int main(int argc, char **argv)
{
char *f_name_lp, *last_dot_pos, f_name[256], *f_name_pos;
int i, ncol;
if((argc < 2) || (argc > 2)) {
printf("### ERROR: main(): Usage: One of the following\ncgl_data_test input_file_name.mps\ncgl_data_test input_file_name.lp\n");
exit(1);
}
f_name_lp = strdup(argv[1]);
f_name_pos = strrchr(f_name_lp, '/');
if(f_name_pos != NULL) {
strcpy(f_name, &(f_name_pos[1]));
}
else {
strcpy(f_name, f_name_lp);
}
last_dot_pos = strrchr(f_name, '.');
if(last_dot_pos != NULL) {
last_dot_pos = '\0';
}
OsiClpSolverInterface *clp = new OsiClpSolverInterface;
clp->messageHandler()->setLogLevel(0);
if(strcmp(&(f_name_lp[strlen(f_name_lp)-3]), ".lp") == 0) {
clp->readLp(f_name_lp);
}
else {
if(strcmp(&(f_name_lp[strlen(f_name_lp)-4]), ".mps") == 0) {
clp->readMps(f_name_lp);
}
else {
printf("### ERROR: unrecognized file type\n");
exit(1);
}
}
ncol = clp->getNumCols();
clp->initialSolve();
printf("LP value: %12.2f\n", clp->getObjValue());
OsiCuts cuts;
// Define parameters for CglRedSplit generator
CglParam cpar;
cpar.setMAX_SUPPORT(ncol+1);
CglRedSplitParam rspar(cpar);
// Create a cut generator with the given parameters
CglRedSplit cutGen(rspar);
char *colType = new char[ncol];
for(i=0; i<ncol; i++) {
if(clp->isContinuous(i)) {
colType[i] = 'C';
}
else {
colType[i] = 'I';
}
}
int round, max_rounds = 10;
for(round=0; round<max_rounds; round++) {
cutGen.generateCuts(*clp, cuts);
int ncuts = cuts.sizeRowCuts();
const OsiRowCut **newRowCuts = new const OsiRowCut * [ncuts];
for(i=0; i<ncuts; i++) {
newRowCuts[i] = &cuts.rowCut(i);
}
clp->applyRowCuts(ncuts, newRowCuts);
delete[] newRowCuts;
printf("round %4d: %4d generated cuts new objective value: %12.2f\n",
round, ncuts, clp->getObjValue());
clp->resolve();
if(clp->isAbandoned()) {
printf("###ERROR: Numerical difficulties in Solver\n");
exit(1);
}
if(clp->isProvenPrimalInfeasible()) {
printf("### WARNING: Problem is infeasible\n");
exit(1);
}
}
delete clp;
free(f_name_lp);
delete[] colType;
return(0);
}
int main (int argc, const char *argv[])
{
// Define your favorite OsiSolver
OsiClpSolverInterface solver1;
// Read in model using argv[1]
// and assert that it is a clean model
std::string mpsFileName;
#if defined(SAMPLEDIR)
mpsFileName = SAMPLEDIR "/p0033.mps";
#else
if (argc < 2) {
fprintf(stderr, "Do not know where to find sample MPS files.\n");
exit(1);
}
#endif
if (argc>=2) mpsFileName = argv[1];
int numMpsReadErrors = solver1.readMps(mpsFileName.c_str(),"");
assert(numMpsReadErrors==0);
double time1 = CoinCpuTime();
OsiClpSolverInterface solverSave = solver1;
/* Options are:
preprocess to do preprocessing
time in minutes
if 2 parameters and numeric taken as time
*/
bool preProcess=false;
double minutes=-1.0;
int nGoodParam=0;
for (int iParam=2; iParam<argc;iParam++) {
if (!strcmp(argv[iParam],"preprocess")) {
preProcess=true;
nGoodParam++;
} else if (!strcmp(argv[iParam],"time")) {
if (iParam+1<argc&&isdigit(argv[iParam+1][0])) {
minutes=atof(argv[iParam+1]);
if (minutes>=0.0) {
nGoodParam+=2;
iParam++; // skip time
}
}
}
}
if (nGoodParam==0&&argc==3&&isdigit(argv[2][0])) {
// If time is given then stop after that number of minutes
minutes = atof(argv[2]);
if (minutes>=0.0)
nGoodParam=1;
}
if (nGoodParam!=argc-2&&argc>=2) {
printf("Usage <file> [preprocess] [time <minutes>] or <file> <minutes>\n");
exit(1);
}
// Reduce printout
solver1.setHintParam(OsiDoReducePrint,true,OsiHintTry);
// See if we want preprocessing
OsiSolverInterface * solver2=&solver1;
CglPreProcess process;
// Never do preprocessing until dual tests out as can fix incorrectly
preProcess=false;
if (preProcess) {
/* Do not try and produce equality cliques and
do up to 5 passes */
solver2 = process.preProcess(solver1,false,5);
if (!solver2) {
printf("Pre-processing says infeasible\n");
exit(2);
}
solver2->resolve();
}
// Turn L rows into cuts
CglStoredUser stored;
{
int numberRows = solver2->getNumRows();
int * whichRow = new int[numberRows];
// get row copy
const CoinPackedMatrix * rowCopy = solver2->getMatrixByRow();
const int * column = rowCopy->getIndices();
const int * rowLength = rowCopy->getVectorLengths();
const CoinBigIndex * rowStart = rowCopy->getVectorStarts();
const double * rowLower = solver2->getRowLower();
const double * rowUpper = solver2->getRowUpper();
const double * element = rowCopy->getElements();
int iRow,nDelete=0;
for (iRow=0;iRow<numberRows;iRow++) {
if (rowLower[iRow]<-1.0e20||rowUpper[iRow]>1.0e20) {
// take out
whichRow[nDelete++]=iRow;
}
}
// leave some rows to avoid empty problem (Gomory does not like)
nDelete = CoinMax(CoinMin(nDelete,numberRows-5),0);
for (int jRow=0;jRow<nDelete;jRow++) {
iRow=whichRow[jRow];
int start = rowStart[iRow];
stored.addCut(rowLower[iRow],rowUpper[iRow],rowLength[iRow],
column+start,element+start);
}
/* The following is problem specific.
Normally cuts are deleted if slack on cut basic.
On some problems you may wish to leave cuts in as long
as slack value zero
*/
int numberCuts=stored.sizeRowCuts();
for (int iCut=0;iCut<numberCuts;iCut++) {
//stored.mutableRowCutPointer(iCut)->setEffectiveness(1.0e50);
}
solver2->deleteRows(nDelete,whichRow);
delete [] whichRow;
}
CbcModel model(*solver2);
model.solver()->setHintParam(OsiDoReducePrint,true,OsiHintTry);
// Set up some cut generators and defaults
// Probing first as gets tight bounds on continuous
CglProbing generator1;
generator1.setUsingObjective(true);
generator1.setMaxPass(1);
generator1.setMaxPassRoot(5);
// Number of unsatisfied variables to look at
generator1.setMaxProbe(10);
generator1.setMaxProbeRoot(1000);
// How far to follow the consequences
generator1.setMaxLook(50);
generator1.setMaxLookRoot(500);
// Only look at rows with fewer than this number of elements
generator1.setMaxElements(200);
generator1.setRowCuts(3);
CglGomory generator2;
// try larger limit
generator2.setLimit(300);
CglKnapsackCover generator3;
CglRedSplit generator4;
// try larger limit
generator4.setLimit(200);
CglClique generator5;
generator5.setStarCliqueReport(false);
generator5.setRowCliqueReport(false);
CglMixedIntegerRounding2 mixedGen;
CglFlowCover flowGen;
// Add in generators
// Experiment with -1 and -99 etc
// This is just for one particular model
model.addCutGenerator(&generator1,-1,"Probing");
//model.addCutGenerator(&generator2,-1,"Gomory");
model.addCutGenerator(&generator2,1,"Gomory");
model.addCutGenerator(&generator3,-1,"Knapsack");
// model.addCutGenerator(&generator4,-1,"RedSplit");
//model.addCutGenerator(&generator5,-1,"Clique");
model.addCutGenerator(&generator5,1,"Clique");
model.addCutGenerator(&flowGen,-1,"FlowCover");
model.addCutGenerator(&mixedGen,-1,"MixedIntegerRounding");
// Add stored cuts (making sure at all depths)
model.addCutGenerator(&stored,1,"Stored",true,false,false,-100,1,-1);
int numberGenerators = model.numberCutGenerators();
int iGenerator;
// Say we want timings
for (iGenerator=0;iGenerator<numberGenerators;iGenerator++) {
CbcCutGenerator * generator = model.cutGenerator(iGenerator);
generator->setTiming(true);
}
OsiClpSolverInterface * osiclp = dynamic_cast< OsiClpSolverInterface*> (model.solver());
// go faster stripes
if (osiclp) {
if(osiclp->getNumRows()<300&&osiclp->getNumCols()<500) {
//osiclp->setupForRepeatedUse(2,0);
osiclp->setupForRepeatedUse(0,0);
}
// Don't allow dual stuff
osiclp->setSpecialOptions(osiclp->specialOptions()|262144);
}
// Uncommenting this should switch off all CBC messages
// model.messagesPointer()->setDetailMessages(10,10000,NULL);
// No heuristics
// Do initial solve to continuous
model.initialSolve();
/* You need the next few lines -
a) so that cut generator will always be called again if it generated cuts
b) it is known that matrix is not enough to define problem so do cuts even
if it looks integer feasible at continuous optimum.
c) a solution found by strong branching will be ignored.
d) don't recompute a solution once found
*/
// Make sure cut generator called correctly (a)
iGenerator=numberGenerators-1;
model.cutGenerator(iGenerator)->setMustCallAgain(true);
// Say cuts needed at continuous (b)
OsiBabSolver oddCuts;
oddCuts.setSolverType(4);
// owing to bug must set after initialSolve
model.passInSolverCharacteristics(&oddCuts);
// Say no to all solutions by strong branching (c)
CbcFeasibilityNoStrong noStrong;
model.setProblemFeasibility(noStrong);
// Say don't recompute solution d)
model.setSpecialOptions(4);
// Could tune more
double objValue = model.solver()->getObjSense()*model.solver()->getObjValue();
double minimumDropA=CoinMin(1.0,fabs(objValue)*1.0e-3+1.0e-4);
double minimumDrop= fabs(objValue)*1.0e-4+1.0e-4;
printf("min drop %g (A %g)\n",minimumDrop,minimumDropA);
model.setMinimumDrop(minimumDrop);
if (model.getNumCols()<500)
model.setMaximumCutPassesAtRoot(-100); // always do 100 if possible
else if (model.getNumCols()<5000)
model.setMaximumCutPassesAtRoot(100); // use minimum drop
else
model.setMaximumCutPassesAtRoot(20);
model.setMaximumCutPasses(10);
//model.setMaximumCutPasses(2);
// Switch off strong branching if wanted
// model.setNumberStrong(0);
// Do more strong branching if small
if (model.getNumCols()<5000)
model.setNumberStrong(10);
model.setNumberStrong(20);
//model.setNumberStrong(5);
model.setNumberBeforeTrust(5);
model.solver()->setIntParam(OsiMaxNumIterationHotStart,100);
// If time is given then stop after that number of minutes
if (minutes>=0.0) {
std::cout<<"Stopping after "<<minutes<<" minutes"<<std::endl;
model.setDblParam(CbcModel::CbcMaximumSeconds,60.0*minutes);
}
// Switch off most output
if (model.getNumCols()<30000) {
model.messageHandler()->setLogLevel(1);
//model.solver()->messageHandler()->setLogLevel(0);
} else {
model.messageHandler()->setLogLevel(2);
model.solver()->messageHandler()->setLogLevel(1);
}
//model.messageHandler()->setLogLevel(2);
//model.solver()->messageHandler()->setLogLevel(2);
//model.setPrintFrequency(50);
//#define DEBUG_CUTS
#ifdef DEBUG_CUTS
// Set up debugger by name (only if no preprocesing)
if (!preProcess) {
std::string problemName ;
model.solver()->getStrParam(OsiProbName,problemName) ;
model.solver()->activateRowCutDebugger(problemName.c_str()) ;
}
#endif
// Do complete search
model.branchAndBound();
std::cout<<mpsFileName<<" took "<<CoinCpuTime()-time1<<" seconds, "
<<model.getNodeCount()<<" nodes with objective "
<<model.getObjValue()
<<(!model.status() ? " Finished" : " Not finished")
<<std::endl;
// Print more statistics
std::cout<<"Cuts at root node changed objective from "<<model.getContinuousObjective()
<<" to "<<model.rootObjectiveAfterCuts()<<std::endl;
for (iGenerator=0;iGenerator<numberGenerators;iGenerator++) {
CbcCutGenerator * generator = model.cutGenerator(iGenerator);
std::cout<<generator->cutGeneratorName()<<" was tried "
<<generator->numberTimesEntered()<<" times and created "
<<generator->numberCutsInTotal()<<" cuts of which "
<<generator->numberCutsActive()<<" were active after adding rounds of cuts";
if (generator->timing())
std::cout<<" ( "<<generator->timeInCutGenerator()<<" seconds)"<<std::endl;
else
std::cout<<std::endl;
}
// Print solution if finished - we can't get names from Osi! - so get from OsiClp
if (model.getMinimizationObjValue()<1.0e50) {
// post process
OsiSolverInterface * solver;
if (preProcess) {
process.postProcess(*model.solver());
// Solution now back in solver1
solver = & solver1;
} else {
solver = model.solver();
}
int numberColumns = solver->getNumCols();
const double * solution = solver->getColSolution();
// Get names from solver1 (as OsiSolverInterface may lose)
std::vector<std::string> columnNames = *solver1.getModelPtr()->columnNames();
int iColumn;
std::cout<<std::setiosflags(std::ios::fixed|std::ios::showpoint)<<std::setw(14);
std::cout<<"--------------------------------------"<<std::endl;
for (iColumn=0;iColumn<numberColumns;iColumn++) {
double value=solution[iColumn];
if (fabs(value)>1.0e-7&&solver->isInteger(iColumn)) {
std::cout<<std::setw(6)<<iColumn<<" "
<<columnNames[iColumn]<<" "
<<value<<std::endl;
solverSave.setColLower(iColumn,value);
solverSave.setColUpper(iColumn,value);
}
}
std::cout<<"--------------------------------------"<<std::endl;
std::cout<<std::resetiosflags(std::ios::fixed|std::ios::showpoint|std::ios::scientific);
solverSave.initialSolve();
}
return 0;
}