optFile.empty())
printf(" %.7lf %.7lf", opt, abs_mip_gap(solver->getObjValue(), opt));
printf("\n");
}
}
while ( (newCuts>0) && (pass<MAX_PASSES) ) ;
if(log)
{
double totalTime = ((double)(clock()-start)) / ((double)CLOCKS_PER_SEC);
fprintf(log, "%s %.2lf %d %d %.7lf", problemName, totalTime, pass - 1, totalCuts, solver->getObjValue());
if(!optFile.empty())
fprintf(log, " %.7lf", abs_mip_gap(solver->getObjValue(), opt));
fprintf(log, "\n");
}
if(cgraph)
cgraph_free( &cgraph );
delete realSolver;
return EXIT_SUCCESS;
}
void LinearCutsGenerator::initialize(BabSetupBase & s){
assert(dynamic_cast<TMINLP2TNLPQuadCuts *> (s.nonlinearSolver()->problem()));
int freq;
s.options()->GetIntegerValue("Gomory_cuts", freq,"bonmin.");
if (freq) {
Coin::SmartPtr<CuttingMethod> cg = new CuttingMethod;
cg->frequency = freq;
CglGomory * gom = new CglGomory;
cg->cgl = gom;
gom->setLimitAtRoot(512);
gom->setLimit(50);
cg->id = "Mixed Integer Gomory";
methods_.push_back(cg);
}
s.options()->GetIntegerValue("mir_cuts",freq,"bonmin.");
if (freq) {
Coin::SmartPtr<CuttingMethod> cg = new CuttingMethod;
cg->frequency = freq;
CglMixedIntegerRounding2 * mir = new CglMixedIntegerRounding2;
cg->cgl = mir;
cg->id = "Mixed Integer Rounding";
methods_.push_back(cg);
}
s.options()->GetIntegerValue("2mir_cuts",freq,"bonmin.");
if (freq) {
Coin::SmartPtr<CuttingMethod> cg = new CuttingMethod;
cg->frequency = freq;
CglTwomir * mir2 = new CglTwomir;
cg->cgl = mir2;
cg->id = "2-MIR";
methods_.push_back(cg);
}
s.options()->GetIntegerValue("cover_cuts",freq,"bonmin.");
if (freq) {
Coin::SmartPtr<CuttingMethod> cg = new CuttingMethod;
cg->frequency = freq;
CglKnapsackCover * cover = new CglKnapsackCover;
cg->cgl = cover;
cg->id = "Cover";
methods_.push_back(cg);
}
s.options()->GetIntegerValue("clique_cuts",freq,"bonmin.");
if (freq) {
Coin::SmartPtr<CuttingMethod> cg = new CuttingMethod;
cg->frequency = freq;
CglClique * clique = new CglClique;
clique->setStarCliqueReport(false);
clique->setRowCliqueReport(false);
clique->setMinViolation(0.1);
cg->cgl = clique;
cg->id = "Clique";
methods_.push_back(cg);
}
s.options()->GetIntegerValue("flow_cover_cuts",freq,"bonmin.");
if (freq) {
Coin::SmartPtr<CuttingMethod> cg = new CuttingMethod;
cg->frequency = freq;
CglFlowCover * flow = new CglFlowCover;
cg->cgl = flow;
cg->id = "Flow Covers";
methods_.push_back(cg);
}
s.options()->GetIntegerValue("lift_and_project_cuts",freq,"bonmin.");
if (freq) {
Coin::SmartPtr<CuttingMethod> cg = new CuttingMethod;
cg->frequency = freq;
CglLandP * landp = new CglLandP;
cg->cgl = landp;
cg->id = "Lift-and-Project";
methods_.push_back(cg);
}
s.options()->GetIntegerValue("reduce_and_split_cuts",freq,"bonmin.");
if (freq) {
Coin::SmartPtr<CuttingMethod> cg = new CuttingMethod;
cg->frequency = freq;
CglRedSplit * rands = new CglRedSplit;
cg->cgl = rands;
cg->id = "Reduce-and-Split";
methods_.push_back(cg);
}
}
