void ClpRecourseSolver::go() {
ClpSolve solvectl;
// disable presolve so we can re-use optimal bases
solvectl.setPresolveType(ClpSolve::presolveOff);
solvectl.setSolveType(ClpSolve::useDual);
solver.setMaximumSeconds(300);
solver.initialSolve(solvectl);
}
clp_result_t clp_solve(int n_rows, int n_cols, int n_entries,
const int *row_indices, const int *col_indices,
const double *coeffs, const double *vec_c,
const double *vec_b_lo, const double *vec_b_up,
const double *vec_x_lo, const double *vec_x_up,
int optimisation_mode, double *vec_x_soln) {
// build column-packed coin sparse matrix from given COO data
CoinPackedMatrix matrix(true, row_indices, col_indices,
coeffs, (CoinBigIndex)n_entries);
matrix.setDimensions(n_rows, n_cols);
ClpSimplex model;
model.loadProblem(matrix, vec_x_lo, vec_x_up, vec_c, vec_b_lo, vec_b_up);
model.setOptimizationDirection(1.0); // minimise
ClpSolve solve;
if (optimisation_mode == USE_PRIMAL) {
solve.setSolveType(ClpSolve::usePrimal);
} else if (optimisation_mode == USE_DUAL) {
solve.setSolveType(ClpSolve::useDual);
} else if (optimisation_mode == USE_BARRIER) {
solve.setSolveType(ClpSolve::useBarrier);
}
solve.setPresolveType(ClpSolve::presolveOn);
model.initialSolve(solve);
clp_result_t result;
result.proven_optimal = model.isProvenOptimal();
result.proven_dual_infeasible = model.isProvenDualInfeasible();
result.proven_primal_infeasible = model.isProvenPrimalInfeasible();
result.abandoned = model.isAbandoned();
const double *x = model.getColSolution();
assert(model.getNumCols() == n_cols);
for (int i = 0; i < model.getNumCols(); ++i) {
vec_x_soln[i] = x[i];
}
return result;
}
//#############################################################################
// Solve methods
//#############################################################################
void CbcSolver2::initialSolve()
{
modelPtr_->scaling(0);
setBasis(basis_,modelPtr_);
// Do long thin by sprint
ClpSolve options;
options.setSolveType(ClpSolve::usePrimalorSprint);
options.setPresolveType(ClpSolve::presolveOff);
options.setSpecialOption(1,3,30);
modelPtr_->initialSolve(options);
basis_ = getBasis(modelPtr_);
modelPtr_->setLogLevel(0);
}
int main (int argc, const char *argv[])
{
ClpSimplex model;
int status;
// Keep names
if (argc < 2) {
status = model.readMps("small.mps", true);
} else {
status = model.readMps(argv[1], false);
}
if (status)
exit(10);
/*
This driver implements a method of treating a problem as all cuts.
So it adds in all E rows, solves and then adds in violated rows.
*/
double time1 = CoinCpuTime();
ClpSimplex * model2;
ClpPresolve pinfo;
int numberPasses = 5; // can change this
/* Use a tolerance of 1.0e-8 for feasibility, treat problem as
not being integer, do "numberpasses" passes and throw away names
in presolved model */
model2 = pinfo.presolvedModel(model, 1.0e-8, false, numberPasses, false);
if (!model2) {
fprintf(stderr, "ClpPresolve says %s is infeasible with tolerance of %g\n",
argv[1], 1.0e-8);
fprintf(stdout, "ClpPresolve says %s is infeasible with tolerance of %g\n",
argv[1], 1.0e-8);
// model was infeasible - maybe try again with looser tolerances
model2 = pinfo.presolvedModel(model, 1.0e-7, false, numberPasses, false);
if (!model2) {
fprintf(stderr, "ClpPresolve says %s is infeasible with tolerance of %g\n",
argv[1], 1.0e-7);
fprintf(stdout, "ClpPresolve says %s is infeasible with tolerance of %g\n",
argv[1], 1.0e-7);
exit(2);
}
}
// change factorization frequency from 200
model2->setFactorizationFrequency(100 + model2->numberRows() / 50);
int numberColumns = model2->numberColumns();
int originalNumberRows = model2->numberRows();
// We will need arrays to choose rows to add
double * weight = new double [originalNumberRows];
int * sort = new int [originalNumberRows];
int numberSort = 0;
char * take = new char [originalNumberRows];
const double * rowLower = model2->rowLower();
const double * rowUpper = model2->rowUpper();
int iRow, iColumn;
// Set up initial list
numberSort = 0;
for (iRow = 0; iRow < originalNumberRows; iRow++) {
weight[iRow] = 1.123e50;
if (rowLower[iRow] == rowUpper[iRow]) {
sort[numberSort++] = iRow;
weight[iRow] = 0.0;
}
}
numberSort /= 2;
// Just add this number of rows each time in small problem
int smallNumberRows = 2 * numberColumns;
smallNumberRows = CoinMin(smallNumberRows, originalNumberRows / 20);
// and pad out with random rows
double ratio = ((double)(smallNumberRows - numberSort)) / ((double) originalNumberRows);
for (iRow = 0; iRow < originalNumberRows; iRow++) {
if (weight[iRow] == 1.123e50 && CoinDrand48() < ratio)
sort[numberSort++] = iRow;
}
/* This is optional.
The best thing to do is to miss out random rows and do a set which makes dual feasible.
If that is not possible then make sure variables have bounds.
One way that normally works is to automatically tighten bounds.
*/
#if 0
// However for some we need to do anyway
double * columnLower = model2->columnLower();
double * columnUpper = model2->columnUpper();
for (iColumn = 0; iColumn < numberColumns; iColumn++) {
columnLower[iColumn] = CoinMax(-1.0e6, columnLower[iColumn]);
columnUpper[iColumn] = CoinMin(1.0e6, columnUpper[iColumn]);
}
#endif
model2->tightenPrimalBounds(-1.0e4, true);
printf("%d rows in initial problem\n", numberSort);
double * fullSolution = model2->primalRowSolution();
// Just do this number of passes
int maxPass = 50;
// And take out slack rows until this pass
int takeOutPass = 30;
int iPass;
const int * start = model2->clpMatrix()->getVectorStarts();
const int * length = model2->clpMatrix()->getVectorLengths();
const int * row = model2->clpMatrix()->getIndices();
int * whichColumns = new int [numberColumns];
for (iColumn = 0; iColumn < numberColumns; iColumn++)
whichColumns[iColumn] = iColumn;
int numberSmallColumns = numberColumns;
for (iPass = 0; iPass < maxPass; iPass++) {
printf("Start of pass %d\n", iPass);
// Cleaner this way
std::sort(sort, sort + numberSort);
// Create small problem
ClpSimplex small(model2, numberSort, sort, numberSmallColumns, whichColumns);
small.setFactorizationFrequency(100 + numberSort / 200);
//small.setPerturbation(50);
//small.setLogLevel(63);
// A variation is to just do N iterations
//if (iPass)
//small.setMaximumIterations(100);
// Solve
small.factorization()->messageLevel(8);
if (iPass) {
small.dual();
} else {
small.writeMps("continf.mps");
ClpSolve solveOptions;
solveOptions.setSolveType(ClpSolve::useDual);
//solveOptions.setSolveType(ClpSolve::usePrimalorSprint);
//solveOptions.setSpecialOption(1,2,200); // idiot
small.initialSolve(solveOptions);
}
bool dualInfeasible = (small.status() == 2);
// move solution back
double * solution = model2->primalColumnSolution();
const double * smallSolution = small.primalColumnSolution();
for (int j = 0; j < numberSmallColumns; j++) {
iColumn = whichColumns[j];
solution[iColumn] = smallSolution[j];
model2->setColumnStatus(iColumn, small.getColumnStatus(j));
}
for (iRow = 0; iRow < numberSort; iRow++) {
int kRow = sort[iRow];
model2->setRowStatus(kRow, small.getRowStatus(iRow));
}
// compute full solution
memset(fullSolution, 0, originalNumberRows * sizeof(double));
model2->times(1.0, model2->primalColumnSolution(), fullSolution);
if (iPass != maxPass - 1) {
// Mark row as not looked at
for (iRow = 0; iRow < originalNumberRows; iRow++)
weight[iRow] = 1.123e50;
// Look at rows already in small problem
int iSort;
int numberDropped = 0;
int numberKept = 0;
int numberBinding = 0;
int numberInfeasibilities = 0;
double sumInfeasibilities = 0.0;
for (iSort = 0; iSort < numberSort; iSort++) {
iRow = sort[iSort];
//printf("%d %g %g\n",iRow,fullSolution[iRow],small.primalRowSolution()[iSort]);
if (model2->getRowStatus(iRow) == ClpSimplex::basic) {
// Basic - we can get rid of if early on
if (iPass < takeOutPass && !dualInfeasible) {
// may have hit max iterations so check
double infeasibility = CoinMax(fullSolution[iRow] - rowUpper[iRow],
rowLower[iRow] - fullSolution[iRow]);
weight[iRow] = -infeasibility;
if (infeasibility > 1.0e-8) {
numberInfeasibilities++;
sumInfeasibilities += infeasibility;
} else {
weight[iRow] = 1.0;
numberDropped++;
}
} else {
// keep
weight[iRow] = -1.0e40;
numberKept++;
}
} else {
// keep
weight[iRow] = -1.0e50;
numberKept++;
numberBinding++;
}
}
// Now rest
for (iRow = 0; iRow < originalNumberRows; iRow++) {
sort[iRow] = iRow;
if (weight[iRow] == 1.123e50) {
// not looked at yet
double infeasibility = CoinMax(fullSolution[iRow] - rowUpper[iRow],
rowLower[iRow] - fullSolution[iRow]);
weight[iRow] = -infeasibility;
if (infeasibility > 1.0e-8) {
numberInfeasibilities++;
sumInfeasibilities += infeasibility;
}
}
}
// sort
CoinSort_2(weight, weight + originalNumberRows, sort);
numberSort = CoinMin(originalNumberRows, smallNumberRows + numberKept);
memset(take, 0, originalNumberRows);
for (iRow = 0; iRow < numberSort; iRow++)
take[sort[iRow]] = 1;
numberSmallColumns = 0;
for (iColumn = 0; iColumn < numberColumns; iColumn++) {
int n = 0;
for (int j = start[iColumn]; j < start[iColumn] + length[iColumn]; j++) {
int iRow = row[j];
if (take[iRow])
n++;
}
if (n)
whichColumns[numberSmallColumns++] = iColumn;
}
printf("%d rows binding, %d rows kept, %d rows dropped - new size %d rows, %d columns\n",
numberBinding, numberKept, numberDropped, numberSort, numberSmallColumns);
printf("%d rows are infeasible - sum is %g\n", numberInfeasibilities,
sumInfeasibilities);
if (!numberInfeasibilities) {
printf("Exiting as looks optimal\n");
break;
}
numberInfeasibilities = 0;
sumInfeasibilities = 0.0;
for (iSort = 0; iSort < numberSort; iSort++) {
if (weight[iSort] > -1.0e30 && weight[iSort] < -1.0e-8) {
numberInfeasibilities++;
sumInfeasibilities += -weight[iSort];
}
}
printf("in small model %d rows are infeasible - sum is %g\n", numberInfeasibilities,
sumInfeasibilities);
}
}
delete [] weight;
delete [] sort;
delete [] whichColumns;
delete [] take;
// If problem is big you may wish to skip this
model2->dual();
int numberBinding = 0;
for (iRow = 0; iRow < originalNumberRows; iRow++) {
if (model2->getRowStatus(iRow) != ClpSimplex::basic)
numberBinding++;
}
printf("%d binding rows at end\n", numberBinding);
pinfo.postsolve(true);
int numberIterations = model2->numberIterations();;
delete model2;
/* After this postsolve model should be optimal.
We can use checkSolution and test feasibility */
model.checkSolution();
if (model.numberDualInfeasibilities() ||
model.numberPrimalInfeasibilities())
printf("%g dual %g(%d) Primal %g(%d)\n",
model.objectiveValue(),
model.sumDualInfeasibilities(),
model.numberDualInfeasibilities(),
model.sumPrimalInfeasibilities(),
model.numberPrimalInfeasibilities());
// But resolve for safety
model.primal(1);
numberIterations += model.numberIterations();;
printf("Solve took %g seconds\n", CoinCpuTime() - time1);
return 0;
}
int main(int argc, const char *argv[])
{
ClpSimplex model;
int status;
// Keep names when reading an mps file
if (argc < 2) {
#if defined(SAMPLEDIR)
status = model.readMps(SAMPLEDIR "/p0033.mps", true);
#else
fprintf(stderr, "Do not know where to find sample MPS files.\n");
exit(1);
#endif
} else
status = model.readMps(argv[1], true);
if (status) {
fprintf(stderr, "Bad readMps %s\n", argv[1]);
fprintf(stdout, "Bad readMps %s\n", argv[1]);
exit(1);
}
#ifdef STYLE1
if (argc < 3 || !strstr(argv[2], "primal")) {
// Use the dual algorithm unless user said "primal"
model.initialDualSolve();
} else {
model.initialPrimalSolve();
}
#else
ClpSolve solvectl;
if (argc < 3 || (!strstr(argv[2], "primal") && !strstr(argv[2], "barrier"))) {
// Use the dual algorithm unless user said "primal" or "barrier"
std::cout << std::endl << " Solve using Dual: " << std::endl;
solvectl.setSolveType(ClpSolve::useDual);
solvectl.setPresolveType(ClpSolve::presolveOn);
model.initialSolve(solvectl);
} else if (strstr(argv[2], "barrier")) {
// Use the barrier algorithm if user said "barrier"
std::cout << std::endl << " Solve using Barrier: " << std::endl;
solvectl.setSolveType(ClpSolve::useBarrier);
solvectl.setPresolveType(ClpSolve::presolveOn);
model.initialSolve(solvectl);
} else {
std::cout << std::endl << " Solve using Primal: " << std::endl;
solvectl.setSolveType(ClpSolve::usePrimal);
solvectl.setPresolveType(ClpSolve::presolveOn);
model.initialSolve(solvectl);
}
#endif
std::string modelName;
model.getStrParam(ClpProbName, modelName);
std::cout << "Model " << modelName << " has " << model.numberRows() << " rows and " <<
model.numberColumns() << " columns" << std::endl;
// remove this to print solution
exit(0);
/*
Now to print out solution. The methods used return modifiable
arrays while the alternative names return const pointers -
which is of course much more virtuous.
This version just does non-zero columns
*/
#if 0
int numberRows = model.numberRows();
// Alternatively getRowActivity()
double * rowPrimal = model.primalRowSolution();
// Alternatively getRowPrice()
double * rowDual = model.dualRowSolution();
// Alternatively getRowLower()
double * rowLower = model.rowLower();
// Alternatively getRowUpper()
double * rowUpper = model.rowUpper();
// Alternatively getRowObjCoefficients()
double * rowObjective = model.rowObjective();
// If we have not kept names (parameter to readMps) this will be 0
assert(model.lengthNames());
// Row names
const std::vector<std::string> * rowNames = model.rowNames();
int iRow;
std::cout << " Primal Dual Lower Upper (Cost)"
<< std::endl;
for (iRow = 0; iRow < numberRows; iRow++) {
double value;
std::cout << std::setw(6) << iRow << " " << std::setw(8) << (*rowNames)[iRow];
value = rowPrimal[iRow];
if (fabs(value) < 1.0e5)
std::cout << std::setiosflags(std::ios::fixed | std::ios::showpoint) << std::setw(14) << value;
else
std::cout << std::setiosflags(std::ios::scientific) << std::setw(14) << value;
value = rowDual[iRow];
if (fabs(value) < 1.0e5)
std::cout << std::setiosflags(std::ios::fixed | std::ios::showpoint) << std::setw(14) << value;
else
std::cout << std::setiosflags(std::ios::scientific) << std::setw(14) << value;
value = rowLower[iRow];
if (fabs(value) < 1.0e5)
std::cout << std::setiosflags(std::ios::fixed | std::ios::showpoint) << std::setw(14) << value;
else
std::cout << std::setiosflags(std::ios::scientific) << std::setw(14) << value;
value = rowUpper[iRow];
if (fabs(value) < 1.0e5)
std::cout << std::setiosflags(std::ios::fixed | std::ios::showpoint) << std::setw(14) << value;
else
std::cout << std::setiosflags(std::ios::scientific) << std::setw(14) << value;
if (rowObjective) {
value = rowObjective[iRow];
if (fabs(value) < 1.0e5)
std::cout << std::setiosflags(std::ios::fixed | std::ios::showpoint) << std::setw(14) << value;
else
std::cout << std::setiosflags(std::ios::scientific) << std::setw(14) << value;
}
std::cout << std::endl;
}
#endif
std::cout << "--------------------------------------" << std::endl;
// Columns
int numberColumns = model.numberColumns();
// Alternatively getColSolution()
double * columnPrimal = model.primalColumnSolution();
// Alternatively getReducedCost()
double * columnDual = model.dualColumnSolution();
// Alternatively getColLower()
double * columnLower = model.columnLower();
// Alternatively getColUpper()
double * columnUpper = model.columnUpper();
// Alternatively getObjCoefficients()
double * columnObjective = model.objective();
// If we have not kept names (parameter to readMps) this will be 0
assert(model.lengthNames());
// Column names
const std::vector<std::string> * columnNames = model.columnNames();
int iColumn;
std::cout << " Primal Dual Lower Upper Cost"
<< std::endl;
for (iColumn = 0; iColumn < numberColumns; iColumn++) {
double value;
value = columnPrimal[iColumn];
if (fabs(value) > 1.0e-8) {
std::cout << std::setw(6) << iColumn << " " << std::setw(8) << (*columnNames)[iColumn];
if (fabs(value) < 1.0e5)
std::cout << std::setiosflags(std::ios::fixed | std::ios::showpoint) << std::setw(14) << value;
else
std::cout << std::setiosflags(std::ios::scientific) << std::setw(14) << value;
value = columnDual[iColumn];
if (fabs(value) < 1.0e5)
std::cout << std::setiosflags(std::ios::fixed | std::ios::showpoint) << std::setw(14) << value;
else
std::cout << std::setiosflags(std::ios::scientific) << std::setw(14) << value;
value = columnLower[iColumn];
if (fabs(value) < 1.0e5)
std::cout << std::setiosflags(std::ios::fixed | std::ios::showpoint) << std::setw(14) << value;
else
std::cout << std::setiosflags(std::ios::scientific) << std::setw(14) << value;
value = columnUpper[iColumn];
if (fabs(value) < 1.0e5)
std::cout << std::setiosflags(std::ios::fixed | std::ios::showpoint) << std::setw(14) << value;
else
std::cout << std::setiosflags(std::ios::scientific) << std::setw(14) << value;
value = columnObjective[iColumn];
if (fabs(value) < 1.0e5)
std::cout << std::setiosflags(std::ios::fixed | std::ios::showpoint) << std::setw(14) << value;
else
std::cout << std::setiosflags(std::ios::scientific) << std::setw(14) << value;
std::cout << std::endl;
}
}
std::cout << "--------------------------------------" << std::endl;
return 0;
}