void vctMatrixRotation3Test::TestConstructorFromVectors(void) {
    typedef vctMatrixRotation3<_elementType> MatRotType;

    MatRotType matrix;
    vctRandom(matrix);
    
    MatRotType matrixByColumn(matrix.Column(0), matrix.Column(1), matrix.Column(2));
    CPPUNIT_ASSERT(matrix == matrixByColumn);
    
    MatRotType matrixByRow(matrix.Row(0), matrix.Row(1), matrix.Row(2), false);
    CPPUNIT_ASSERT(matrix == matrixByRow);
    CPPUNIT_ASSERT(matrixByColumn == matrixByRow);
}
int * analyze(OsiClpSolverInterface * solverMod, int & numberChanged,
		     double & increment, bool changeInt,
		     CoinMessageHandler * generalMessageHandler, bool noPrinting)
{
    bool noPrinting_ = noPrinting;
    OsiSolverInterface * solver = solverMod->clone();
    char generalPrint[200];
    if (0) {
        // just get increment
        CbcModel model(*solver);
        model.analyzeObjective();
        double increment2 = model.getCutoffIncrement();
        printf("initial cutoff increment %g\n", increment2);
    }
    const double *objective = solver->getObjCoefficients() ;
    const double *lower = solver->getColLower() ;
    const double *upper = solver->getColUpper() ;
    int numberColumns = solver->getNumCols() ;
    int numberRows = solver->getNumRows();
    double direction = solver->getObjSense();
    int iRow, iColumn;

    // Row copy
    CoinPackedMatrix matrixByRow(*solver->getMatrixByRow());
    const double * elementByRow = matrixByRow.getElements();
    const int * column = matrixByRow.getIndices();
    const CoinBigIndex * rowStart = matrixByRow.getVectorStarts();
    const int * rowLength = matrixByRow.getVectorLengths();

    // Column copy
    CoinPackedMatrix  matrixByCol(*solver->getMatrixByCol());
    const double * element = matrixByCol.getElements();
    const int * row = matrixByCol.getIndices();
    const CoinBigIndex * columnStart = matrixByCol.getVectorStarts();
    const int * columnLength = matrixByCol.getVectorLengths();

    const double * rowLower = solver->getRowLower();
    const double * rowUpper = solver->getRowUpper();

    char * ignore = new char [numberRows];
    int * changed = new int[numberColumns];
    int * which = new int[numberRows];
    double * changeRhs = new double[numberRows];
    memset(changeRhs, 0, numberRows*sizeof(double));
    memset(ignore, 0, numberRows);
    numberChanged = 0;
    int numberInteger = 0;
    for (iColumn = 0; iColumn < numberColumns; iColumn++) {
        if (upper[iColumn] > lower[iColumn] + 1.0e-8 && solver->isInteger(iColumn))
            numberInteger++;
    }
    bool finished = false;
    while (!finished) {
        int saveNumberChanged = numberChanged;
        for (iRow = 0; iRow < numberRows; iRow++) {
            int numberContinuous = 0;
            double value1 = 0.0, value2 = 0.0;
            bool allIntegerCoeff = true;
            double sumFixed = 0.0;
            int jColumn1 = -1, jColumn2 = -1;
            for (CoinBigIndex j = rowStart[iRow]; j < rowStart[iRow] + rowLength[iRow]; j++) {
                int jColumn = column[j];
                double value = elementByRow[j];
                if (upper[jColumn] > lower[jColumn] + 1.0e-8) {
                    if (!solver->isInteger(jColumn)) {
                        if (numberContinuous == 0) {
                            jColumn1 = jColumn;
                            value1 = value;
                        } else {
                            jColumn2 = jColumn;
                            value2 = value;
                        }
                        numberContinuous++;
                    } else {
                        if (fabs(value - floor(value + 0.5)) > 1.0e-12)
                            allIntegerCoeff = false;
                    }
                } else {
                    sumFixed += lower[jColumn] * value;
                }
            }
            double low = rowLower[iRow];
            if (low > -1.0e20) {
                low -= sumFixed;
                if (fabs(low - floor(low + 0.5)) > 1.0e-12)
                    allIntegerCoeff = false;
            }
            double up = rowUpper[iRow];
            if (up < 1.0e20) {
                up -= sumFixed;
                if (fabs(up - floor(up + 0.5)) > 1.0e-12)
                    allIntegerCoeff = false;
            }
            if (!allIntegerCoeff)
                continue; // can't do
            if (numberContinuous == 1) {
                // see if really integer
                // This does not allow for complicated cases
                if (low == up) {
                    if (fabs(value1) > 1.0e-3) {
                        value1 = 1.0 / value1;
                        if (fabs(value1 - floor(value1 + 0.5)) < 1.0e-12) {
                            // integer
                            changed[numberChanged++] = jColumn1;
                            solver->setInteger(jColumn1);
                            if (upper[jColumn1] > 1.0e20)
                                solver->setColUpper(jColumn1, 1.0e20);
                            if (lower[jColumn1] < -1.0e20)
                                solver->setColLower(jColumn1, -1.0e20);
                        }
                    }
                } else {
                    if (fabs(value1) > 1.0e-3) {
                        value1 = 1.0 / value1;
                        if (fabs(value1 - floor(value1 + 0.5)) < 1.0e-12) {
                            // This constraint will not stop it being integer
                            ignore[iRow] = 1;
                        }
                    }
                }
            } else if (numberContinuous == 2) {
                if (low == up) {
                    /* need general theory - for now just look at 2 cases -
                       1 - +- 1 one in column and just costs i.e. matching objective
                       2 - +- 1 two in column but feeds into G/L row which will try and minimize
                    */
                    if (fabs(value1) == 1.0 && value1*value2 == -1.0 && !lower[jColumn1]
                            && !lower[jColumn2]) {
                        int n = 0;
                        int i;
                        double objChange = direction * (objective[jColumn1] + objective[jColumn2]);
                        double bound = CoinMin(upper[jColumn1], upper[jColumn2]);
                        bound = CoinMin(bound, 1.0e20);
                        for ( i = columnStart[jColumn1]; i < columnStart[jColumn1] + columnLength[jColumn1]; i++) {
                            int jRow = row[i];
                            double value = element[i];
                            if (jRow != iRow) {
                                which[n++] = jRow;
                                changeRhs[jRow] = value;
                            }
                        }
                        for ( i = columnStart[jColumn1]; i < columnStart[jColumn1] + columnLength[jColumn1]; i++) {
                            int jRow = row[i];
                            double value = element[i];
                            if (jRow != iRow) {
                                if (!changeRhs[jRow]) {
                                    which[n++] = jRow;
                                    changeRhs[jRow] = value;
                                } else {
                                    changeRhs[jRow] += value;
                                }
                            }
                        }
                        if (objChange >= 0.0) {
                            // see if all rows OK
                            bool good = true;
                            for (i = 0; i < n; i++) {
                                int jRow = which[i];
                                double value = changeRhs[jRow];
                                if (value) {
                                    value *= bound;
                                    if (rowLength[jRow] == 1) {
                                        if (value > 0.0) {
                                            double rhs = rowLower[jRow];
                                            if (rhs > 0.0) {
                                                double ratio = rhs / value;
                                                if (fabs(ratio - floor(ratio + 0.5)) > 1.0e-12)
                                                    good = false;
                                            }
                                        } else {
                                            double rhs = rowUpper[jRow];
                                            if (rhs < 0.0) {
                                                double ratio = rhs / value;
                                                if (fabs(ratio - floor(ratio + 0.5)) > 1.0e-12)
                                                    good = false;
                                            }
                                        }
                                    } else if (rowLength[jRow] == 2) {
                                        if (value > 0.0) {
                                            if (rowLower[jRow] > -1.0e20)
                                                good = false;
                                        } else {
                                            if (rowUpper[jRow] < 1.0e20)
                                                good = false;
                                        }
                                    } else {
                                        good = false;
                                    }
                                }
                            }
                            if (good) {
                                // both can be integer
                                changed[numberChanged++] = jColumn1;
                                solver->setInteger(jColumn1);
                                if (upper[jColumn1] > 1.0e20)
                                    solver->setColUpper(jColumn1, 1.0e20);
                                if (lower[jColumn1] < -1.0e20)
                                    solver->setColLower(jColumn1, -1.0e20);
                                changed[numberChanged++] = jColumn2;
                                solver->setInteger(jColumn2);
                                if (upper[jColumn2] > 1.0e20)
                                    solver->setColUpper(jColumn2, 1.0e20);
                                if (lower[jColumn2] < -1.0e20)
                                    solver->setColLower(jColumn2, -1.0e20);
                            }
                        }
                        // clear
                        for (i = 0; i < n; i++) {
                            changeRhs[which[i]] = 0.0;
                        }
                    }
                }
            }
        }
        for (iColumn = 0; iColumn < numberColumns; iColumn++) {
            if (upper[iColumn] > lower[iColumn] + 1.0e-8 && !solver->isInteger(iColumn)) {
                double value;
                value = upper[iColumn];
                if (value < 1.0e20 && fabs(value - floor(value + 0.5)) > 1.0e-12)
                    continue;
                value = lower[iColumn];
                if (value > -1.0e20 && fabs(value - floor(value + 0.5)) > 1.0e-12)
                    continue;
                bool integer = true;
                for (CoinBigIndex j = columnStart[iColumn]; j < columnStart[iColumn] + columnLength[iColumn]; j++) {
                    int iRow = row[j];
                    if (!ignore[iRow]) {
                        integer = false;
                        break;
                    }
                }
                if (integer) {
                    // integer
                    changed[numberChanged++] = iColumn;
                    solver->setInteger(iColumn);
                    if (upper[iColumn] > 1.0e20)
                        solver->setColUpper(iColumn, 1.0e20);
                    if (lower[iColumn] < -1.0e20)
                        solver->setColLower(iColumn, -1.0e20);
                }
            }
        }
        finished = numberChanged == saveNumberChanged;
    }
    delete [] which;
    delete [] changeRhs;
    delete [] ignore;
    //if (numberInteger&&!noPrinting_)
    //printf("%d integer variables",numberInteger);
    if (changeInt) {
        //if (!noPrinting_) {
        //if (numberChanged)
        //  printf(" and %d variables made integer\n",numberChanged);
        //else
        //  printf("\n");
        //}
        //increment=0.0;
        if (!numberChanged) {
            delete [] changed;
            delete solver;
            return NULL;
        } else {
            for (iColumn = 0; iColumn < numberColumns; iColumn++) {
                if (solver->isInteger(iColumn))
                    solverMod->setInteger(iColumn);
            }
            delete solver;
            return changed;
        }
    } else {
        //if (!noPrinting_) {
        //if (numberChanged)
        //  printf(" and %d variables could be made integer\n",numberChanged);
        //else
        //  printf("\n");
        //}
        // just get increment
        int logLevel = generalMessageHandler->logLevel();
        CbcModel model(*solver);
	if (!model.defaultHandler())
	  model.passInMessageHandler(generalMessageHandler);
        if (noPrinting_)
            model.setLogLevel(0);
        model.analyzeObjective();
        generalMessageHandler->setLogLevel(logLevel);
        double increment2 = model.getCutoffIncrement();
        if (increment2 > increment && increment2 > 0.0) {
            if (!noPrinting_) {
                sprintf(generalPrint, "Cutoff increment increased from %g to %g", increment, increment2);
                CoinMessages generalMessages = solverMod->getModelPtr()->messages();
                generalMessageHandler->message(CLP_GENERAL, generalMessages)
                << generalPrint
                << CoinMessageEol;
            }
            increment = increment2;
        }
        delete solver;
        numberChanged = 0;
        delete [] changed;
        return NULL;
    }
}
Example #3
0
//-------------------------------------------------------------------
// Determine row types. Find the VUBS and VLBS.
//-------------------------------------------------------------------
void
CglFlowCover::flowPreprocess(const OsiSolverInterface& si) const
{
  CoinPackedMatrix matrixByRow(*si.getMatrixByRow());

  int numRows = si.getNumRows();
  int numCols = si.getNumCols();

  const char* sense        = si.getRowSense();
  const double* RHS        = si.getRightHandSide();

  const double* coefByRow  = matrixByRow.getElements();
  const int* colInds       = matrixByRow.getIndices();
  const int* rowStarts     = matrixByRow.getVectorStarts();
  const int* rowLengths    = matrixByRow.getVectorLengths();
  int iRow      = -1;
  int iCol      = -1;

  numCols_ = numCols;     // Record col and row numbers for copy constructor
  numRows_ = numRows;

  if (rowTypes_ != 0) {
    delete [] rowTypes_; rowTypes_ = 0;
  }
  rowTypes_ = new CglFlowRowType [numRows];// Destructor will free memory
  // Get integer types
  const char * columnType = si.getColType (true);

  // Summarize the row type infomation.
  int numUNDEFINED   = 0;
  int numVARUB       = 0;
  int numVARLB       = 0;
  int numVAREQ       = 0;
  int numMIXUB       = 0;
  int numMIXEQ       = 0;
  int numNOBINUB     = 0;
  int numNOBINEQ     = 0;
  int numSUMVARUB    = 0;
  int numSUMVAREQ    = 0;
  int numUNINTERSTED = 0;

  int* ind     = new int [numCols];
  double* coef = new double [numCols];
  for (iRow = 0; iRow < numRows; ++iRow) {
    int rowLen   = rowLengths[iRow];
    char sen     = sense[iRow];
    double rhs   = RHS[iRow];

    CoinDisjointCopyN(colInds + rowStarts[iRow], rowLen, ind);
    CoinDisjointCopyN(coefByRow + rowStarts[iRow], rowLen, coef);

    CglFlowRowType rowType = determineOneRowType(si, rowLen, ind, coef,
						 sen, rhs);

    rowTypes_[iRow] = rowType;

    switch(rowType) {
    case  CGLFLOW_ROW_UNDEFINED:
      ++numUNDEFINED;
      break;
    case  CGLFLOW_ROW_VARUB:
      ++numVARUB;
      break;
    case  CGLFLOW_ROW_VARLB:
      ++numVARLB;
      break;
    case  CGLFLOW_ROW_VAREQ:
      ++numVAREQ;
      break;
    case  CGLFLOW_ROW_MIXUB:
      ++numMIXUB;
      break;
    case  CGLFLOW_ROW_MIXEQ:
      ++numMIXEQ;
      break;
    case  CGLFLOW_ROW_NOBINUB:
      ++numNOBINUB;
      break;
    case  CGLFLOW_ROW_NOBINEQ:
      ++numNOBINEQ;
      break;
    case  CGLFLOW_ROW_SUMVARUB:
      ++numSUMVARUB;
      break;
    case  CGLFLOW_ROW_SUMVAREQ:
      ++numSUMVAREQ;
      break;
    case  CGLFLOW_ROW_UNINTERSTED:
      ++numUNINTERSTED;
      break;
    default:
      throw CoinError("Unknown row type", "flowPreprocess",
		      "CglFlowCover");
    }

  }
  delete [] ind;  ind  = NULL;
  delete [] coef; coef = NULL;

  if(CGLFLOW_DEBUG) {
    std::cout << "The num of rows = "  << numRows        << std::endl;
    std::cout << "Summary of Row Type" << std::endl;
    std::cout << "numUNDEFINED     = " << numUNDEFINED   << std::endl;
    std::cout << "numVARUB         = " << numVARUB       << std::endl;
    std::cout << "numVARLB         = " << numVARLB       << std::endl;
    std::cout << "numVAREQ         = " << numVAREQ       << std::endl;
    std::cout << "numMIXUB         = " << numMIXUB       << std::endl;
    std::cout << "numMIXEQ         = " << numMIXEQ       << std::endl;
    std::cout << "numNOBINUB       = " << numNOBINUB     << std::endl;
    std::cout << "numNOBINEQ       = " << numNOBINEQ     << std::endl;
    std::cout << "numSUMVARUB      = " << numSUMVARUB    << std::endl;
    std::cout << "numSUMVAREQ      = " << numSUMVAREQ    << std::endl;
    std::cout << "numUNINTERSTED   = " << numUNINTERSTED << std::endl;
  }

  //---------------------------------------------------------------------------
  // Setup  vubs_ and vlbs_
  if (vubs_ != 0) { delete [] vubs_; vubs_ = 0; }
  vubs_ = new CglFlowVUB [numCols];      // Destructor will free memory
  if (vlbs_ != 0) { delete [] vlbs_; vlbs_ = 0; }
  vlbs_ = new CglFlowVLB [numCols];      // Destructor will free memory

  for (iCol = 0; iCol < numCols; ++iCol) {   // Initilized in constructor
    vubs_[iCol].setVar(UNDEFINED_);     // but, need redo since may call
    vlbs_[iCol].setVar(UNDEFINED_);     // preprocess(...) more than once
  }

  for (iRow = 0; iRow < numRows; ++iRow) {

    CglFlowRowType rowType2 = rowTypes_[iRow];

    if ( (rowType2 == CGLFLOW_ROW_VARUB) ||
	 (rowType2 == CGLFLOW_ROW_VARLB) ||
	 (rowType2 == CGLFLOW_ROW_VAREQ) )  {

      int startPos = rowStarts[iRow];
      int index0   = colInds[startPos];
      int index1   = colInds[startPos + 1];
      double coef0 = coefByRow[startPos];
      double coef1 = coefByRow[startPos + 1];

      int    xInd,  yInd;   // x is binary
      double xCoef, yCoef;

      if ( columnType[index0]==1 ) {
	xInd  = index0;   yInd  = index1;
	xCoef = coef0;    yCoef = coef1;
      }
      else {
	xInd  = index1;   yInd  = index0;
	xCoef = coef1;    yCoef = coef0;
      }

      switch (rowType2) {
      case CGLFLOW_ROW_VARUB:       // Inequality: y <= ? * x
	vubs_[yInd].setVar(xInd);
	vubs_[yInd].setVal(-xCoef / yCoef);
	break;
      case CGLFLOW_ROW_VARLB:       // Inequality: y >= ? * x
	vlbs_[yInd].setVar(xInd);
	vlbs_[yInd].setVal(-xCoef / yCoef);
	break;
      case CGLFLOW_ROW_VAREQ:       // Inequality: y >= AND <= ? * x
	vubs_[yInd].setVar(xInd);
	vubs_[yInd].setVal(-xCoef / yCoef);
	vlbs_[yInd].setVar(xInd);
	vlbs_[yInd].setVal(-xCoef / yCoef);
	break;
      default:
	throw CoinError("Unknown row type: impossible",
			"flowPreprocess", "CglFlowCover");
      }
    }
  }

  if(CGLFLOW_DEBUG) {
    printVubs(std::cout);
  }
}
Example #4
0
//-----------------------------------------------------------------------------
// Generate LSGFC cuts
//-------------------------------------------------------------------
void CglFlowCover::generateCuts(const OsiSolverInterface & si, OsiCuts & cs,
				const CglTreeInfo info) const
{
  static int count=0;
  if (getMaxNumCuts() <= 0) return;

  if (getNumFlowCuts() >= getMaxNumCuts()) return;
  ++count;

#if 0
  bool preInit = false;
  bool preReso = false;
  si.getHintParam(OsiDoPresolveInInitial, preInit);
  si.getHintParam(OsiDoPresolveInResolve, preReso);

  if (preInit == false &&  preReso == false) { // Do once
    if (doneInitPre_ == false) {
      flowPreprocess(si);
      doneInitPre_ = true;
    }
  }
  else
#endif
    int numberRowCutsBefore = cs.sizeRowCuts();

  flowPreprocess(si);

  CoinPackedMatrix matrixByRow(*si.getMatrixByRow());
  const char* sense = si.getRowSense();
  const double* rhs = si.getRightHandSide();

  const double* elementByRow = matrixByRow.getElements();
  const int* colInd = matrixByRow.getIndices();
  const CoinBigIndex* rowStart = matrixByRow.getVectorStarts();
  const int* rowLength = matrixByRow.getVectorLengths();

  int* ind        = 0;
  double* coef    = 0;
  int iRow, iCol;

  CglFlowRowType rType;

  for (iRow = 0; iRow < numRows_; ++iRow) {
    rType = getRowType(iRow);
    if( ( rType != CGLFLOW_ROW_MIXUB ) &&
	( rType != CGLFLOW_ROW_MIXEQ ) &&
	( rType != CGLFLOW_ROW_NOBINUB ) &&
	( rType != CGLFLOW_ROW_NOBINEQ ) &&
	( rType != CGLFLOW_ROW_SUMVARUB ) &&
	( rType != CGLFLOW_ROW_SUMVAREQ ) )
      continue;

    const int sta = rowStart[iRow];     // Start position of iRow
    const int rowLen = rowLength[iRow]; // iRow length / non-zero elements

    if (ind != 0) { delete [] ind; ind = 0; }
    ind = new int [rowLen];
    if (coef != 0) { delete [] coef; coef = 0; }
    coef = new double [rowLen];

    int lastPos = sta + rowLen;
    for (iCol = sta; iCol < lastPos; ++iCol) {
      ind[iCol - sta]  = colInd[iCol];
      coef[iCol - sta] = elementByRow[iCol];
    }

    OsiRowCut flowCut1, flowCut2, flowCut3;
    double violation = 0.0;
    bool hasCut = false;

    if (sense[iRow] == 'E') {
      hasCut = generateOneFlowCut(si, rowLen, ind, coef, 'L',
				  rhs[iRow], flowCut1, violation);
      if (hasCut)  {                         // If find a cut
	cs.insert(flowCut1);
	incNumFlowCuts();
	if (getNumFlowCuts() >= getMaxNumCuts())
	  break;
      }
      hasCut = false;
      hasCut = generateOneFlowCut(si, rowLen, ind, coef, 'G',
				  rhs[iRow], flowCut2, violation);
      if (hasCut)  {
	cs.insert(flowCut2);
	incNumFlowCuts();
	if (getNumFlowCuts() >= getMaxNumCuts())
	  break;
      }
    }
    if (sense[iRow] == 'L' || sense[iRow] == 'G') {
      hasCut = generateOneFlowCut(si, rowLen, ind, coef, sense[iRow],
				  rhs[iRow], flowCut3, violation);
      if (hasCut)  {
	cs.insert(flowCut3);
	incNumFlowCuts();
	if (getNumFlowCuts() >= getMaxNumCuts())
	  break;
      }
    }
  }


#ifdef CGLFLOW_DEBUG2
  if(CGLFLOW_DEBUG) {
    std::cout << "\nnumFlowCuts = "<< getNumFlowCuts()  << std::endl;
    std::cout << "CGLFLOW_COL_BINNEG = "<< CGLFLOW_COL_BINNEG  << std::endl;
  }
#endif
  if (!info.inTree&&((info.options&4)==4||((info.options&8)&&!info.pass))) {
    int numberRowCutsAfter = cs.sizeRowCuts();
    for (int i=numberRowCutsBefore;i<numberRowCutsAfter;i++)
      cs.rowCutPtr(i)->setGloballyValid();
  }

  if (ind != 0)  { delete [] ind; ind = 0; }
  if (coef != 0) { delete [] coef; coef = 0; }
}