void loadProblem(EnvPtr env, MINOTAUR_AMPL::AMPLInterface* iface,
ProblemPtr &oinst, double *obj_sense)
{
Timer *timer = env->getNewTimer();
OptionDBPtr options = env->getOptions();
JacobianPtr jac;
HessianOfLagPtr hess;
const std::string me("qg: ");
timer->start();
oinst = iface->readInstance(options->findString("problem_file")->getValue());
env->getLogger()->msgStream(LogInfo) << me
<< "time used in reading instance = " << std::fixed
<< std::setprecision(2) << timer->query() << std::endl;
// display the problem
oinst->calculateSize();
if (options->findBool("display_problem")->getValue()==true) {
oinst->write(env->getLogger()->msgStream(LogNone), 12);
}
if (options->findBool("display_size")->getValue()==true) {
oinst->writeSize(env->getLogger()->msgStream(LogNone));
}
// create the jacobian
if (false==options->findBool("use_native_cgraph")->getValue()) {
jac = (MINOTAUR_AMPL::AMPLJacobianPtr)
new MINOTAUR_AMPL::AMPLJacobian(iface);
oinst->setJacobian(jac);
// create the hessian
hess = (MINOTAUR_AMPL::AMPLHessianPtr)
new MINOTAUR_AMPL::AMPLHessian(iface);
oinst->setHessian(hess);
}
// set initial point
oinst->setInitialPoint(iface->getInitialPoint(),
oinst->getNumVars()-iface->getNumDefs());
if (oinst->getObjective() &&
oinst->getObjective()->getObjectiveType()==Maximize) {
*obj_sense = -1.0;
env->getLogger()->msgStream(LogInfo) << me
<< "objective sense: maximize (will be converted to Minimize)"
<< std::endl;
} else {
*obj_sense = 1.0;
env->getLogger()->msgStream(LogInfo) << me
<< "objective sense: minimize" << std::endl;
}
delete timer;
}
PresolverPtr presolve(EnvPtr env, ProblemPtr p, size_t ndefs,
HandlerVector &handlers)
{
PresolverPtr pres = PresolverPtr(); // NULL
const std::string me("qg: ");
p->calculateSize();
if (env->getOptions()->findBool("presolve")->getValue() == true) {
LinearHandlerPtr lhandler = (LinearHandlerPtr) new LinearHandler(env, p);
handlers.push_back(lhandler);
if (p->isQP() || p->isQuadratic() || p->isLinear() ||
true==env->getOptions()->findBool("use_native_cgraph")->getValue()) {
lhandler->setPreOptPurgeVars(true);
lhandler->setPreOptPurgeCons(true);
lhandler->setPreOptCoeffImp(true);
} else {
lhandler->setPreOptPurgeVars(false);
lhandler->setPreOptPurgeCons(false);
lhandler->setPreOptCoeffImp(false);
}
if (ndefs>0) {
lhandler->setPreOptDualFix(false);
} else {
lhandler->setPreOptDualFix(true);
}
if (!p->isLinear() &&
true==env->getOptions()->findBool("use_native_cgraph")->getValue() &&
true==env->getOptions()->findBool("nl_presolve")->getValue()
) {
NlPresHandlerPtr nlhand = (NlPresHandlerPtr) new NlPresHandler(env, p);
handlers.push_back(nlhand);
}
// write the names.
env->getLogger()->msgStream(LogExtraInfo) << me
<< "handlers used in presolve:" << std::endl;
for (HandlerIterator h = handlers.begin(); h != handlers.end();
++h) {
env->getLogger()->msgStream(LogExtraInfo) << me
<< (*h)->getName() << std::endl;
}
}
pres = (PresolverPtr) new Presolver(p, env, handlers);
pres->standardize();
if (env->getOptions()->findBool("presolve")->getValue() == true) {
pres->solve();
}
return pres;
}
void writeSol(EnvPtr env, VarVector *orig_v,
PresolverPtr pres, SolutionPtr sol, SolveStatus status,
MINOTAUR_AMPL::AMPLInterface* iface)
{
if (sol) {
sol = pres->getPostSol(sol);
}
if (env->getOptions()->findFlag("AMPL")->getValue() ||
true == env->getOptions()->findBool("write_sol_file")->getValue()) {
iface->writeSolution(sol, status);
} else if (sol && env->getLogger()->getMaxLevel()>=LogExtraInfo &&
env->getOptions()->findBool("display_solution")->getValue()) {
sol->writePrimal(env->getLogger()->msgStream(LogExtraInfo), orig_v);
}
}
ParQGHandler::ParQGHandler(EnvPtr env, ProblemPtr minlp, EnginePtr nlpe)
: env_(env),
minlp_(minlp),
nlCons_(0),
nlpe_(nlpe),
nlpStatus_(EngineUnknownStatus),
objVar_(VariablePtr()),
oNl_(false),
rel_(RelaxationPtr()),
relobj_(0.0)
{
intTol_ = env_->getOptions()->findDouble("int_tol")->getValue();
solAbsTol_ = env_->getOptions()->findDouble("feasAbs_tol")->getValue();
solRelTol_ = env_->getOptions()->findDouble("feasRel_tol")->getValue();
npATol_ = env_->getOptions()->findDouble("solAbs_tol")->getValue();
npRTol_ = env_->getOptions()->findDouble("solRel_tol")->getValue();
logger_ = env->getLogger();
stats_ = new ParQGStats();
stats_->nlpS = 0;
stats_->nlpF = 0;
stats_->nlpI = 0;
stats_->nlpIL = 0;
stats_->cuts = 0;
}
SOS1Handler::SOS1Handler(EnvPtr env, ProblemPtr problem)
: env_(env)
{
logger_ = env->getLogger();
modProb_ = true;
modRel_ = true;
zTol_ = 1e-6;
problem_ = problem;
}
MultilinearTermsHandler::MultilinearTermsHandler(EnvPtr env, ProblemPtr problem)
: env_(env), problem_(problem)
{
logger_ = env->getLogger();
eTol_ = env->getOptions()->findDouble("ml_feastol")->getValue();
maxGroupSize_ = (UInt) env_->getOptions()->findInt("ml_max_group_size")->getValue();
augmentCoverFactor_ = env_->getOptions()->findDouble("ml_cover_augmentation_factor")->getValue();
initialTermCoverSize_ = 0;
}
int showInfo(EnvPtr env)
{
OptionDBPtr options = env->getOptions();
const std::string me("qg: ");
if (options->findBool("display_options")->getValue() ||
options->findFlag("=")->getValue()) {
options->write(std::cout);
return 1;
}
if (options->findBool("display_help")->getValue() ||
options->findFlag("?")->getValue()) {
showHelp();
return 1;
}
if (options->findBool("display_version")->getValue() ||
options->findFlag("v")->getValue()) {
env->getLogger()->msgStream(LogNone) << me <<
"Minotaur version " << env->getVersion() << std::endl;
env->getLogger()->msgStream(LogNone) << me
<< "Quesada-Grossmann (LP/NLP) algorithm for convex MINLP" << std::endl;
return 1;
}
if (options->findString("problem_file")->getValue()=="") {
showHelp();
return 1;
}
env->getLogger()->msgStream(LogInfo)
<< me << "Minotaur version " << env->getVersion() << std::endl
<< me << "Quesada-Grossmann (LP/NLP) algorithm for convex MINLP"
<< std::endl;
return 0;
}
void writeBnbStatus(EnvPtr env, BranchAndBound *bab, double obj_sense)
{
const std::string me("qg: ");
int err = 0;
if (bab) {
env->getLogger()->msgStream(LogInfo)
<< me << std::fixed << std::setprecision(4)
<< "best solution value = " << obj_sense*bab->getUb() << std::endl
<< me << std::fixed << std::setprecision(4)
<< "best bound estimate from remaining nodes = "
<< obj_sense*bab->getLb() << std::endl
<< me << "gap = " << std::max(0.0,bab->getUb() - bab->getLb())
<< std::endl
<< me << "gap percentage = " << bab->getPerGap() << std::endl
<< me << "time used (s) = " << std::fixed << std::setprecision(2)
<< env->getTime(err) << std::endl
<< me << "status of branch-and-bound: "
<< getSolveStatusString(bab->getStatus()) << std::endl;
env->stopTimer(err); assert(0==err);
} else {
env->getLogger()->msgStream(LogInfo)
<< me << std::fixed << std::setprecision(4)
<< "best solution value = " << INFINITY << std::endl
<< me << std::fixed << std::setprecision(4)
<< "best bound estimate from remaining nodes = " << INFINITY << std::endl
<< me << "gap = " << INFINITY << std::endl
<< me << "gap percentage = " << INFINITY << std::endl
<< me << "time used (s) = " << std::fixed << std::setprecision(2)
<< env->getTime(err) << std::endl
<< me << "status of branch-and-bound: "
<< getSolveStatusString(NotStarted) << std::endl;
env->stopTimer(err); assert(0==err);
}
}
RandomBrancher::RandomBrancher(EnvPtr env, HandlerVector handlers)
{
logger_ = env->getLogger();
timer_ = env->getNewTimer();
stats_ = new RandomBrStats();
stats_->calls = 0;
stats_->time = 0.0;
handlers_ = handlers;
seed_ = env->getOptions()->findInt("rand_seed")->getValue();
if (seed_ == 0) {
srand(time(NULL));
} else {
srand(seed_);
}
}
int main(int argc, char* argv[])
{
EnvPtr env = (EnvPtr) new Environment();
OptionDBPtr options;
MINOTAUR_AMPL::AMPLInterfacePtr iface = MINOTAUR_AMPL::AMPLInterfacePtr();
ProblemPtr inst;
SolutionPtr sol, sol2;
double obj_sense =1.0;
// jacobian is read from AMPL interface and passed on to branch-and-bound
JacobianPtr jPtr;
// hessian is read from AMPL interface and passed on to branch-and-bound
MINOTAUR_AMPL::AMPLHessianPtr hPtr;
// the branch-and-bound
BranchAndBound *bab = 0;
PresolverPtr pres;
EngineFactory *efac;
const std::string me("qg: ");
BrancherPtr br = BrancherPtr(); // NULL
PCBProcessorPtr nproc;
NodeIncRelaxerPtr nr;
//handlers
HandlerVector handlers;
IntVarHandlerPtr vHand;
LinearHandlerPtr lHand;
QGAdvHandlerPtr qgHand;
RCHandlerPtr rcHand;
//engines
EnginePtr nlp_e;
EnginePtr proj_nlp_e;
EnginePtr l1proj_nlp_e;
LPEnginePtr lin_e; // lp engine
LoggerPtr logger_ = (LoggerPtr) new Logger(LogInfo);
VarVector *orig_v=0;
int err = 0;
// start timing.
env->startTimer(err);
if (err) {
goto CLEANUP;
}
setInitialOptions(env);
iface = (MINOTAUR_AMPL::AMPLInterfacePtr)
new MINOTAUR_AMPL::AMPLInterface(env, "qg");
// parse options
env->readOptions(argc, argv);
options = env->getOptions();
options->findString("interface_type")->setValue("AMPL");
if (0!=showInfo(env)) {
goto CLEANUP;
}
loadProblem(env, iface, inst, &obj_sense);
// Initialize engines
nlp_e = getNLPEngine(env, inst); //Engine for Original problem
efac = new EngineFactory(env);
lin_e = efac->getLPEngine(); // lp engine
delete efac;
// get presolver.
orig_v = new VarVector(inst->varsBegin(), inst->varsEnd());
pres = presolve(env, inst, iface->getNumDefs(), handlers);
handlers.clear();
if (Finished != pres->getStatus() && NotStarted != pres->getStatus()) {
env->getLogger()->msgStream(LogInfo) << me
<< "status of presolve: "
<< getSolveStatusString(pres->getStatus()) << std::endl;
writeSol(env, orig_v, pres, SolutionPtr(), pres->getStatus(), iface);
writeBnbStatus(env, bab, obj_sense);
goto CLEANUP;
}
if (options->findBool("solve")->getValue()==true) {
if (true==options->findBool("use_native_cgraph")->getValue()) {
inst->setNativeDer();
}
// Initialize the handlers for branch-and-cut
lHand = (LinearHandlerPtr) new LinearHandler(env, inst);
lHand->setModFlags(false, true);
handlers.push_back(lHand);
assert(lHand);
vHand = (IntVarHandlerPtr) new IntVarHandler(env, inst);
vHand->setModFlags(false, true);
handlers.push_back(vHand);
assert(vHand);
// Use of perspective handler is user choice
if (env->getOptions()->findBool("perspective")->getValue() == true) {
PerspCutHandlerPtr pcHand = (PerspCutHandlerPtr) new
PerspCutHandler(env, inst);
pcHand->findPRCons();
if (pcHand->getStatus()) {
qgHand = (QGAdvHandlerPtr) new QGAdvHandler(env, inst, nlp_e, pcHand);
} else {
qgHand = (QGAdvHandlerPtr) new QGAdvHandler(env, inst, nlp_e);
}
} else {
qgHand = (QGAdvHandlerPtr) new QGAdvHandler(env, inst, nlp_e);
}
qgHand->setModFlags(false, true);
handlers.push_back(qgHand);
assert(qgHand);
if (options->findBool("rc_fix")->getValue()) {
rcHand = (RCHandlerPtr) new RCHandler(env);
rcHand->setModFlags(false, true);
handlers.push_back(rcHand);
assert(rcHand);
}
// report name
env->getLogger()->msgStream(LogExtraInfo) << me << "handlers used:"
<< std::endl;
for (HandlerIterator h = handlers.begin(); h != handlers.end(); ++h) {
env->getLogger()->msgStream(LogExtraInfo) << me << (*h)->getName()
<< std::endl;
}
// Only store bound-changes of relaxation (not problem)
nr = (NodeIncRelaxerPtr) new NodeIncRelaxer(env, handlers);
nr->setModFlag(false);
nr->setEngine(lin_e);
nproc = (PCBProcessorPtr) new PCBProcessor(env, lin_e, handlers);
if (env->getOptions()->findString("brancher")->getValue() == "rel") {
ReliabilityBrancherPtr rel_br =
(ReliabilityBrancherPtr) new ReliabilityBrancher(env, handlers);
rel_br->setEngine(lin_e);
nproc->setBrancher(rel_br);
br = rel_br;
} else if (env->getOptions()->findString("brancher")->getValue()
== "maxvio") {
MaxVioBrancherPtr mbr = (MaxVioBrancherPtr)
new MaxVioBrancher(env, handlers);
nproc->setBrancher(mbr);
br = mbr;
} else if (env->getOptions()->findString("brancher")->getValue()
== "lex") {
LexicoBrancherPtr lbr = (LexicoBrancherPtr)
new LexicoBrancher(env, handlers);
br = lbr;
}
nproc->setBrancher(br);
env->getLogger()->msgStream(LogExtraInfo) << me <<
"brancher used = " << br->getName() << std::endl;
bab = new BranchAndBound(env, inst);
bab->setNodeRelaxer(nr);
bab->setNodeProcessor(nproc);
bab->shouldCreateRoot(true);
// start solving
bab->solve();
bab->writeStats(env->getLogger()->msgStream(LogExtraInfo));
//bab->writeStats(std::cout);
nlp_e->writeStats(env->getLogger()->msgStream(LogExtraInfo));
lin_e->writeStats(env->getLogger()->msgStream(LogExtraInfo));
for (HandlerVector::iterator it=handlers.begin(); it!=handlers.end();
++it) {
//(*it)->writeStats(std::cout);
(*it)->writeStats(env->getLogger()->msgStream(LogExtraInfo));
}
writeSol(env, orig_v, pres, bab->getSolution(), bab->getStatus(), iface);
writeBnbStatus(env, bab, obj_sense);
}
CLEANUP:
if (iface) {
delete iface;
}
if (orig_v) {
delete orig_v;
}
if (bab) {
delete bab;
}
return 0;
}
