int CPXPUBLIC CPX_CutCallback(CPXCENVptr xenv, void *cbdata,
int wherefrom, void *cbhandle, int *useraction_p) {
// cout << "Entering CPX Callback\n" << flush;
CPXLPptr nodelp;
CPXgetcallbacknodelp(xenv, cbdata, wherefrom, &nodelp);
CoinCallbacks* ccc = (CoinCallbacks*)cbhandle;
int length = CPXgetnumcols(xenv,nodelp) - 1; //hey, don't ask me! some VERY WIERD PHENOMENON... crap
double objVal;
double* solution = new double[length];
CPXgetcallbacknodeobjval(xenv, cbdata, wherefrom, &objVal);
CPXgetcallbacknodex(xenv, cbdata, wherefrom, solution, 0, length-1);
OsiCuts* cuts = new OsiCuts();
CoinCallbacks::CutReturn ret = ccc->cutCallback(objVal, solution, cuts);
if(ret == CoinCallbacks::CR_AddCuts) {
for(int i = cuts->sizeRowCuts(); i-->0;) {
const OsiRowCut& c = cuts->rowCut(i);
const CoinPackedVector& vec = c.row();
if(c.globallyValid())
/* Old Cplex-Versions did NOT have the last parameter (now set to "false").
* If you compile agains an older CPLEX version, simple *REMOVE*
* ", false"
* from the calls to CPXcutscallbackadd
*/
CPXcutcallbackadd(xenv, cbdata, wherefrom,
vec.getNumElements(), c.rhs(), c.sense(), vec.getIndices(), vec.getElements(), false); //default to non-purgable cuts
else
CPXcutcallbackaddlocal(xenv, cbdata, wherefrom,
vec.getNumElements(), c.rhs(), c.sense(), vec.getIndices(), vec.getElements());
cuts->eraseRowCut(i);
}
if(cuts->sizeColCuts() > 0) {
cerr << "ColCuts currently not supported...\n";
OGDF_THROW_PARAM(LibraryNotSupportedException, lnscFunctionNotImplemented);
}
}
*useraction_p = ( ret == CoinCallbacks::CR_Error) ? CPX_CALLBACK_FAIL :
( ret == CoinCallbacks::CR_AddCuts ) ? CPX_CALLBACK_SET :
CPX_CALLBACK_DEFAULT;
delete cuts;
delete[] solution;
// cout << "Leaving CPX Callback\n" << flush;
return 0; // success
}
static int CPXPUBLIC
usersetbranch (CPXCENVptr env,
void *cbdata,
int wherefrom,
void *userinfo,
int brtype,
int sos,
int nodecnt,
int bdcnt,
const int *nodebeg,
const int *idx,
const char *lu,
const double *bd,
const double *nodeest,
int *useraction_p)
{
int status = 0;
int isfeas;
int i, j, k, l;
int besti = -1;
int bestj = -1;
int bestk = -1;
int cols;
int sossize, numsos;
double maxfrac = 0.0;
double xj_frac;
double objval;
double epint;
double *x = NULL;
int bdsz;
int *varind = NULL;
char *varlu = NULL;
double *varbd = NULL;
int seqnum;
CPXCLPptr lp;
/* Initialize useraction to indicate no user action taken */
*useraction_p = CPX_CALLBACK_DEFAULT;
/* If CPLEX is choosing an ordinary branch, take it */
if ( sos < 0 ) goto TERMINATE;
/* Get pointer to the problem */
status = CPXgetcallbacklp (env, cbdata, wherefrom, &lp);
if ( status ) {
fprintf (stdout, "Can't get LP pointer.\n");
goto TERMINATE;
}
cols = CPXgetnumcols (env, lp);
if ( cols <= 0 ) {
fprintf (stdout, "Can't number of columns.\n");
status = CPXERR_CALLBACK;
goto TERMINATE;
}
/* Get solution values and objective coefficients */
x = (double *) malloc (cols * sizeof (double));
if ( x == NULL ) {
fprintf (stdout, "Out of memory.");
goto TERMINATE;
}
status = CPXgetcallbacknodex (env, cbdata, wherefrom, x, 0,
cols-1);
if ( status ) {
fprintf (stdout, "Can't get node solution.");
goto TERMINATE;
}
status = CPXgetcallbacknodeobjval (env, cbdata, wherefrom,
&objval);
if ( status ) {
fprintf (stdout, "Can't get node objective value.");
goto TERMINATE;
}
status = CPXgetcallbacksosinfo (env, cbdata, wherefrom, 0, 0,
CPX_CALLBACK_INFO_SOS_NUM,
&numsos);
if ( status ) goto TERMINATE;
/* Branch on the set that has the variable closest to 1 */
status = CPXgetdblparam (env, CPXPARAM_MIP_Tolerances_Integrality, &epint);
for (i = 0; i < numsos; i++) {
/* Check if the set is feasible */
status = CPXgetcallbacksosinfo (env, cbdata, wherefrom, i, 0,
CPX_CALLBACK_INFO_SOS_IS_FEASIBLE,
&isfeas);
if ( status ) goto TERMINATE;
/* Find variable with largest fraction in each infeasible
set. Select a set with largest largest fraction for
branching */
if ( !isfeas ) {
status = CPXgetcallbacksosinfo (env, cbdata, wherefrom, i,
0,
CPX_CALLBACK_INFO_SOS_SIZE,
&sossize);
if ( status ) goto TERMINATE;
for (k = 0; k < sossize; k++) {
status = CPXgetcallbacksosinfo (env, cbdata, wherefrom,
i, k,
CPX_CALLBACK_INFO_SOS_MEMBER_INDEX,
&j);
if ( status ) goto TERMINATE;
xj_frac = x[j] - floor (x[j] + epint);
if ( xj_frac > maxfrac ) {
bestj = j;
bestk = k;
besti = i;
maxfrac = xj_frac;
}
}
}
}
if ( bestj < 0 ) {
status = CPX_CALLBACK_DEFAULT;
goto TERMINATE;
}
/* Now set up node descriptions */
/* Check that arrays are big enough; if not, return, requesting
more space */
status = CPXgetcallbacksosinfo (env, cbdata, wherefrom, besti, 0,
CPX_CALLBACK_INFO_SOS_SIZE,
&sossize);
if ( status ) goto TERMINATE;
bdsz = sossize + 1;
varind = (int *) malloc (bdsz*sizeof(int));
varlu = (char *) malloc (bdsz*sizeof(char));
varbd = (double *) malloc (bdsz*sizeof(double));
if ( varind == NULL ||
varlu == NULL ||
varbd == NULL ) {
status = CPXERR_NO_MEMORY;
goto TERMINATE;
}
/* Create two nodes, one setting all but the selected variable
to 0 and the selected variable to 1, the other setting
the selected variable to 0 */
/* First node */
for (k = 0, l = 0; k < sossize; k++) {
status = CPXgetcallbacksosinfo (env, cbdata, wherefrom, besti,
k,
CPX_CALLBACK_INFO_SOS_MEMBER_INDEX,
&j);
if ( status ) goto TERMINATE;
if ( k != bestk ) {
varind[l] = j;
varlu[l] = 'U';
varbd[l] = 0.;
l++;
}
else {
varind[l] = j;
varlu[l] = 'L';
varbd[l] = 1.;
l++;
}
}
status = CPXbranchcallbackbranchbds (env, cbdata, wherefrom,
l, varind, varlu, varbd, objval,
NULL, &seqnum);
if ( status ) goto TERMINATE;
/* Second node */
varind[0] = bestj;
varlu[0] = 'U';
varbd[0] = 0.;
status = CPXbranchcallbackbranchbds (env, cbdata, wherefrom,
1, varind, varlu, varbd, objval,
NULL, &seqnum);
if ( status ) goto TERMINATE;
*useraction_p = CPX_CALLBACK_SET;
TERMINATE:
free_and_null ((char **) &x);
free_and_null ((char **) &varind);
free_and_null ((char **) &varlu);
free_and_null ((char **) &varbd);
return (status);
} /* END usersetbranch */
static int CPXPUBLIC
usersetbranch (CPXCENVptr env,
void *cbdata,
int wherefrom,
void *cbhandle,
int brtype,
int sos,
int nodecnt,
int bdcnt,
const int *nodebeg,
const int *indices,
const char *lu,
const double *bd,
const double *nodeest,
int *useraction_p)
{
int status = 0;
int j, bestj = -1;
int cols;
double maxobj = -CPX_INFBOUND;
double maxinf = -CPX_INFBOUND;
double xj_inf;
double xj_lo;
double objval;
double *x = NULL;
double *obj = NULL;
int *feas = NULL;
char varlu[1];
double varbd[1];
int seqnum1, seqnum2;
CPXCLPptr lp;
/* Initialize useraction to indicate no user action taken */
*useraction_p = CPX_CALLBACK_DEFAULT;
/* If CPLEX is choosing an SOS branch, take it */
if ( sos >= 0 ) return (status);
/* Get pointer to the problem */
status = CPXgetcallbacklp (env, cbdata, wherefrom, &lp);
if ( status ) {
fprintf (stdout, "Can't get LP pointer.\n");
goto TERMINATE;
}
cols = CPXgetnumcols (env, lp);
if ( cols <= 0 ) {
fprintf (stdout, "Can't get number of columns.\n");
status = CPXERR_CALLBACK;
goto TERMINATE;
}
/* Get solution values and objective coefficients */
x = (double *) malloc (cols * sizeof (double));
obj = (double *) malloc (cols * sizeof (double));
feas = (int *) malloc (cols * sizeof (int));
if ( x == NULL ||
obj == NULL ||
feas == NULL ) {
fprintf (stdout, "Out of memory.");
status = CPXERR_CALLBACK;
goto TERMINATE;
}
status = CPXgetcallbacknodex (env, cbdata, wherefrom, x, 0,
cols-1);
if ( status ) {
fprintf (stdout, "Can't get node solution.");
goto TERMINATE;
}
status = CPXgetcallbacknodeobjval (env, cbdata, wherefrom,
&objval);
if ( status ) {
fprintf (stdout, "Can't get node objective value.");
goto TERMINATE;
}
status = CPXgetobj (env, lp, obj, 0, cols-1);
if ( status ) {
fprintf (stdout, "Can't get obj.");
goto TERMINATE;
}
status = CPXgetcallbacknodeintfeas (env, cbdata, wherefrom, feas,
0, cols-1);
if ( status ) {
fprintf (stdout,
"Can't get variable feasible status for node.");
goto TERMINATE;
}
/* Branch on var with largest objective coefficient among those
with largest infeasibility */
for (j = 0; j < cols; j++) {
if ( feas[j] == CPX_INTEGER_INFEASIBLE ) {
xj_inf = x[j] - floor (x[j]);
if ( xj_inf > 0.5 ) xj_inf = 1.0 - xj_inf;
if ( xj_inf >= maxinf &&
(xj_inf > maxinf || fabs (obj[j]) >= maxobj) ) {
bestj = j;
maxinf = xj_inf;
maxobj = fabs (obj[j]);
}
}
}
/* If there weren't any eligible variables, take default branch */
if ( bestj < 0 ) {
goto TERMINATE;
}
/* Now set up node descriptions */
xj_lo = floor (x[bestj]);
/* Up node */
varlu[0] = 'L';
varbd[0] = xj_lo + 1;
status = CPXbranchcallbackbranchbds (env, cbdata, wherefrom,
1, &bestj, varlu, varbd, objval,
NULL, &seqnum1);
if ( status ) goto TERMINATE;
/* Down node */
varlu[0] = 'U';
varbd[0] = xj_lo;
status = CPXbranchcallbackbranchbds (env, cbdata, wherefrom,
1, &bestj, varlu, varbd, objval,
NULL, &seqnum2);
if ( status ) goto TERMINATE;
/* Set useraction to indicate a user-specified branch */
*useraction_p = CPX_CALLBACK_SET;
TERMINATE:
free_and_null ((char **) &x);
free_and_null ((char **) &obj);
free_and_null ((char **) &feas);
return (status);
} /* END usersetbranch */
